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QuantLib::TARGET Class Reference

#include <target.hpp>

Inheritance diagram for QuantLib::TARGET:

QuantLib::Calendar

List of all members.


Detailed Description

TARGET calendar

Holidays (see http://www.ecb.int):

Test:
the correctness of the returned results is tested against a list of known holidays.

Definition at line 50 of file target.hpp.


Calendar interface

void addHoliday (const Date &)
Date adjust (const Date &, BusinessDayConvention convention=Following) const
Date advance (const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const
Date advance (const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
BigInteger businessDaysBetween (const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const
bool empty () const
 Returns whether or not the calendar is initialized.
Date endOfMonth (const Date &d) const
 last business day of the month to which the given date belongs
bool isBusinessDay (const Date &d) const
bool isEndOfMonth (const Date &d) const
bool isHoliday (const Date &d) const
bool isWeekend (Weekday w) const
std::string name () const
 Returns the name of the calendar.
void removeHoliday (const Date &)
static std::vector< DateholidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)
 Returns the holidays between two dates.

Protected Attributes

boost::shared_ptr< Implimpl_

Related Functions

(Note that these are not member functions.)

bool operator!= (const Calendar &, const Calendar &)
std::ostream & operator<< (std::ostream &, const Calendar &)
bool operator== (const Calendar &, const Calendar &)

Classes

class  Impl

The documentation for this class was generated from the following files:

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