QuantLib_TARGET man page

TARGET — TARGET calendar

Synopsis

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

Inherits Calendar.

Additional Inherited Members

Detailed Description

TARGET calendar

Holidays (see http://www.ecb.int):

·
Saturdays
·
Sundays
·
New Year's Day, January 1st
·
Good Friday (since 2000)
·
Easter Monday (since 2000)
·
Labour Day, May 1st (since 2000)
·
Christmas, December 25th
·
Day of Goodwill, December 26th (since 2000)
·
December 31st (1998, 1999, and 2001)

Tests

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

Examples: BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, and swapvaluation.cpp.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib