ICE Class Reference

#include <qle/calendars/ice.hpp>

Inheritance diagram for ICE:

Collaboration diagram for ICE:

Classes
class	EndexEnergyImpl
class	EndexEquitiesImpl
class	FuturesEUImpl
class	FuturesEUImpl_1
class	FuturesSingaporeImpl
class	FuturesUSImpl
class	FuturesUSImpl_1
class	FuturesUSImpl_2
class	SwapTradeUKImpl
class	SwapTradeUSImpl

Public Types
enum	Market {   FuturesUS , FuturesUS_1 , FuturesUS_2 , FuturesEU ,   FuturesEU_1 , EndexEnergy , EndexEquities , SwapTradeUS ,   SwapTradeUK , FuturesSingapore }

Public Member Functions
	ICE (Market market)

Detailed Description

Various ICE calendars outlined on the website at: https://www.theice.com/holiday-hours

Definition at line 33 of file ice.hpp.

Member Enumeration Documentation

Market

enum Market

Enumerator
FuturesUS	ICE Futures U.S. Currency, Stock and Credit Index, Metal, Nat Gas, Power, Oil and Environmental
FuturesUS_1	ICE Futures U.S. Sugar, Cocoa, Coffee, Cotton and FCOJ.
FuturesUS_2	ICE Futures U.S. Canola.
FuturesEU	ICE Futures Europe.
FuturesEU_1	ICE Futures Europe for contracts where 26 Dec is a holiday.
EndexEnergy	ICE Endex European power and natural gas products.
EndexEquities	ICE Endex European equities.
SwapTradeUS	ICE Swap Trade U.S.
SwapTradeUK	ICE Swap Trade U.K.
FuturesSingapore	ICE futures Singapore.

Definition at line 97 of file ice.hpp.

                {
        FuturesUS,       /*!< ICE Futures U.S. Currency, Stock and Credit Index,
                              Metal, Nat Gas, Power, Oil and Environmental */
        FuturesUS_1,     //!< ICE Futures U.S. Sugar, Cocoa, Coffee, Cotton and FCOJ
        FuturesUS_2,     //!< ICE Futures U.S. Canola
        FuturesEU,       //!< ICE Futures Europe
        FuturesEU_1,     //!< ICE Futures Europe for contracts where 26 Dec is a holiday
        EndexEnergy,     //!< ICE Endex European power and natural gas products
        EndexEquities,   //!< ICE Endex European equities
        SwapTradeUS,     //!< ICE Swap Trade U.S.
        SwapTradeUK,     //!< ICE Swap Trade U.K.
        FuturesSingapore //!< ICE futures Singapore
    };

Constructor & Destructor Documentation

ICE()

ICE

(

ICE::Market

market

)

Definition at line 26 of file ice.cpp.

                         {
 
    // All calendar instances on the same market share the same implementation instance
    static ext::shared_ptr<QuantLib::Calendar::Impl> futuresUSImpl(new ICE::FuturesUSImpl);
    static ext::shared_ptr<QuantLib::Calendar::Impl> futuresUSImpl_1(new ICE::FuturesUSImpl_1);
    static ext::shared_ptr<QuantLib::Calendar::Impl> futuresUSImpl_2(new ICE::FuturesUSImpl_2);
    static ext::shared_ptr<QuantLib::Calendar::Impl> futuresEUImpl(new ICE::FuturesEUImpl);
    static ext::shared_ptr<QuantLib::Calendar::Impl> futuresEUImpl_1(new ICE::FuturesEUImpl_1);
    static ext::shared_ptr<QuantLib::Calendar::Impl> endexEnergyImpl(new ICE::EndexEnergyImpl);
    static ext::shared_ptr<QuantLib::Calendar::Impl> endexEquitiesImpl(new ICE::EndexEquitiesImpl);
    static ext::shared_ptr<QuantLib::Calendar::Impl> swapTradeUSImpl(new ICE::SwapTradeUSImpl);
    static ext::shared_ptr<QuantLib::Calendar::Impl> swapTradeUKImpl(new ICE::SwapTradeUKImpl);
    static ext::shared_ptr<QuantLib::Calendar::Impl> futuresSingaporeImpl(new ICE::FuturesSingaporeImpl);
 
    switch (market) {
    case FuturesUS:
        impl_ = futuresUSImpl;
        break;
    case FuturesUS_1:
        impl_ = futuresUSImpl_1;
        break;
    case FuturesUS_2:
        impl_ = futuresUSImpl_2;
        break;
    case FuturesEU:
        impl_ = futuresEUImpl;
        break;
    case FuturesEU_1:
        impl_ = futuresEUImpl_1;
        break;
    case EndexEnergy:
        impl_ = endexEnergyImpl;
        break;
    case EndexEquities:
        impl_ = endexEquitiesImpl;
        break;
    case SwapTradeUS:
        impl_ = swapTradeUSImpl;
        break;
    case SwapTradeUK:
        impl_ = swapTradeUKImpl;
        break;
    case FuturesSingapore:
        impl_ = futuresSingaporeImpl;
        break;
    default:
        QL_FAIL("unknown market");
    }
}