UnitedStates (3) - Linux Manuals
UnitedStates: United States calendars.
NAME
QuantLib::UnitedStates - United States calendars.
SYNOPSIS
#include <ql/time/calendars/unitedstates.hpp>
Inherits QuantLib::Calendar.
Public Types
enum Market { Settlement, NYSE, GovernmentBond, NERC }
US calendars.
Public Member Functions
UnitedStates (Market market=Settlement)
Detailed Description
United States calendars.
Public holidays (see: http://www.opm.gov/fedhol/):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday)
- *
- Martin Luther King's birthday, third Monday in January
- *
- Presidents' Day (a.k.a. Washington's birthday), third Monday in February
- *
- Memorial Day, last Monday in May
- *
- Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
- *
- Labor Day, first Monday in September
- *
- Columbus Day, second Monday in October
- *
- Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
- *
- Thanksgiving Day, fourth Thursday in November
- *
- Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Holidays for the stock exchange (data from http://www.nyse.com):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
- *
- Martin Luther King's birthday, third Monday in January (since 1998)
- *
- Presidents' Day (a.k.a. Washington's birthday), third Monday in February
- *
- Good Friday
- *
- Memorial Day, last Monday in May
- *
- Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
- *
- Labor Day, first Monday in September
- *
- Thanksgiving Day, fourth Thursday in November
- *
- Presidential election day, first Tuesday in November of election years (until 1980)
- *
- Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
- *
- Special historic closings (see http://www.nyse.com/pdfs/closings.pdf)
Holidays for the government bond market (data from http://www.bondmarkets.com):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
- *
- Martin Luther King's birthday, third Monday in January
- *
- Presidents' Day (a.k.a. Washington's birthday), third Monday in February
- *
- Good Friday
- *
- Memorial Day, last Monday in May
- *
- Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
- *
- Labor Day, first Monday in September
- *
- Columbus Day, second Monday in October
- *
- Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
- *
- Thanksgiving Day, fourth Thursday in November
- *
- Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
- *
- Memorial Day, last Monday in May
- *
- Independence Day, July 4th (moved to Monday if Sunday)
- *
- Labor Day, first Monday in September
- *
- Thanksgiving Day, fourth Thursday in November
- *
- Christmas, December 25th (moved to Monday if Sunday)
Tests
- the correctness of the returned results is tested against a list of known holidays.
Examples:
Bonds.cpp, and CallableBonds.cpp.
Member Enumeration Documentation
enum Market
US calendars.
Enumerator:
- Settlement
- generic settlement calendar
- NYSE
- New York stock exchange calendar.
- GovernmentBond
- government-bond calendar
- NERC
-
off-peak days for NERC
Author
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