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
Russia Class Reference

Russian calendars. More...

#include <russia.hpp>

+ Inheritance diagram for Russia:
+ Collaboration diagram for Russia:

Classes

class  ExchangeImpl
 
class  SettlementImpl
 

Public Types

enum  Market { Settlement , MOEX }
 Russian calendars. More...
 

Public Member Functions

 Russia (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

Russian calendars.

Public holidays (see http://www.cbr.ru/eng/:):

Holidays for the Moscow Exchange (MOEX) taken from http://moex.com/s726 and related pages. These holidays are not consistent year-to-year, may or may not correlate to public holidays, and are only available for dates since the introduction of the MOEX 'brand' (a merger of the stock and futures markets).

Definition at line 58 of file russia.hpp.

Member Enumeration Documentation

◆ Market

enum Market

Russian calendars.

Enumerator
Settlement 

generic settlement calendar

MOEX 

Moscow Exchange calendar.

Definition at line 72 of file russia.hpp.

Constructor & Destructor Documentation

◆ Russia()

Definition at line 26 of file russia.cpp.