QuantLib: a free/open-source library for quantitative finance
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target.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file target.hpp
21 \brief TARGET calendar
22*/
23
24#ifndef quantlib_target_calendar_h
25#define quantlib_target_calendar_h
26
27#include <ql/time/calendar.hpp>
28
29namespace QuantLib {
30
31 //! %TARGET calendar
32 /*! Holidays (see http://www.ecb.int):
33 <ul>
34 <li>Saturdays</li>
35 <li>Sundays</li>
36 <li>New Year's Day, January 1st</li>
37 <li>Good Friday (since 2000)</li>
38 <li>Easter Monday (since 2000)</li>
39 <li>Labour Day, May 1st (since 2000)</li>
40 <li>Christmas, December 25th</li>
41 <li>Day of Goodwill, December 26th (since 2000)</li>
42 <li>December 31st (1998, 1999, and 2001)</li>
43 </ul>
44
45 \ingroup calendars
46
47 \test the correctness of the returned results is tested
48 against a list of known holidays.
49 */
50 class TARGET : public Calendar {
51 private:
52 class Impl final : public Calendar::WesternImpl {
53 public:
54 std::string name() const override { return "TARGET"; }
55 bool isBusinessDay(const Date&) const override;
56 };
57 public:
58 TARGET();
59 };
60
61}
62
63
64#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: target.cpp:30
std::string name() const override
Definition: target.hpp:54
TARGET calendar
Definition: target.hpp:50
Definition: any.hpp:35