QuantLib_UnitedKingdom (3) - Linux Manuals
QuantLib_UnitedKingdom: United Kingdom calendars.
NAME
QuantLib::UnitedKingdom - United Kingdom calendars.
SYNOPSIS
#include <ql/time/calendars/unitedkingdom.hpp>
Inherits QuantLib::Calendar.
Public Types
enum Market { Settlement, Exchange, Metals }
UK calendars.
Public Member Functions
UnitedKingdom (Market market=Settlement)
Detailed Description
United Kingdom calendars.
Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday)
- *
- Good Friday
- *
- Easter Monday
- *
- Early May Bank Holiday, first Monday of May
- *
- Spring Bank Holiday, last Monday of May
- *
- Summer Bank Holiday, last Monday of August
- *
- Christmas Day, December 25th (possibly moved to Monday or Tuesday)
- *
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the stock exchange:
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday)
- *
- Good Friday
- *
- Easter Monday
- *
- Early May Bank Holiday, first Monday of May
- *
- Spring Bank Holiday, last Monday of May
- *
- Summer Bank Holiday, last Monday of August
- *
- Christmas Day, December 25th (possibly moved to Monday or Tuesday)
- *
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the metals exchange:
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday)
- *
- Good Friday
- *
- Easter Monday
- *
- Early May Bank Holiday, first Monday of May
- *
- Spring Bank Holiday, last Monday of May
- *
- Summer Bank Holiday, last Monday of August
- *
- Christmas Day, December 25th (possibly moved to Monday or Tuesday)
- *
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Possible enhancements
- add LIFFE
Tests
- the correctness of the returned results is tested against a list of known holidays.
Member Enumeration Documentation
enum Market
UK calendars.
Enumerator:
- Settlement
- generic settlement calendar
- Exchange
-
London stock-exchange calendar.
Author
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