QuantLib_Russia man page

Russia — Russian calendars.


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

Inherits Calendar.

Public Types

enum Market { Settlement, MOEX } Russian calendars. "

Public Member Functions

Russia (Market=Settlement)

Additional Inherited Members

Detailed Description

Russian calendars.

Public holidays (see http://www.cbr.ru/eng/:):

New Year holidays and Christmas, January 1st to 8th
Defender of the Fatherland Day, February 23rd (possibly moved to Monday)
International Women's Day, March 8th (possibly moved to Monday)
Labour Day, May 1st (possibly moved to Monday)
Victory Day, May 9th (possibly moved to Monday)
Russia Day, June 12th (possibly moved to Monday)
Unity Day, November 4th (possibly moved to Monday)

Holidays for the Moscow Exchange (MOEX) taken from http://moex.com/s726 and related pages. These holidays are not consistent year-to-year, may or may not correlate to public holidays, and are only available for dates since the introduction of the MOEX 'brand' (a merger of the stock and futures markets).

Member Enumeration Documentation

enum Market

Russian calendars.


generic settlement calendar
Moscow Exchange calendar.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MOEX(3) and Russia(3) are aliases of QuantLib_Russia(3).

QuantLib Version 1.8.1 Fri Sep 23 2016