Russian calendars. More...
#include <ql/time/calendars/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< 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
Russian calendars.
Public holidays (see http://www.cbr.ru/eng/:):
- Saturdays
- Sundays
- New Year holidays, January 1st to 5th (only 1st and 2nd until 2005)
- Christmas, January 7th (possibly moved to Monday)
- Defender of the Fatherland Day, February 23rd (possibly moved to Monday)
- International Women's Day, March 8th (possibly moved to Monday)
- Labour Day, May 1st (possibly moved to Monday)
- Victory Day, May 9th (possibly moved to Monday)
- Russia Day, June 12th (possibly moved to Monday)
- Unity Day, November 4th (possibly moved to Monday)
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()
| Russia | ( | Russia::Market | market = Settlement | ) |
Definition at line 26 of file russia.cpp.