QuantLib_Canada man page

Canada — Canadian calendar.

Synopsis

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

Inherits Calendar.

Public Types

enum Market { Settlement, TSX }

Public Member Functions

Canada (Market market=Settlement)

Additional Inherited Members

Detailed Description

Canadian calendar.

Banking holidays (data from http://www.bankofcanada.ca/en/about/hol…):

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday)
·
Family Day, third Monday of February (since 2008)
·
Good Friday
·
Victoria Day, the Monday on or preceding May 24th
·
Canada Day, July 1st (possibly moved to Monday)
·
Provincial Holiday, first Monday of August
·
Labour Day, first Monday of September
·
Thanksgiving Day, second Monday of October
·
Remembrance Day, November 11th (possibly moved to Monday)
·
Christmas, December 25th (possibly moved to Monday or Tuesday)
·
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the Toronto stock exchange (data from http://www.tsx.com/en/about_tsx/market_…):

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday)
·
Family Day, third Monday of February (since 2008)
·
Good Friday
·
Victoria Day, the Monday on or preceding May 24th
·
Canada Day, July 1st (possibly moved to Monday)
·
Provincial Holiday, first Monday of August
·
Labour Day, first Monday of September
·
Thanksgiving Day, second Monday of October
·
Christmas, December 25th (possibly moved to Monday or Tuesday)
·
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Member Enumeration Documentation

enum Market

Enumerator

Settlement
generic settlement calendar
TSX
Toronto stock exchange calendar.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

Canada(3) and TSX(3) are aliases of QuantLib_Canada(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib