QuantLib_Taiwan (3) - Linux Manuals

QuantLib_Taiwan: Taiwanese calendars.

NAME

QuantLib::Taiwan - Taiwanese calendars.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { TSEC }

Public Member Functions


Taiwan (Market m=TSEC)

Detailed Description

Taiwanese calendars.

Holidays for the Taiwan stock exchange (data from <http://www.tse.com.tw/en/trading/trading_days.php>):

*
Saturdays
*
Sundays
*
New Year's Day, January 1st
*
Peace Memorial Day, February 28
*
Labor Day, May 1st
*
Double Tenth National Day, October 10th

Other holidays for which no rule is given (data available for 2002-2008 only:)

*
Chinese Lunar New Year
*
Tomb Sweeping Day
*
Dragon Boat Festival
*
Moon Festival

Member Enumeration Documentation

enum Market

Enumerator:

TSEC
Taiwan stock exchange.

Author

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