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
Canada Class Reference

Canadian calendar. More...

#include <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< 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

Canadian calendar.

Banking holidays (data from http://www.bankofcanada.ca/en/about/holiday.html):

Holidays for the Toronto stock exchange (data from http://www.tsx.com/en/about_tsx/market_hours.html):

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()

Definition at line 26 of file canada.cpp.