QuantLib_China (3) - Linux Manuals

QuantLib_China: Chinese calendar.

NAME

QuantLib::China - Chinese calendar.

SYNOPSIS

#include <ql/time/calendars/china.hpp>

Inherits QuantLib::Calendar.

Public Types

enum Market { SSE }

Public Member Functions

China (Market m=SSE)

Detailed Description

Chinese calendar.

Holidays:

*

Saturdays

*

Sundays

*

New Year's day, January 1st (possibly followed by one or two more holidays)

*

Labour Day, first week in May

*

National Day, one week from October 1st

Other holidays for which no rule is given (data available for 2004-2008 only):

*

Chinese New Year

*

Ching Ming Festival

*

Tuen Ng Festival

*

Mid-Autumn Festival

Data from <http://www.sse.com.cn/sseportal/en_us/ps/home.shtml>

Member Enumeration Documentation

enum Market

Enumerator:

SSE

Shanghai stock exchange.

Author

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