TARGET calendar More...
#include <target.hpp>
Inheritance diagram for TARGET:
Collaboration diagram for TARGET:
Classes | |
| class | Impl |
Public Member Functions | |
| TARGET () | |
| 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
TARGET calendar
Holidays (see http://www.ecb.int):
- Saturdays
- Sundays
- New Year's Day, January 1st
- Good Friday (since 2000)
- Easter Monday (since 2000)
- Labour Day, May 1st (since 2000)
- Christmas, December 25th
- Day of Goodwill, December 26th (since 2000)
- December 31st (1998, 1999, and 2001)
- Tests:
- the correctness of the returned results is tested against a list of known holidays.
- Examples
- BasketLosses.cpp, BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, CVAIRS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, Gaussian1dModels.cpp, LatentModel.cpp, and MulticurveBootstrapping.cpp.
Definition at line 50 of file target.hpp.
Constructor & Destructor Documentation
◆ TARGET()
| TARGET | ( | ) |
Definition at line 24 of file target.cpp.