QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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German calendars. More...
#include <germany.hpp>
Classes | |
class | EurexImpl |
class | EuwaxImpl |
class | FrankfurtStockExchangeImpl |
class | SettlementImpl |
class | XetraImpl |
Public Types | |
enum | Market { Settlement , FrankfurtStockExchange , Xetra , Eurex , Euwax } |
German calendars. More... | |
Public Member Functions | |
Germany (Market market=FrankfurtStockExchange) | |
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< Date > | holidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const |
std::vector< Date > | businessDayList (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< Impl > | impl_ |
Related Functions inherited from Calendar | |
bool | operator== (const Calendar &, const Calendar &) |
bool | operator!= (const Calendar &, const Calendar &) |
std::ostream & | operator<< (std::ostream &, const Calendar &) |
German calendars.
Public holidays:
Holidays for the Frankfurt Stock exchange (data from http://deutsche-boerse.com/):
Holidays for the Xetra exchange (data from http://deutsche-boerse.com/):
Holidays for the Eurex exchange (data from http://www.eurexchange.com/index.html):
Holidays for the Euwax exchange (data from http://www.boerse-stuttgart.de):
Definition at line 112 of file germany.hpp.
enum Market |
German calendars.
Enumerator | |
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Settlement | generic settlement calendar |
FrankfurtStockExchange | Frankfurt stock-exchange. |
Xetra | Xetra. |
Eurex | Eurex. |
Euwax | Euwax. |
Definition at line 142 of file germany.hpp.
Germany | ( | Germany::Market | market = FrankfurtStockExchange | ) |
Definition at line 25 of file germany.cpp.