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 Feb 10 2017 Version 1.9.1 QuantLib