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/):

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday)
·
Martin Luther King's birthday, third Monday in January (since 1983)
·
Presidents' Day (a.k.a. Washington's birthday), third Monday in February
·
Memorial Day, last Monday in May
·
Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
·
Labor Day, first Monday in September
·
Columbus Day, second Monday in October
·
Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
·
Thanksgiving Day, fourth Thursday in November
·
Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)

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

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
·
Martin Luther King's birthday, third Monday in January (since 1998)
·
Presidents' Day (a.k.a. Washington's birthday), third Monday in February
·
Good Friday
·
Memorial Day, last Monday in May
·
Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
·
Labor Day, first Monday in September
·
Thanksgiving Day, fourth Thursday in November
·
Presidential election day, first Tuesday in November of election years (until 1980)
·
Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
·
Special historic closings (see http://www.nyse.com/pdfs/closings.pdf)

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

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
·
Martin Luther King's birthday, third Monday in January (since 1983)
·
Presidents' Day (a.k.a. Washington's birthday), third Monday in February
·
Good Friday
·
Memorial Day, last Monday in May
·
Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
·
Labor Day, first Monday in September
·
Columbus Day, second Monday in October
·
Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
·
Thanksgiving Day, fourth Thursday in November
·
Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)

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

·
Saturdays
·
Sundays
·
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
·
Memorial Day, last Monday in May
·
Independence Day, July 4th (moved to Monday if Sunday)
·
Labor Day, first Monday in September
·
Thanksgiving Day, fourth Thursday in November
·
Christmas, December 25th (moved to Monday if Sunday)

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 Sep 23 2016 Version 1.8.1 QuantLib