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
China Class Reference

Chinese calendar. More...

#include <china.hpp>

+ Inheritance diagram for China:
+ Collaboration diagram for China:

Classes

class  IbImpl
 
class  SseImpl
 

Public Types

enum  Market { SSE , IB }
 

Public Member Functions

 China (Market m=SSE)
 
- 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

Chinese calendar.

Holidays:

Other holidays for which no rule is given (data available for 2004-2019 only):

SSE data from http://www.sse.com.cn/ IB data from http://www.chinamoney.com.cn/

Definition at line 58 of file china.hpp.

Member Enumeration Documentation

◆ Market

enum Market
Enumerator
SSE 

Shanghai stock exchange.

IB 

Interbank calendar.

Definition at line 79 of file china.hpp.

Constructor & Destructor Documentation

◆ China()

China ( Market  m = SSE)

Definition at line 27 of file china.cpp.