China Class Reference

Chinese calendar. More...

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

Inheritance diagram for China:

Public Types

enum  Market { SSE }
 

Public Member Functions

 China (Market m=SSE)
 
- 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.
 
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 &)
 
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
 
BigInteger 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 std::vector< DateholidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)
 Returns the holidays between two dates.
 
- Protected Attributes inherited from Calendar
boost::shared_ptr< Implimpl_
 

Detailed Description

Chinese calendar.

Holidays:

  • Saturdays
  • Sundays
  • New Year's day, January 1st (possibly followed by one or two more holidays)
  • Labour Day, first week in May
  • National Day, one week from October 1st

Other holidays for which no rule is given (data available for 2004-2011 only):

  • Chinese New Year
  • Ching Ming Festival
  • Tuen Ng Festival
  • Mid-Autumn Festival

Data from http://www.sse.com.cn/sseportal/en/home/home.shtml

Member Enumeration Documentation

enum Market
Enumerator
SSE 

Shanghai stock exchange.