File: class_quant_lib_1_1_united_kingdom.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (218 lines) | stat: -rw-r--r-- 8,897 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>UnitedKingdom Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="185" height="50" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 1.2</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_united_kingdom.html">UnitedKingdom</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#pub-types">Public Types</a> &#124;
<a href="#pub-methods">Public Member Functions</a>  </div>
  <div class="headertitle">
<div class="title">UnitedKingdom Class Reference<div class="ingroups"><a class="el" href="group__calendars.html">Calendars</a></div></div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::UnitedKingdom" --><!-- doxytag: inherits="QuantLib::Calendar" -->
<p>United Kingdom calendars.  
 <a href="class_quant_lib_1_1_united_kingdom.html#details">More...</a></p>

<p><code>#include &lt;ql/time/calendars/unitedkingdom.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for UnitedKingdom:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_united_kingdom__inherit__graph.png" border="0" usemap="#_united_kingdom_inherit__map" alt="Inheritance graph"/></div>
<map name="_united_kingdom_inherit__map" id="_united_kingdom_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_calendar.html" title="calendar class" alt="" coords="24,6,96,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_united_kingdom-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42">Market</a> { <a class="el" href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42a6f0faf2bdd3a1f7cf69bcd9164150be8">Settlement</a>, 
<a class="el" href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42a89fe455d57ae52cfe608090a0ffe2979">Exchange</a>, 
<b>Metals</b>
 }</td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">UK calendars.  <a href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19f5278feb99477cb576dad8b702fdc7"></a><!-- doxytag: member="QuantLib::UnitedKingdom::UnitedKingdom" ref="a19f5278feb99477cb576dad8b702fdc7" args="(Market market=Settlement)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>UnitedKingdom</b> (<a class="el" href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42">Market</a> market=<a class="el" href="struct_quant_lib_1_1_settlement.html">Settlement</a>)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>United Kingdom calendars. </p>
<p>Public holidays (data from <a href="http://www.dti.gov.uk/er/bankhol.htm">http://www.dti.gov.uk/er/bankhol.htm</a>): </p>
<ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday) </li>
<li>
Good Friday </li>
<li>
Easter Monday </li>
<li>
Early May Bank Holiday, first Monday of May </li>
<li>
Spring Bank Holiday, last Monday of May </li>
<li>
Summer Bank Holiday, last Monday of August </li>
<li>
Christmas Day, December 25th (possibly moved to Monday or Tuesday) </li>
<li>
Boxing Day, December 26th (possibly moved to Monday or Tuesday) </li>
</ul>
<p>Holidays for the stock exchange: </p>
<ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday) </li>
<li>
Good Friday </li>
<li>
Easter Monday </li>
<li>
Early May Bank Holiday, first Monday of May </li>
<li>
Spring Bank Holiday, last Monday of May </li>
<li>
Summer Bank Holiday, last Monday of August </li>
<li>
Christmas Day, December 25th (possibly moved to Monday or Tuesday) </li>
<li>
Boxing Day, December 26th (possibly moved to Monday or Tuesday) </li>
</ul>
<p>Holidays for the metals exchange: </p>
<ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday) </li>
<li>
Good Friday </li>
<li>
Easter Monday </li>
<li>
Early May Bank Holiday, first Monday of May </li>
<li>
Spring Bank Holiday, last Monday of May </li>
<li>
Summer Bank Holiday, last Monday of August </li>
<li>
Christmas Day, December 25th (possibly moved to Monday or Tuesday) </li>
<li>
Boxing Day, December 26th (possibly moved to Monday or Tuesday) </li>
</ul>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000068">Possible enhancements:</a></b></dt><dd>add LIFFE</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000151">Tests:</a></b></dt><dd>the correctness of the returned results is tested against a list of known holidays. </dd></dl>
</div><hr/><h2>Member Enumeration Documentation</h2>
<a class="anchor" id="abe41cfffd960e29a5d8b07be00aeda42"></a><!-- doxytag: member="QuantLib::UnitedKingdom::Market" ref="abe41cfffd960e29a5d8b07be00aeda42" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">enum <a class="el" href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42">Market</a></td>
        </tr>
      </table>
</div>
<div class="memdoc">

<p>UK calendars. </p>
<dl><dt><b>Enumerator: </b></dt><dd><table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" id="abe41cfffd960e29a5d8b07be00aeda42a6f0faf2bdd3a1f7cf69bcd9164150be8"></a><!-- doxytag: member="Settlement" ref="abe41cfffd960e29a5d8b07be00aeda42a6f0faf2bdd3a1f7cf69bcd9164150be8" args="" -->Settlement</em>&nbsp;</td><td>
<p>generic settlement calendar </p>
</td></tr>
<tr><td valign="top"><em><a class="anchor" id="abe41cfffd960e29a5d8b07be00aeda42a89fe455d57ae52cfe608090a0ffe2979"></a><!-- doxytag: member="Exchange" ref="abe41cfffd960e29a5d8b07be00aeda42a89fe455d57ae52cfe608090a0ffe2979" args="" -->Exchange</em>&nbsp;</td><td>
<p>London stock-exchange calendar. </p>
</td></tr>
</table>
</dd>
</dl>

</div>
</div>
</div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>