QuantLib_Germany man page

Germany — German calendars.  

Synopsis

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

Inherits Calendar.

Public Types

enum Market { Settlement, FrankfurtStockExchange, Xetra, Eurex, Euwax } German calendars. "

Public Member Functions

Germany (Market market=FrankfurtStockExchange)

Additional Inherited Members

Detailed Description

German calendars.

Public holidays:

Holidays for the Frankfurt Stock exchange (data from http://deutsche-boerse.com/):

Holidays for the Xetra exchange (data from http://deutsche-boerse.com/):

Holidays for the Eurex exchange (data from http://www.eurexchange.com/index.html):

Holidays for the Euwax exchange (data from http://www.boerse-stuttgart.de):

Tests

the correctness of the returned results is tested against a list of known holidays.

Member Enumeration Documentation

enum Market

German calendars.

Enumerator

Settlement

generic settlement calendar

FrankfurtStockExchange

Frankfurt stock-exchange.

Xetra

Xetra.

Eurex

Eurex.

Euwax

Euwax.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages Eurex(3), Euwax(3), FrankfurtStockExchange(3), Germany(3) and Xetra(3) are aliases of QuantLib_Germany(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib