QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Public Types | Public Member Functions | List of all members
UnitedKingdom Class Reference

United Kingdom calendars. More...

#include <unitedkingdom.hpp>

+ Inheritance diagram for UnitedKingdom:
+ Collaboration diagram for UnitedKingdom:

Classes

class  ExchangeImpl
 
class  MetalsImpl
 
class  SettlementImpl
 

Public Types

enum  Market { Settlement , Exchange , Metals }
 UK calendars. More...
 

Public Member Functions

 UnitedKingdom (Market market=Settlement)
 
- Public Member Functions inherited from Calendar
 Calendar ()=default
 
bool empty () const
 Returns whether or not the calendar is initialized. More...
 
std::string name () const
 Returns the name of the calendar. More...
 
const std::set< Date > & addedHolidays () const
 
const std::set< Date > & removedHolidays () const
 
void resetAddedAndRemovedHolidays ()
 
bool isBusinessDay (const Date &d) const
 
bool isHoliday (const Date &d) const
 
bool isWeekend (Weekday w) const
 
bool isEndOfMonth (const Date &d) const
 
Date endOfMonth (const Date &d) const
 last business day of the month to which the given date belongs More...
 
void addHoliday (const Date &)
 
void removeHoliday (const Date &)
 
std::vector< DateholidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
 
std::vector< DatebusinessDayList (const Date &from, const Date &to) const
 
Date adjust (const Date &, BusinessDayConvention convention=Following) const
 
Date advance (const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
 
Date advance (const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const
 
Date::serial_type businessDaysBetween (const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const
 

Additional Inherited Members

- Protected Attributes inherited from Calendar
ext::shared_ptr< Implimpl_
 

Detailed Description

United Kingdom calendars.

Repeating Public holidays (data from https://www.gov.uk/bank-holidays):

Holidays for the stock exchange:

Holidays for the metals exchange:

Note that there are some one-off holidays not listed above. See the implementation for the complete list.

Tests:
the correctness of the returned results is tested against a list of known holidays.

Definition at line 91 of file unitedkingdom.hpp.

Member Enumeration Documentation

◆ Market

enum Market

UK calendars.

Enumerator
Settlement 

generic settlement calendar

Exchange 

London stock-exchange calendar.

Metals 

Definition at line 110 of file unitedkingdom.hpp.

Constructor & Destructor Documentation

◆ UnitedKingdom()

Definition at line 56 of file unitedkingdom.cpp.