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

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

Fri Feb 10 2017 Version 1.9.1 QuantLib