Taiwan Class Reference

Taiwanese calendars. More...

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

Inheritance diagram for Taiwan:

Public Types

enum  Market { TSEC }
 

Public Member Functions

 Taiwan (Market m=TSEC)
 
- 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

Taiwanese calendars.

Holidays for the Taiwan stock exchange (data from http://www.tse.com.tw/en/trading/trading_days.php):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Peace Memorial Day, February 28
  • Labor Day, May 1st
  • Double Tenth National Day, October 10th

Other holidays for which no rule is given (data available for 2002-2011 only:)

  • Chinese Lunar New Year
  • Tomb Sweeping Day
  • Dragon Boat Festival
  • Moon Festival

Member Enumeration Documentation

enum Market
Enumerator
TSEC 

Taiwan stock exchange.