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Fully annotated reference manual - version 1.8.12
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qle_calendars.cpp
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1/*
2 Copyright (C) 2016 Quaternion Risk Management Ltd
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
19#include "toplevelfixture.hpp"
20#include <boost/test/unit_test.hpp>
21#include <ql/time/calendar.hpp>
22#include <ql/time/calendars/austria.hpp>
23#include <ql/time/calendars/thailand.hpp>
24#include <ql/time/calendars/chile.hpp>
25#include <qle/calendars/belgium.hpp>
26#include <qle/calendars/cyprus.hpp>
27#include <qle/calendars/colombia.hpp>
28#include <qle/calendars/france.hpp>
29#include <qle/calendars/greece.hpp>
30#include <qle/calendars/ireland.hpp>
31#include <qle/calendars/israel.hpp>
32#include <qle/calendars/luxembourg.hpp>
33#include <qle/calendars/malaysia.hpp>
34#include <qle/calendars/netherlands.hpp>
35#include <qle/calendars/peru.hpp>
36#include <qle/calendars/philippines.hpp>
37#include <qle/calendars/spain.hpp>
38
39using namespace QuantLib;
40using namespace QuantExt;
41using namespace boost::unit_test_framework;
42using namespace std;
43
44namespace check {
45
46void checkCalendars(const std::vector<Date>& expectedHolidays, const std::vector<Date>& testHolidays) {
47
48 for (Size i = 0; i < expectedHolidays.size(); i++) {
49 if (testHolidays[i] != expectedHolidays[i])
50 BOOST_FAIL("expected holiday was " << expectedHolidays[i] << " while calculated holiday is "
51 << testHolidays[i]);
52 }
53}
54} // namespace check
55
56BOOST_FIXTURE_TEST_SUITE(QuantExtTestSuite, qle::test::TopLevelFixture)
57
58BOOST_AUTO_TEST_SUITE(CalendarsTest)
59
60BOOST_AUTO_TEST_CASE(testPeruvianCalendar) {
61
62 BOOST_TEST_MESSAGE("Testing Peruvian holiday list");
63
64 std::vector<Date> expectedHolidays;
65
66 expectedHolidays.push_back(Date(1, January, 2018));
67 expectedHolidays.push_back(Date(29, March, 2018));
68 expectedHolidays.push_back(Date(30, March, 2018));
69 expectedHolidays.push_back(Date(1, May, 2018));
70 expectedHolidays.push_back(Date(29, June, 2018));
71 expectedHolidays.push_back(Date(27, July, 2018));
72 expectedHolidays.push_back(Date(30, August, 2018));
73 expectedHolidays.push_back(Date(31, August, 2018));
74 expectedHolidays.push_back(Date(8, October, 2018));
75 expectedHolidays.push_back(Date(1, November, 2018));
76 expectedHolidays.push_back(Date(2, November, 2018));
77 expectedHolidays.push_back(Date(25, December, 2018));
78
79 Calendar c = Peru();
80
81 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
82
83 BOOST_CHECK(hol.size() == expectedHolidays.size());
84
85 check::checkCalendars(expectedHolidays, hol);
86}
87
88BOOST_AUTO_TEST_CASE(testColombianCalendar) {
89
90 BOOST_TEST_MESSAGE("Testing Colombian holiday list");
91
92 std::vector<Date> expectedHolidays;
93
94 expectedHolidays.push_back(Date(1, January, 2018));
95 expectedHolidays.push_back(Date(8, January, 2018));
96 expectedHolidays.push_back(Date(19, March, 2018));
97 expectedHolidays.push_back(Date(29, March, 2018));
98 expectedHolidays.push_back(Date(30, March, 2018));
99 expectedHolidays.push_back(Date(1, May, 2018));
100 expectedHolidays.push_back(Date(14, May, 2018));
101 expectedHolidays.push_back(Date(4, June, 2018));
102 expectedHolidays.push_back(Date(11, June, 2018));
103 expectedHolidays.push_back(Date(2, July, 2018));
104 expectedHolidays.push_back(Date(20, July, 2018));
105 expectedHolidays.push_back(Date(7, August, 2018));
106 expectedHolidays.push_back(Date(20, August, 2018));
107 expectedHolidays.push_back(Date(15, October, 2018));
108 expectedHolidays.push_back(Date(5, November, 2018));
109 expectedHolidays.push_back(Date(12, November, 2018));
110 expectedHolidays.push_back(Date(25, December, 2018));
111
112 Calendar c = Colombia();
113
114 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
115
116 BOOST_CHECK(hol.size() == expectedHolidays.size());
117
118 check::checkCalendars(expectedHolidays, hol);
119}
120
121BOOST_AUTO_TEST_CASE(testPhilippineCalendar) {
122
123 BOOST_TEST_MESSAGE("Testing Philippine holiday list");
124
125 std::vector<Date> expectedHolidays;
126
127 expectedHolidays.push_back(Date(1, January, 2018));
128 expectedHolidays.push_back(Date(2, January, 2018));
129 expectedHolidays.push_back(Date(29, March, 2018));
130 expectedHolidays.push_back(Date(30, March, 2018));
131 expectedHolidays.push_back(Date(9, April, 2018));
132 expectedHolidays.push_back(Date(1, May, 2018));
133 expectedHolidays.push_back(Date(12, June, 2018));
134 expectedHolidays.push_back(Date(21, August, 2018));
135 expectedHolidays.push_back(Date(27, August, 2018));
136 expectedHolidays.push_back(Date(1, November, 2018));
137 expectedHolidays.push_back(Date(30, November, 2018));
138 expectedHolidays.push_back(Date(25, December, 2018));
139 expectedHolidays.push_back(Date(31, December, 2018));
140
141 Calendar c = Philippines();
142
143 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
144
145 check::checkCalendars(expectedHolidays, hol);
146}
147
148BOOST_AUTO_TEST_CASE(testThaiCalendar) {
149
150 BOOST_TEST_MESSAGE("Testing Thai holiday list");
151
152 std::vector<Date> expectedHolidays;
153
154 expectedHolidays.push_back(Date(1, January, 2018));
155 expectedHolidays.push_back(Date(2, January, 2018));
156 expectedHolidays.push_back(Date(1, March, 2018)); // Makha Bucha Day
157 expectedHolidays.push_back(Date(6, April, 2018));
158 expectedHolidays.push_back(Date(13, April, 2018));
159 expectedHolidays.push_back(Date(16, April, 2018));
160 expectedHolidays.push_back(Date(1, May, 2018));
161 expectedHolidays.push_back(Date(29, May, 2018)); // Wisakha Bucha Day
162 expectedHolidays.push_back(Date(27, July, 2018)); // Asarnha Bucha Day
163 expectedHolidays.push_back(Date(30, July, 2018));
164 expectedHolidays.push_back(Date(13, August, 2018));
165 expectedHolidays.push_back(Date(15, October, 2018));
166 expectedHolidays.push_back(Date(23, October, 2018));
167 expectedHolidays.push_back(Date(5, December, 2018));
168 expectedHolidays.push_back(Date(10, December, 2018));
169 expectedHolidays.push_back(Date(31, December, 2018));
170
171 Calendar c = Thailand();
172
173 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
174
175 BOOST_CHECK(hol.size() == expectedHolidays.size());
176
177 check::checkCalendars(expectedHolidays, hol);
178}
179
180BOOST_AUTO_TEST_CASE(testMalaysianCalendar) {
181
182 BOOST_TEST_MESSAGE("Testing Malaysian holiday list");
183
184 std::vector<Date> expectedHolidays;
185
186 expectedHolidays.push_back(Date(1, January, 2018));
187 expectedHolidays.push_back(Date(1, February, 2018));
188 expectedHolidays.push_back(Date(1, May, 2018));
189 expectedHolidays.push_back(Date(31, August, 2018));
190 expectedHolidays.push_back(Date(17, September, 2018));
191 expectedHolidays.push_back(Date(25, December, 2018));
192
193 Calendar c = Malaysia();
194
195 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
196
197 BOOST_CHECK(hol.size() == expectedHolidays.size());
198
199 check::checkCalendars(expectedHolidays, hol);
200}
201
202BOOST_AUTO_TEST_CASE(testChileanCalendar) {
203
204 BOOST_TEST_MESSAGE("Testing Chilean holiday list");
205
206 std::vector<Date> expectedHolidays;
207
208 expectedHolidays.push_back(Date(1, January, 2018));
209 expectedHolidays.push_back(Date(30, March, 2018));
210 expectedHolidays.push_back(Date(1, May, 2018));
211 expectedHolidays.push_back(Date(21, May, 2018));
212 expectedHolidays.push_back(Date(2, July, 2018));
213 expectedHolidays.push_back(Date(16, July, 2018));
214 expectedHolidays.push_back(Date(15, August, 2018));
215 expectedHolidays.push_back(Date(17, September, 2018));
216 expectedHolidays.push_back(Date(18, September, 2018));
217 expectedHolidays.push_back(Date(19, September, 2018));
218 expectedHolidays.push_back(Date(15, October, 2018));
219 expectedHolidays.push_back(Date(1, November, 2018));
220 expectedHolidays.push_back(Date(2, November, 2018));
221 expectedHolidays.push_back(Date(25, December, 2018));
222
223 Calendar c = Chile();
224
225 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
226
227 BOOST_CHECK(hol.size() == expectedHolidays.size());
228
229 check::checkCalendars(expectedHolidays, hol);
230}
231
232BOOST_AUTO_TEST_CASE(testNetherlandianCalendar) {
233
234 BOOST_TEST_MESSAGE("Testing Netherlandian holiday list");
235
236 std::vector<Date> expectedHolidays;
237
238 expectedHolidays.push_back(Date(1, January, 2018));
239 expectedHolidays.push_back(Date(30, March, 2018));
240 expectedHolidays.push_back(Date(2, April, 2018));
241 expectedHolidays.push_back(Date(27, April, 2018));
242 expectedHolidays.push_back(Date(10, May, 2018));
243 expectedHolidays.push_back(Date(21, May, 2018));
244 expectedHolidays.push_back(Date(25, December, 2018));
245 expectedHolidays.push_back(Date(26, December, 2018));
246
247 Calendar c = Netherlands();
248
249 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
250
251 BOOST_CHECK(hol.size() == expectedHolidays.size());
252
253 check::checkCalendars(expectedHolidays, hol);
254}
255
256BOOST_AUTO_TEST_CASE(testFrenchCalendar) {
257
258 BOOST_TEST_MESSAGE("Testing French holiday list");
259
260 std::vector<Date> expectedHolidays;
261
262 expectedHolidays.push_back(Date(1, January, 2018));
263 expectedHolidays.push_back(Date(30, March, 2018));
264 expectedHolidays.push_back(Date(2, April, 2018));
265 expectedHolidays.push_back(Date(1, May, 2018));
266 expectedHolidays.push_back(Date(8, May, 2018));
267 expectedHolidays.push_back(Date(10, May, 2018));
268 expectedHolidays.push_back(Date(21, May, 2018));
269 expectedHolidays.push_back(Date(15, August, 2018));
270 expectedHolidays.push_back(Date(1, November, 2018));
271 expectedHolidays.push_back(Date(25, December, 2018));
272 expectedHolidays.push_back(Date(26, December, 2018));
273
274 Calendar c = France();
275
276 std::vector<Date> hol = c.holidayList(Date(1, January, 2018), Date(31, December, 2018));
277
278 BOOST_CHECK(hol.size() == expectedHolidays.size());
279
280 check::checkCalendars(expectedHolidays, hol);
281}
282
283BOOST_AUTO_TEST_CASE(testIsraelTelbor) {
284
285 BOOST_TEST_MESSAGE("Testing Israel Telbor standard weekends");
286
287 Calendar c = QuantExt::Israel(QuantExt::Israel::Telbor);
288
289 BOOST_CHECK(!c.isWeekend(Friday));
290 BOOST_CHECK(c.isWeekend(Saturday));
291 BOOST_CHECK(c.isWeekend(Sunday));
292}
293
294BOOST_AUTO_TEST_CASE(testIsraelTelAviv) {
295
296 BOOST_TEST_MESSAGE("Testing Israel TelAviv weekends");
297
298 Calendar c = QuantExt::Israel(QuantExt::Israel::Settlement);
299
300 BOOST_CHECK(c.isWeekend(Friday));
301 BOOST_CHECK(c.isWeekend(Saturday));
302 BOOST_CHECK(!c.isWeekend(Sunday));
303}
304
305BOOST_AUTO_TEST_CASE(testAustrianCalendar) {
306
307 BOOST_TEST_MESSAGE("Testing Austrian holiday list");
308
309 std::vector<Date> expectedHolidays;
310
311 expectedHolidays.push_back(Date(1, January, 2020));
312 expectedHolidays.push_back(Date(6, January, 2020));
313 expectedHolidays.push_back(Date(13, April, 2020));
314 expectedHolidays.push_back(Date(1, May, 2020));
315 expectedHolidays.push_back(Date(21, May, 2020));
316 expectedHolidays.push_back(Date(1, June, 2020));
317 expectedHolidays.push_back(Date(11, June, 2020));
318 // expectedHolidays.push_back(Date(15, August, 2020)); //Saturday
319 expectedHolidays.push_back(Date(26, October, 2020));
320 // expectedHolidays.push_back(Date(1, November, 2020)); //Sunday
321 expectedHolidays.push_back(Date(8, December, 2020));
322 expectedHolidays.push_back(Date(25, December, 2020));
323 // expectedHolidays.push_back(Date(26, December, 2020)); //Saturday
324
325 Calendar c = Austria();
326
327 std::vector<Date> hol = c.holidayList(Date(1, January, 2020), Date(31, December, 2020));
328
329 BOOST_CHECK(hol.size() == expectedHolidays.size());
330
331 check::checkCalendars(expectedHolidays, hol);
332}
333
334BOOST_AUTO_TEST_CASE(testSpanishCalendar) {
335
336 BOOST_TEST_MESSAGE("Testing Spanish holiday list");
337
338 std::vector<Date> expectedHolidays;
339
340 expectedHolidays.push_back(Date(1, January, 2020));
341 expectedHolidays.push_back(Date(6, January, 2020));
342 expectedHolidays.push_back(Date(10, April, 2020));
343 expectedHolidays.push_back(Date(1, May, 2020));
344 // expectedHolidays.push_back(Date(15, August, 2020)); //Saturday
345 expectedHolidays.push_back(Date(12, October, 2020));
346 // expectedHolidays.push_back(Date(1, November, 2020)); //Sunday
347 // expectedHolidays.push_back(Date(6, December, 2020)); //Sunday
348 expectedHolidays.push_back(Date(8, December, 2020));
349 expectedHolidays.push_back(Date(25, December, 2020));
350
351 Calendar c = Spain();
352
353 std::vector<Date> hol = c.holidayList(Date(1, January, 2020), Date(31, December, 2020));
354
355 BOOST_CHECK(hol.size() == expectedHolidays.size());
356
357 check::checkCalendars(expectedHolidays, hol);
358}
359
360BOOST_AUTO_TEST_CASE(testLuxembourgianCalendar) {
361
362 BOOST_TEST_MESSAGE("Testing Luxembourgian holiday list");
363
364 std::vector<Date> expectedHolidays;
365
366 expectedHolidays.push_back(Date(1, January, 2020));
367 expectedHolidays.push_back(Date(13, April, 2020));
368 expectedHolidays.push_back(Date(1, May, 2020));
369 // expectedHolidays.push_back(Date(9, May, 2020)); //Saturday
370 expectedHolidays.push_back(Date(21, May, 2020));
371 expectedHolidays.push_back(Date(1, June, 2020));
372 expectedHolidays.push_back(Date(23, June, 2020));
373 // expectedHolidays.push_back(Date(15, August, 2020)); //Saturday
374 // expectedHolidays.push_back(Date(1, November, 2020)); //Sunday
375 expectedHolidays.push_back(Date(25, December, 2020));
376 // expectedHolidays.push_back(Date(26, December, 2020)); //Saturday
377
378 Calendar c = Luxembourg();
379
380 std::vector<Date> hol = c.holidayList(Date(1, January, 2020), Date(31, December, 2020));
381
382 BOOST_CHECK(hol.size() == expectedHolidays.size());
383
384 check::checkCalendars(expectedHolidays, hol);
385}
386
387BOOST_AUTO_TEST_CASE(testBelgianCalendar) {
388
389 BOOST_TEST_MESSAGE("Testing Belgian holiday list");
390
391 std::vector<Date> expectedHolidays;
392
393 expectedHolidays.push_back(Date(1, January, 2020));
394 // expectedHolidays.push_back(Date(12, April, 2020)); //Sunday
395 expectedHolidays.push_back(Date(13, April, 2020));
396 expectedHolidays.push_back(Date(1, May, 2020));
397 expectedHolidays.push_back(Date(21, May, 2020));
398 // expectedHolidays.push_back(Date(31, May, 2020)); //Sunday
399 expectedHolidays.push_back(Date(1, June, 2020));
400 expectedHolidays.push_back(Date(21, July, 2020));
401 // expectedHolidays.push_back(Date(15, August, 2020)); //Saturday
402 // expectedHolidays.push_back(Date(1, November, 2020)); //Sunday
403 expectedHolidays.push_back(Date(11, November, 2020));
404 expectedHolidays.push_back(Date(25, December, 2020));
405
406 Calendar c = Belgium();
407
408 std::vector<Date> hol = c.holidayList(Date(1, January, 2020), Date(31, December, 2020));
409
410 BOOST_CHECK(hol.size() == expectedHolidays.size());
411
412 check::checkCalendars(expectedHolidays, hol);
413}
414
415BOOST_AUTO_TEST_CASE(testCyprusCalendar) {
416
417 BOOST_TEST_MESSAGE("Testing Cyprus holiday list");
418
419 std::vector<Date> expectedHolidays;
420
421 //expectedHolidays.push_back(Date(1, January, 2022)); //weekend
422 expectedHolidays.push_back(Date(6, January, 2022));
423 expectedHolidays.push_back(Date(7, March, 2022));
424 expectedHolidays.push_back(Date(25, March, 2022));
425 expectedHolidays.push_back(Date(1, April, 2022));
426 expectedHolidays.push_back(Date(22, April, 2022));
427 expectedHolidays.push_back(Date(25, April, 2022));
428 expectedHolidays.push_back(Date(26, April, 2022));
429 //expectedHolidays.push_back(Date(1, May, 2022)); //weekend
430 expectedHolidays.push_back(Date(13, June, 2022));
431 expectedHolidays.push_back(Date(15, August, 2022));
432 //expectedHolidays.push_back(Date(1, October, 2022)); weekend
433 expectedHolidays.push_back(Date(28, October, 2022));
434 //expectedHolidays.push_back(Date(25, December, 2022));weekend
435 expectedHolidays.push_back(Date(26, December, 2022));
436
437 Calendar c = Cyprus();
438
439 std::vector<Date> hol = c.holidayList(Date(1, January, 2022), Date(31, December, 2022));
440
441 BOOST_CHECK(hol.size() == expectedHolidays.size());
442
443 check::checkCalendars(expectedHolidays, hol);
444}
445
446BOOST_AUTO_TEST_CASE(testGreeceCalendar) {
447
448 BOOST_TEST_MESSAGE("Testing Greece holiday list");
449
450 std::vector<Date> expectedHolidays;
451
452 expectedHolidays.push_back(Date(1, January, 2021));
453 expectedHolidays.push_back(Date(6, January, 2021));
454 expectedHolidays.push_back(Date(15, March, 2021));
455 expectedHolidays.push_back(Date(25, March, 2021));
456 expectedHolidays.push_back(Date(30, April, 2021));
457 expectedHolidays.push_back(Date(3, May, 2021));
458 expectedHolidays.push_back(Date(4, May, 2021));
459 expectedHolidays.push_back(Date(21, June, 2021));
460 expectedHolidays.push_back(Date(28, October, 2021));
461
462 expectedHolidays.push_back(Date(6, January, 2022));
463 expectedHolidays.push_back(Date(7, March, 2022));
464 expectedHolidays.push_back(Date(25, March, 2022));
465 expectedHolidays.push_back(Date(22, April, 2022));
466 expectedHolidays.push_back(Date(25, April, 2022));
467 expectedHolidays.push_back(Date(13, June, 2022));
468 expectedHolidays.push_back(Date(15, August, 2022));
469 expectedHolidays.push_back(Date(28, October, 2022));
470 expectedHolidays.push_back(Date(26, December, 2022));
471
472
473
474 Calendar c = Greece();
475
476 std::vector<Date> hol = c.holidayList(Date(1, January, 2021), Date(31, December, 2022));
477
478 BOOST_CHECK(hol.size() == expectedHolidays.size());
479
480 check::checkCalendars(expectedHolidays, hol);
481}
482
483BOOST_AUTO_TEST_CASE(testIrishStockExchangeCalendar) {
484
485 BOOST_TEST_MESSAGE("Testing Irish Stock Exchange holiday list");
486
487 std::vector<Date> expectedHolidays;
488
489 expectedHolidays.push_back(Date(1, January, 2021));
490 expectedHolidays.push_back(Date(17, March, 2021));
491 expectedHolidays.push_back(Date(2, April, 2021));
492 expectedHolidays.push_back(Date(5, April, 2021));
493 expectedHolidays.push_back(Date(3, May, 2021));
494 expectedHolidays.push_back(Date(7, June, 2021));
495 expectedHolidays.push_back(Date(2, August, 2021));
496 expectedHolidays.push_back(Date(25, October, 2021));
497 //expectedHolidays.push_back(Date(25, December, 2021)); Falls on weekend
498 //expectedHolidays.push_back(Date(26, December, 2021)); Falls on weekend
499 expectedHolidays.push_back(Date(27, December, 2021));
500 expectedHolidays.push_back(Date(28, December, 2021));
501
502 Calendar c = Ireland();
503
504 std::vector<Date> hol = c.holidayList(Date(1, January, 2021), Date(31, December, 2021));
505
506 BOOST_CHECK(hol.size() == expectedHolidays.size());
507
508 check::checkCalendars(expectedHolidays, hol);
509}
510
511BOOST_AUTO_TEST_CASE(testIrishBankHolidaysCalendar) {
512
513 BOOST_TEST_MESSAGE("Testing Irish bank holiday list");
514
515 std::vector<Date> expectedHolidays;
516
517 expectedHolidays.push_back(Date(1, January, 2021));
518 expectedHolidays.push_back(Date(17, March, 2021));
519 expectedHolidays.push_back(Date(2, April, 2021));
520 expectedHolidays.push_back(Date(5, April, 2021));
521 expectedHolidays.push_back(Date(3, May, 2021));
522 expectedHolidays.push_back(Date(7, June, 2021));
523 expectedHolidays.push_back(Date(2, August, 2021));
524 expectedHolidays.push_back(Date(25, October, 2021));
525 // expectedHolidays.push_back(Date(25, December, 2021)); Falls on weekend
526 // expectedHolidays.push_back(Date(26, December, 2021)); Falls on weekend
527 expectedHolidays.push_back(Date(27, December, 2021));
528 expectedHolidays.push_back(Date(28, December, 2021));
529 expectedHolidays.push_back(Date(29, December, 2021));
530
531 Calendar c = Ireland(Ireland::BankHolidays);
532
533 std::vector<Date> hol = c.holidayList(Date(1, January, 2021), Date(31, December, 2021));
534
535 BOOST_CHECK(hol.size() == expectedHolidays.size());
536
537 check::checkCalendars(expectedHolidays, hol);
538}
539
540
541BOOST_AUTO_TEST_SUITE_END()
542
543BOOST_AUTO_TEST_SUITE_END()
belgium.hpp
Belgian calendar.
QuantExt::Cyprus
Cyprus Calendar.
Definition: cyprus.hpp:62
QuantExt::Greece
Greece Calendar.
Definition: greece.hpp:57
QuantExt::Ireland
Ireland Calendars.
Definition: ireland.hpp:54
QuantExt::Israel
Israel calendar.
Definition: israel.hpp:40
colombia.hpp
Colombian calendar.
cyprus.hpp
Cyprus Calendar.
france.hpp
French calendar.
greece.hpp
Greece Calendars.
ireland.hpp
Ireland Calendar.
israel.hpp
Israel calendar extension to cover TELBOR publication days.
luxembourg.hpp
Luxembourgish calendar.
malaysia.hpp
Malaysian calendar.
check::checkCalendars
void checkCalendars(const std::vector< Date > &expectedHolidays, const std::vector< Date > &testHolidays)
Definition: qle_calendars.cpp:46
netherlands.hpp
Dutch calendar.
peru.hpp
Peru calendar.
philippines.hpp
Philippine calendar.
BOOST_AUTO_TEST_CASE
BOOST_AUTO_TEST_CASE(testPeruvianCalendar)
Definition: qle_calendars.cpp:60
spain.hpp
Spanish calendar.
toplevelfixture.hpp
Fixture that can be used at top level.
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