File: class_quant_lib_1_1_united_states.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (333 lines) | stat: -rw-r--r-- 31,476 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
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: UnitedStates Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_united_states.html">UnitedStates</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="summary">
<a href="#pub-types">Public Types</a> &#124;
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="class_quant_lib_1_1_united_states-members.html">List of all members</a>  </div>
  <div class="headertitle">
<div class="title">UnitedStates Class Reference<div class="ingroups"><a class="el" href="group__datetime.html">Date and time calculations</a> &raquo; <a class="el" href="group__calendars.html">Calendars</a></div></div>  </div>
</div><!--header-->
<div class="contents">

<p>United States calendars.  
 <a href="class_quant_lib_1_1_united_states.html#details">More...</a></p>

<p><code>#include &lt;ql/time/calendars/unitedstates.hpp&gt;</code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
  <img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for UnitedStates:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_united_states__inherit__graph.png" border="0" usemap="#a_united_states_inherit__map" alt="Inheritance graph"/></div>
<map name="_united_states_inherit__map" id="a_united_states_inherit__map">
<area shape="rect" title="United States calendars." alt="" coords="5,80,104,107"/>
<area shape="rect" href="class_quant_lib_1_1_calendar.html" title="calendar class" alt="" coords="17,5,92,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:abe41cfffd960e29a5d8b07be00aeda42"><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_states.html#abe41cfffd960e29a5d8b07be00aeda42">Market</a> { <br />
&#160;&#160;<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42a6f0faf2bdd3a1f7cf69bcd9164150be8">Settlement</a>, 
<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42a3f2821f9809075eb575505bcc2525103">NYSE</a>, 
<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42a561f5c560b2b1a55abd84072867a8016">GovernmentBond</a>, 
<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42a6a00c6db1276885bef0cc051c47e095c">NERC</a>, 
<br />
&#160;&#160;<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42a48cb83f10e0689cb5d0bf7e7d9ec3ef2">LiborImpact</a>, 
<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42a228b23f99e4ee39a78560e7c9ccd2d03">FederalReserve</a>
<br />
 }</td></tr>
<tr class="memdesc:abe41cfffd960e29a5d8b07be00aeda42"><td class="mdescLeft">&#160;</td><td class="mdescRight">US calendars.  <a href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42">More...</a><br /></td></tr>
<tr class="separator:abe41cfffd960e29a5d8b07be00aeda42"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a3ebaa0e0dd38c024125606c66ecf1697"><td class="memItemLeft" align="right" valign="top"><a id="a3ebaa0e0dd38c024125606c66ecf1697"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>UnitedStates</b> (<a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42">Market</a> market=<a class="el" href="struct_quant_lib_1_1_settlement.html">Settlement</a>)</td></tr>
<tr class="separator:a3ebaa0e0dd38c024125606c66ecf1697"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_calendar"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_calendar')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></td></tr>
<tr class="memitem:af5714af8cb45a29153e0fd53ee5e7241 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#af5714af8cb45a29153e0fd53ee5e7241">Calendar</a> ()</td></tr>
<tr class="separator:af5714af8cb45a29153e0fd53ee5e7241 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a id="a644718bb2fb240de962dc3c9a1fdf0dc"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a> () const</td></tr>
<tr class="memdesc:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_calendar"><td class="mdescLeft">&#160;</td><td class="mdescRight">Returns whether or not the calendar is initialized. <br /></td></tr>
<tr class="separator:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">std::string&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a1d89c28bd42ba9a52da008bb69367171">name</a> () const</td></tr>
<tr class="memdesc:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="mdescLeft">&#160;</td><td class="mdescRight">Returns the name of the calendar.  <a href="class_quant_lib_1_1_calendar.html#a1d89c28bd42ba9a52da008bb69367171">More...</a><br /></td></tr>
<tr class="separator:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:adf4529d65572865846917a4513fa35f5 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">const std::set&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#adf4529d65572865846917a4513fa35f5">addedHolidays</a> () const</td></tr>
<tr class="separator:adf4529d65572865846917a4513fa35f5 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a0c3be860f7adf6e3c9cab165f4b29a60 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">const std::set&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a0c3be860f7adf6e3c9cab165f4b29a60">removedHolidays</a> () const</td></tr>
<tr class="separator:a0c3be860f7adf6e3c9cab165f4b29a60 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a64b5cd5a1f5471543bdf78a67749d615 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a id="a64b5cd5a1f5471543bdf78a67749d615"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><b>isBusinessDay</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;d) const</td></tr>
<tr class="separator:a64b5cd5a1f5471543bdf78a67749d615 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ab13329f64ace5bdf7c448e0c374def96 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ab13329f64ace5bdf7c448e0c374def96">isHoliday</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;d) const</td></tr>
<tr class="separator:ab13329f64ace5bdf7c448e0c374def96 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a0cbab16a5cffa780446754d6a71d8ea1 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a0cbab16a5cffa780446754d6a71d8ea1">isWeekend</a> (<a class="el" href="group__datetime.html#gaec3d5ec6653b2c392d449500b8f5cb3a">Weekday</a> w) const</td></tr>
<tr class="separator:a0cbab16a5cffa780446754d6a71d8ea1 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a54058cd47ebf5a87e394b1d6027d2fd6 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a54058cd47ebf5a87e394b1d6027d2fd6">isEndOfMonth</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;d) const</td></tr>
<tr class="separator:a54058cd47ebf5a87e394b1d6027d2fd6 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:afdd3c15eb27b5b835bcec6e08294a005 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a id="afdd3c15eb27b5b835bcec6e08294a005"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#afdd3c15eb27b5b835bcec6e08294a005">endOfMonth</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;d) const</td></tr>
<tr class="memdesc:afdd3c15eb27b5b835bcec6e08294a005 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="mdescLeft">&#160;</td><td class="mdescRight">last business day of the month to which the given date belongs <br /></td></tr>
<tr class="separator:afdd3c15eb27b5b835bcec6e08294a005 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a656020bddfdb2d9f48c9f0dc12b26597 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a656020bddfdb2d9f48c9f0dc12b26597">addHoliday</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;)</td></tr>
<tr class="separator:a656020bddfdb2d9f48c9f0dc12b26597 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4c682210881efe66d463cc0907f00722 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a4c682210881efe66d463cc0907f00722">removeHoliday</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;)</td></tr>
<tr class="separator:a4c682210881efe66d463cc0907f00722 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a03fbf2f9a05cde4e136cf77ba34faac1 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a03fbf2f9a05cde4e136cf77ba34faac1">holidayList</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;from, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;to, bool includeWeekEnds=false) const</td></tr>
<tr class="separator:a03fbf2f9a05cde4e136cf77ba34faac1 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aafd42e800e446e108828f1cfa989912b inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#aafd42e800e446e108828f1cfa989912b">businessDayList</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;from, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;to) const</td></tr>
<tr class="separator:aafd42e800e446e108828f1cfa989912b inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a712629806d9ef9a39f8144f368c81e4b inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a712629806d9ef9a39f8144f368c81e4b">adjust</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>) const</td></tr>
<tr class="separator:a712629806d9ef9a39f8144f368c81e4b inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ab3fc4d2c4ba5243c3f5d51dcb3077ceb inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ab3fc4d2c4ba5243c3f5d51dcb3077ceb">advance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> n, <a class="el" href="group__datetime.html#gadd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> unit, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, bool <a class="el" href="class_quant_lib_1_1_calendar.html#afdd3c15eb27b5b835bcec6e08294a005">endOfMonth</a>=false) const</td></tr>
<tr class="separator:ab3fc4d2c4ba5243c3f5d51dcb3077ceb inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ab03050d623b9622e994b44a802b62e58 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ab03050d623b9622e994b44a802b62e58">advance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;date, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;period, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, bool <a class="el" href="class_quant_lib_1_1_calendar.html#afdd3c15eb27b5b835bcec6e08294a005">endOfMonth</a>=false) const</td></tr>
<tr class="separator:ab03050d623b9622e994b44a802b62e58 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a232eaf85fcd84c5aaaaffff7492df251 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html#a4c0b362accace7d0490c5ededaef9a2e">Date::serial_type</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a232eaf85fcd84c5aaaaffff7492df251">businessDaysBetween</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;from, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;to, bool includeFirst=true, bool includeLast=false) const</td></tr>
<tr class="separator:a232eaf85fcd84c5aaaaffff7492df251 inherit pub_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_static_methods_class_quant_lib_1_1_calendar"><td colspan="2" onclick="javascript:toggleInherit('pub_static_methods_class_quant_lib_1_1_calendar')"><img src="closed.png" alt="-"/>&#160;Static Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></td></tr>
<tr class="memitem:a0f4b0005df0243c476ffd63383cc11c8 inherit pub_static_methods_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">static QL_DEPRECATED std::vector&lt; <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a0f4b0005df0243c476ffd63383cc11c8">holidayList</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;calendar, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;from, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;to, bool includeWeekEnds=false)</td></tr>
<tr class="separator:a0f4b0005df0243c476ffd63383cc11c8 inherit pub_static_methods_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_calendar"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_calendar')"><img src="closed.png" alt="-"/>&#160;Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></td></tr>
<tr class="memitem:ac29a938cdc70db8abcde7a84fe62f9b4 inherit pro_attribs_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a id="ac29a938cdc70db8abcde7a84fe62f9b4"></a>
ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_calendar_1_1_impl.html">Impl</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
<tr class="separator:ac29a938cdc70db8abcde7a84fe62f9b4 inherit pro_attribs_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header related_class_quant_lib_1_1_calendar"><td colspan="2" onclick="javascript:toggleInherit('related_class_quant_lib_1_1_calendar')"><img src="closed.png" alt="-"/>&#160;Related Functions inherited from <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></td></tr>
<tr class="memitem:ae9d6f7766f633f5d75cc3acd7826bc9f inherit related_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top">bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ae9d6f7766f633f5d75cc3acd7826bc9f">operator==</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;)</td></tr>
<tr class="separator:ae9d6f7766f633f5d75cc3acd7826bc9f inherit related_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:af842d77a8aacbc167a64749dba1a3a87 inherit related_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a id="af842d77a8aacbc167a64749dba1a3a87"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;)</td></tr>
<tr class="separator:af842d77a8aacbc167a64749dba1a3a87 inherit related_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aab055e8665c0e69976ecbe4aebd47a8f inherit related_class_quant_lib_1_1_calendar"><td class="memItemLeft" align="right" valign="top"><a id="aab055e8665c0e69976ecbe4aebd47a8f"></a>
std::ostream &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;)</td></tr>
<tr class="separator:aab055e8665c0e69976ecbe4aebd47a8f inherit related_class_quant_lib_1_1_calendar"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>United States calendars. </p>
<p>Public holidays (see: <a href="http://www.opm.gov/fedhol/">http://www.opm.gov/fedhol/</a>): </p><ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday) </li>
<li>
Martin Luther King's birthday, third Monday in January (since 1983) </li>
<li>
Presidents' Day (a.k.a. Washington's birthday), third Monday in February </li>
<li>
Memorial Day, last Monday in May </li>
<li>
Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday) </li>
<li>
Labor Day, first Monday in September </li>
<li>
Columbus Day, second Monday in October </li>
<li>
Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday) </li>
<li>
Thanksgiving Day, fourth Thursday in November </li>
<li>
Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday) </li>
</ul>
<p>Note that since 2015 Independence Day only impacts <a class="el" href="class_quant_lib_1_1_libor.html" title="base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones">Libor</a> if it falls on a weekday (see <a href="https://www.theice.com/iba/libor">https://www.theice.com/iba/libor</a>, <a href="https://www.theice.com/marketdata/reports/170">https://www.theice.com/marketdata/reports/170</a> and <a href="https://www.theice.com/publicdocs/LIBOR_Holiday_Calendar_2015.pdf">https://www.theice.com/publicdocs/LIBOR_Holiday_Calendar_2015.pdf</a> for the fixing and value date calendars).</p>
<p>Holidays for the stock exchange (data from <a href="http://www.nyse.com">http://www.nyse.com</a>): </p><ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday) </li>
<li>
Martin Luther King's birthday, third Monday in January (since 1998) </li>
<li>
Presidents' Day (a.k.a. Washington's birthday), third Monday in February </li>
<li>
Good Friday </li>
<li>
Memorial Day, last Monday in May </li>
<li>
Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday) </li>
<li>
Labor Day, first Monday in September </li>
<li>
Thanksgiving Day, fourth Thursday in November </li>
<li>
Presidential election day, first Tuesday in November of election years (until 1980) </li>
<li>
Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday) </li>
<li>
Special historic closings (see <a href="http://www.nyse.com/pdfs/closings.pdf">http://www.nyse.com/pdfs/closings.pdf</a>) </li>
</ul>
<p>Holidays for the government bond market (data from <a href="http://www.bondmarkets.com">http://www.bondmarkets.com</a>): </p><ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday) </li>
<li>
Martin Luther King's birthday, third Monday in January (since 1983) </li>
<li>
Presidents' Day (a.k.a. Washington's birthday), third Monday in February </li>
<li>
Good Friday </li>
<li>
Memorial Day, last Monday in May </li>
<li>
Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday) </li>
<li>
Labor Day, first Monday in September </li>
<li>
Columbus Day, second Monday in October </li>
<li>
Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday) </li>
<li>
Thanksgiving Day, fourth Thursday in November </li>
<li>
Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday) </li>
</ul>
<p>Holidays for the North American Energy Reliability Council (data from <a href="http://www.nerc.com/~oc/offpeaks.html">http://www.nerc.com/~oc/offpeaks.html</a>): </p><ul>
<li>
Saturdays </li>
<li>
Sundays </li>
<li>
New Year's Day, January 1st (possibly moved to Monday if actually on Sunday) </li>
<li>
Memorial Day, last Monday in May </li>
<li>
Independence Day, July 4th (moved to Monday if Sunday) </li>
<li>
Labor Day, first Monday in September </li>
<li>
Thanksgiving Day, fourth Thursday in November </li>
<li>
Christmas, December 25th (moved to Monday if Sunday) </li>
</ul>
<dl class="test"><dt><b><a class="el" href="test.html#_test000161">Tests:</a></b></dt><dd>the correctness of the returned results is tested against a list of known holidays. </dd></dl>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_bonds_8cpp-example.html#_a21">Bonds.cpp</a>, and <a class="el" href="_callable_bonds_8cpp-example.html#_a15">CallableBonds.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Member Enumeration Documentation</h2>
<a id="abe41cfffd960e29a5d8b07be00aeda42"></a>
<h2 class="memtitle"><span class="permalink"><a href="#abe41cfffd960e29a5d8b07be00aeda42">&#9670;&nbsp;</a></span>Market</h2>

<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">enum <a class="el" href="class_quant_lib_1_1_united_states.html#abe41cfffd960e29a5d8b07be00aeda42">Market</a></td>
        </tr>
      </table>
</div><div class="memdoc">

<p>US calendars. </p>
<table class="fieldtable">
<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="abe41cfffd960e29a5d8b07be00aeda42a6f0faf2bdd3a1f7cf69bcd9164150be8"></a>Settlement&#160;</td><td class="fielddoc"><p>generic settlement calendar </p>
</td></tr>
<tr><td class="fieldname"><a id="abe41cfffd960e29a5d8b07be00aeda42a3f2821f9809075eb575505bcc2525103"></a>NYSE&#160;</td><td class="fielddoc"><p>New York stock exchange calendar. </p>
</td></tr>
<tr><td class="fieldname"><a id="abe41cfffd960e29a5d8b07be00aeda42a561f5c560b2b1a55abd84072867a8016"></a>GovernmentBond&#160;</td><td class="fielddoc"><p>government-bond calendar </p>
</td></tr>
<tr><td class="fieldname"><a id="abe41cfffd960e29a5d8b07be00aeda42a6a00c6db1276885bef0cc051c47e095c"></a>NERC&#160;</td><td class="fielddoc"><p>off-peak days for NERC </p>
</td></tr>
<tr><td class="fieldname"><a id="abe41cfffd960e29a5d8b07be00aeda42a48cb83f10e0689cb5d0bf7e7d9ec3ef2"></a>LiborImpact&#160;</td><td class="fielddoc"><p><a class="el" href="class_quant_lib_1_1_libor.html" title="base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones">Libor</a> impact calendar. </p>
</td></tr>
<tr><td class="fieldname"><a id="abe41cfffd960e29a5d8b07be00aeda42a228b23f99e4ee39a78560e7c9ccd2d03"></a>FederalReserve&#160;</td><td class="fielddoc"><p>Federal Reserve Bankwire System. </p>
</td></tr>
</table>

</div>
</div>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>