Canadian calendar. More...
#include <ql/time/calendars/canada.hpp>
Inheritance diagram for Canada:
Collaboration diagram for Canada:
Classes | |
| class | SettlementImpl |
| class | TsxImpl |
Public Types | |
| enum | Market { Settlement , TSX } |
Public Member Functions | |
| Canada (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< 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 &) |
Detailed Description
Canadian calendar.
Banking holidays (data from http://www.bankofcanada.ca/en/about/holiday.html):
- Saturdays
- Sundays
- New Year's Day, January 1st (possibly moved to Monday)
- Family Day, third Monday of February (since 2008)
- Good Friday
- Victoria Day, the Monday on or preceding May 24th
- Canada Day, July 1st (possibly moved to Monday)
- Provincial Holiday, first Monday of August
- Labour Day, first Monday of September
- National Day for Truth and Reconciliation, September 30th (possibly moved to Monday)
- Thanksgiving Day, second Monday of October
- Remembrance Day, November 11th (possibly moved to Monday)
- Christmas, December 25th (possibly moved to Monday or Tuesday)
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the Toronto stock exchange (data from http://www.tsx.com/en/about_tsx/market_hours.html):
- Saturdays
- Sundays
- New Year's Day, January 1st (possibly moved to Monday)
- Family Day, third Monday of February (since 2008)
- Good Friday
- Victoria Day, the Monday on or preceding May 24th
- Canada Day, July 1st (possibly moved to Monday)
- Provincial Holiday, first Monday of August
- Labour Day, first Monday of September
- Thanksgiving Day, second Monday of October
- Christmas, December 25th (possibly moved to Monday or Tuesday)
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Definition at line 73 of file canada.hpp.
Member Enumeration Documentation
◆ Market
| enum Market |
| Enumerator | |
|---|---|
| Settlement | generic settlement calendar |
| TSX | Toronto stock exchange calendar. |
Definition at line 86 of file canada.hpp.
Constructor & Destructor Documentation
◆ Canada()
| Canada | ( | Canada::Market | market = Settlement | ) |
Definition at line 26 of file canada.cpp.