QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Classes | Enumerations

Classes

class  Argentina
 Argentinian calendars. More...
 
class  Australia
 Australian calendar. More...
 
class  BespokeCalendar
 Bespoke calendar. More...
 
class  Brazil
 Brazilian calendar. More...
 
class  Canada
 Canadian calendar. More...
 
class  China
 Chinese calendar. More...
 
class  CzechRepublic
 Czech calendars. More...
 
class  Denmark
 Danish calendar. More...
 
class  Finland
 Finnish calendar. More...
 
class  Germany
 German calendars. More...
 
class  HongKong
 Hong Kong calendars. More...
 
class  Hungary
 Hungarian calendar. More...
 
class  Iceland
 Icelandic calendars. More...
 
class  India
 Indian calendars. More...
 
class  Indonesia
 Indonesian calendars More...
 
class  Italy
 Italian calendars. More...
 
class  Japan
 Japanese calendar. More...
 
class  JointCalendar
 Joint calendar. More...
 
class  Mexico
 Mexican calendars More...
 
class  NewZealand
 New Zealand calendar. More...
 
class  Norway
 Norwegian calendar. More...
 
class  NullCalendar
 Calendar for reproducing theoretical calculations. More...
 
class  Poland
 Polish calendar. More...
 
class  Russia
 Russian calendar. More...
 
class  SaudiArabia
 Saudi Arabian calendar. More...
 
class  Singapore
 Singapore calendars More...
 
class  Slovakia
 Slovak calendars. More...
 
class  SouthAfrica
 South-African calendar. More...
 
class  SouthKorea
 South Korean calendars. More...
 
class  Sweden
 Swedish calendar. More...
 
class  Switzerland
 Swiss calendar. More...
 
class  Taiwan
 Taiwanese calendars. More...
 
class  TARGET
 TARGET calendar More...
 
class  Turkey
 Turkish calendar. More...
 
class  Ukraine
 Ukrainian calendars. More...
 
class  UnitedKingdom
 United Kingdom calendars. More...
 
class  UnitedStates
 United States calendars. More...
 
class  WeekendsOnly
 Weekends-only calendar. More...
 

Enumerations

enum  Market { Merval }
 
enum  Market { Settlement, Exchange }
 Brazilian calendars. More...
 
enum  Market { Settlement, TSX }
 
enum  Market { SSE, IB }
 
enum  Market { PSE }
 
enum  Market {
  Settlement, FrankfurtStockExchange, Xetra, Eurex,
  Euwax
}
 German calendars. More...
 
enum  Market { HKEx }
 
enum  Market { ICEX }
 
enum  Market { NSE }
 
enum  Market { BEJ, JSX, IDX }
 
enum  Market { Settlement, Exchange }
 Italian calendars. More...
 
enum  Market { BMV }
 
enum  Market { Tadawul }
 
enum  Market { SGX }
 
enum  Market { BSSE }
 
enum  Market { Settlement, KRX }
 
enum  Market { TSEC }
 
enum  Market { USE }
 
enum  Market { Settlement, Exchange, Metals }
 UK calendars. More...
 
enum  Market { Settlement, NYSE, GovernmentBond, NERC }
 US calendars. More...
 

Detailed Description

The class QuantLib::Calendar provides the interface for determining whether a date is a business day or a holiday for a given exchange or a given country, and for incrementing/decrementing a date of a given number of business days. A number of calendars is contained in the ql/Calendars directory.

Enumeration Type Documentation

enum Market
Enumerator
Merval 

Buenos Aires stock exchange calendar.

enum Market

Brazilian calendars.

Enumerator
Settlement 

generic settlement calendar

Exchange 

BOVESPA calendar.

enum Market
Enumerator
Settlement 

generic settlement calendar

TSX 

Toronto stock exchange calendar.

enum Market
Enumerator
SSE 

Shanghai stock exchange.

IB 

Interbank calendar.

enum Market
Enumerator
PSE 

Prague stock exchange.

enum Market

German calendars.

Enumerator
Settlement 

generic settlement calendar

FrankfurtStockExchange 

Frankfurt stock-exchange.

Xetra 

Xetra.

Eurex 

Eurex.

Euwax 

Euwax.

enum Market
Enumerator
HKEx 

Hong Kong stock exchange.

enum Market
Enumerator
ICEX 

Iceland stock exchange.

enum Market
Enumerator
NSE 

National Stock Exchange.

enum Market
Enumerator
BEJ 

Jakarta stock exchange (merged into IDX)

JSX 

Jakarta stock exchange (merged into IDX)

IDX 

Indonesia stock exchange.

enum Market

Italian calendars.

Enumerator
Settlement 

generic settlement calendar

Exchange 

Milan stock-exchange calendar.

enum Market
Enumerator
BMV 

Mexican stock exchange.

enum Market
Enumerator
Tadawul 

Tadawul financial market.

enum Market
Enumerator
SGX 

Singapore exchange.

enum Market
Enumerator
BSSE 

Bratislava stock exchange.

enum Market
Enumerator
Settlement 

Public holidays.

KRX 

Korea exchange.

enum Market
Enumerator
TSEC 

Taiwan stock exchange.

enum Market
Enumerator
USE 

Ukrainian stock exchange.

enum Market

UK calendars.

Enumerator
Settlement 

generic settlement calendar

Exchange 

London stock-exchange calendar.

enum Market

US calendars.

Enumerator
Settlement 

generic settlement calendar

NYSE 

New York stock exchange calendar.

GovernmentBond 

government-bond calendar

NERC 

off-peak days for NERC