QuantLib_Israel man page

Israel — Israel calendar.


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

Inherits Calendar.

Public Types

enum Market { Settlement, TASE }

Public Member Functions

Israel (Market market=Settlement)

Additional Inherited Members

Detailed Description

Israel calendar.

Due to the lack of reliable sources, the settlement calendar has the same holidays as the Tel Aviv stock-exchange.

Holidays for the Tel-Aviv Stock Exchange (data from http://www.tase.co.il):


Other holidays for wich no rule is given (data available for 2013-2044 only:)

Purim, Adar 14th (between Feb 24th & Mar 26th)
Passover I, Nisan 15th (between Mar 26th & Apr 25th)
Passover VII, Nisan 21st (between Apr 1st & May 1st)
Memorial Day, Nisan 27th (between Apr 7th & May 7th)
Indipendence Day, Iyar 5th (between Apr 15th & May 15th)
Pentecost (Shavuot), Sivan 6th (between May 15th & June 14th)
Fast Day
Jewish New Year, Tishrei 1st & 2nd (between Sep 5th & Oct 5th)
Yom Kippur, Tishrei 10th (between Sep 14th & Oct 14th)
Sukkoth, Tishrei 15th (between Sep 19th & Oct 19th)
Simchat Tora, Tishrei 22nd (between Sep 26th & Oct 26th)

Member Enumeration Documentation

enum Market


generic settlement calendar
Tel-Aviv stock exchange calendar.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

Israel(3) and TASE(3) are aliases of QuantLib_Israel(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib