Germany Class Reference

German calendars. More...

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

Inheritance diagram for Germany:

Public Types

enum  Market {
  Settlement, FrankfurtStockExchange, Xetra, Eurex,
  Euwax
}
 German calendars. More...
 

Public Member Functions

 Germany (Market market=FrankfurtStockExchange)
 
- 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

German calendars.

Public holidays:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Ascension Thursday
  • Whit Monday
  • Corpus Christi
  • Labour Day, May 1st
  • National Day, October 3rd
  • Christmas Eve, December 24th
  • Christmas, December 25th
  • Boxing Day, December 26th
  • New Year's Eve, December 31st

Holidays for the Frankfurt Stock exchange (data from http://deutsche-boerse.com/):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st

Holidays for the Xetra exchange (data from http://deutsche-boerse.com/):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st

Holidays for the Eurex exchange (data from http://www.eurexchange.com/index.html):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st

Holidays for the Euwax exchange (data from http://www.boerse-stuttgart.de):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Whit Monday
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st
Tests:
the correctness of the returned results is tested against a list of known holidays.

Member Enumeration Documentation

enum Market

German calendars.

Enumerator
Settlement 

generic settlement calendar

FrankfurtStockExchange 

Frankfurt stock-exchange.

Xetra 

Xetra.

Eurex 

Eurex.

Euwax 

Euwax.