QuantLib_UnitedKingdom man page

UnitedKingdom — United Kingdom calendars.

Synopsis

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

Inherits Calendar.

Public Types

enum Market { Settlement, Exchange, Metals } UK calendars. "

Public Member Functions

UnitedKingdom (Market market=Settlement)

Additional Inherited Members

Detailed Description

United Kingdom calendars.

Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday)
·
Good Friday
·
Easter Monday
·
Early May Bank Holiday, first Monday of May
·
Spring Bank Holiday, last Monday of May
·
Summer Bank Holiday, last Monday of August
·
Christmas Day, December 25th (possibly moved to Monday or Tuesday)
·
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the stock exchange:

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday)
·
Good Friday
·
Easter Monday
·
Early May Bank Holiday, first Monday of May
·
Spring Bank Holiday, last Monday of May
·
Summer Bank Holiday, last Monday of August
·
Christmas Day, December 25th (possibly moved to Monday or Tuesday)
·
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the metals exchange:

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday)
·
Good Friday
·
Easter Monday
·
Early May Bank Holiday, first Monday of May
·
Spring Bank Holiday, last Monday of May
·
Summer Bank Holiday, last Monday of August
·
Christmas Day, December 25th (possibly moved to Monday or Tuesday)
·
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Tests

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

Member Enumeration Documentation

enum Market

UK calendars.

Enumerator

Settlement
generic settlement calendar
Exchange
London stock-exchange calendar.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

UnitedKingdom(3) is an alias of QuantLib_UnitedKingdom(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib