Russia Class Reference

Russian calendars. More...

#include <ql/time/calendars/russia.hpp>

Inheritance diagram for Russia:

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

Public Member Functions
	Russia (Market=Settlement)
Public Member Functions inherited from Calendar
	Calendar ()
bool	empty () const
	Returns whether or not the calendar is initialized.
std::string	name () const
	Returns the name of the calendar. More...
const std::set< Date > &	addedHolidays () const
const std::set< Date > &	removedHolidays () const
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
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
Static Public Member Functions inherited from Calendar
static QL_DEPRECATED std::vector< Date >	holidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)
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).

Member Enumeration Documentation

Market

enum Market

Russian calendars.

Enumerator
Settlement	generic settlement calendar
MOEX	Moscow Exchange calendar.