QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
time
calendars
france.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2004 Ferdinando Ametrano
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file france.hpp
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\brief French calendars
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*/
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#ifndef quantlib_france_calendar_hpp
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#define quantlib_france_calendar_hpp
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#include <
ql/time/calendar.hpp
>
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namespace
QuantLib
{
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//! French calendars
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/*! Public holidays:
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<ul>
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<li>Saturdays</li>
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<li>Sundays</li>
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<li>New Year's Day, January 1st</li>
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<li>Easter Monday</li>
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<li>Labour Day, May 1st</li>
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<li>Armistice 1945, May 8th</li>
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<li>Ascension, May 10th</li>
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<li>Pentecôte, May 21st</li>
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<li>Fête nationale, July 14th</li>
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<li>Assumption, August 15th</li>
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<li>All Saint's Day, November 1st</li>
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<li>Armistice 1918, November 11th</li>
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<li>Christmas Day, December 25th</li>
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</ul>
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Holidays for the stock exchange (data from https://www.stockmarketclock.com/exchanges/euronext-paris/market-holidays/):
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<ul>
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<li>Saturdays</li>
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<li>Sundays</li>
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<li>New Year's Day, January 1st</li>
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<li>Good Friday</li>
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<li>Easter Monday</li>
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<li>Labour Day, May 1st</li>
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<li>Christmas Eve, December 24th</li>
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<li>Christmas Day, December 25th</li>
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<li>Boxing Day, December 26th</li>
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<li>New Year's Eve, December 31st</li>
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</ul>
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\ingroup calendars
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*/
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class
France
:
public
Calendar
{
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private
:
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class
SettlementImpl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"French settlement"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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class
ExchangeImpl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"Paris stock exchange"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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public
:
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//! French calendars
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enum
Market
{
Settlement
,
//!< generic settlement calendar
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Exchange
//!< Paris stock-exchange calendar
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};
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explicit
France
(
Market
market =
Settlement
);
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};
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}
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#endif
calendar.hpp
calendar class
QuantLib::Calendar::WesternImpl
partial calendar implementation
Definition:
calendar.hpp:168
QuantLib::Calendar
calendar class
Definition:
calendar.hpp:61
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::France::ExchangeImpl
Definition:
france.hpp:73
QuantLib::France::ExchangeImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
france.cpp:80
QuantLib::France::ExchangeImpl::name
std::string name() const override
Definition:
france.hpp:75
QuantLib::France::SettlementImpl
Definition:
france.hpp:68
QuantLib::France::SettlementImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
france.cpp:45
QuantLib::France::SettlementImpl::name
std::string name() const override
Definition:
france.hpp:70
QuantLib::France
French calendars.
Definition:
france.hpp:66
QuantLib::France::Market
Market
French calendars.
Definition:
france.hpp:80
QuantLib::France::Settlement
@ Settlement
generic settlement calendar
Definition:
france.hpp:80
QuantLib::France::Exchange
@ Exchange
Paris stock-exchange calendar.
Definition:
france.hpp:81
QuantLib
Definition:
any.hpp:35
QuantLib::Settlement
settlement information
Definition:
swaption.hpp:41
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