QuantLib_UnitedStates man page

UnitedStates — United States calendars.  

Synopsis

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

Inherits Calendar.

Public Types

enum Market { Settlement, NYSE, GovernmentBond, NERC } US calendars. "

Public Member Functions

UnitedStates (Market market=Settlement)

Additional Inherited Members

Detailed Description

United States calendars.

Public holidays (see: http://www.opm.gov/fedhol/):

Holidays for the stock exchange (data from http://www.nyse.com):

Holidays for the government bond market (data from http://www.bondmarkets.com):

Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):

Tests

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

Examples: Bonds.cpp, and CallableBonds.cpp.

Member Enumeration Documentation

enum Market

US calendars.

Enumerator

Settlement

generic settlement calendar

NYSE

New York stock exchange calendar.

GovernmentBond

government-bond calendar

NERC

off-peak days for NERC

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

GovernmentBond(3), NERC(3), NYSE(3) and UnitedStates(3) are aliases of QuantLib_UnitedStates(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib