QuantLib_India (3) - Linux Manuals

QuantLib_India: Indian calendars.

NAME

QuantLib::India - Indian calendars.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { NSE }

Public Member Functions


India (Market m=NSE)

Detailed Description

Indian calendars.

Holidays for the National Stock Exchange (data from <http://www.nse-india.com/>):

*
Saturdays
*
Sundays
*
Republic Day, January 26th
*
Good Friday
*
Ambedkar Jayanti, April 14th
*
Independence Day, August 15th
*
Gandhi Jayanti, October 2nd
*
Christmas, December 25th

Other holidays for which no rule is given (data available for 2005-2008 only:)

*
Bakri Id
*
Moharram
*
Mahashivratri
*
Holi
*
Ram Navami
*
Mahavir Jayanti
*
Id-E-Milad
*
Maharashtra Day
*
Buddha Pournima
*
Ganesh Chaturthi
*
Dasara
*
Laxmi Puja
*
Bhaubeej
*
Ramzan Id
*
Guru Nanak Jayanti

Member Enumeration Documentation

enum Market

Enumerator:

NSE
National Stock Exchange.

Author

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