Israel Class Reference

Israel calendar. More...

#include <qle/calendars/israel.hpp>

Inheritance diagram for Israel:

Collaboration diagram for Israel:

Classes
class	TelborImpl

Public Types
enum	MarketExt { Settlement , TASE , Telbor }

Public Member Functions
	Israel (MarketExt market=Telbor)

Detailed Description

Israel calendar.

Extend Israel calendar to cover TELBOR publication dates as described at: https://www.boi.org.il/en/Markets/TelborMarket/Documents/telbordef_eng.pdf Telbor holidays 2019, 2020: https://www.boi.org.il/en/Markets/TelborMarket/Documents/NoTelborRates2019.pdf https://www.boi.org.il/en/Markets/TelborMarket/Documents/NoTelborRates2020.pdf

Definition at line 40 of file israel.hpp.

Member Enumeration Documentation

MarketExt

enum MarketExt

Enumerator
Settlement
TASE
Telbor

Definition at line 51 of file israel.hpp.

{ Settlement, TASE, Telbor };

Constructor & Destructor Documentation

Israel()

Israel

(

MarketExt

market = Telbor

)

Definition at line 25 of file israel.cpp.

                               {
 
    // all calendar instances share the same implementation instance
    static QuantLib::ext::shared_ptr<Calendar::Impl> telborImpl = QuantLib::ext::make_shared<TelborImpl>();
 
    // Update the impl_ if we have been passed Telbor
    if (market == Telbor) {
        impl_ = telborImpl;
    }
}