UnitedStates Class Reference
[Calendars]

#include <ql/Calendars/unitedstates.hpp>

Inheritance diagram for UnitedStates:

Inheritance graph
[legend]
List of all members.

Detailed Description

United States calendars.

Public holidays (see: http://www.opm.gov/fedhol/):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday)
  • Martin Luther King's birthday, third Monday in January
  • Presidents' Day (a.k.a. Washington's birthday), third Monday in February
  • Memorial Day, last Monday in May
  • Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
  • Labor Day, first Monday in September
  • Columbus Day, second Monday in October
  • Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
  • Thanksgiving Day, fourth Thursday in November
  • Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)

Holidays for the stock exchange (data from http://www.nyse.com):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
  • Martin Luther King's birthday, third Monday in January
  • Presidents' Day (a.k.a. Washington's birthday), third Monday in February
  • Good Friday
  • Memorial Day, last Monday in May
  • Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
  • Labor Day, first Monday in September
  • Thanksgiving Day, fourth Thursday in November
  • Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)

Holidays for the government bond market (data from http://www.bondmarkets.com):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
  • Martin Luther King's birthday, third Monday in January
  • Presidents' Day (a.k.a. Washington's birthday), third Monday in February
  • Good Friday
  • Memorial Day, last Monday in May
  • Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
  • Labor Day, first Monday in September
  • Columbus Day, second Monday in October
  • Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
  • Thanksgiving Day, fourth Thursday in November
  • Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)


Public Types

enum  Market { Settlement, Exchange, GovernmentBond }
 US calendars. More...


Public Member Functions

 UnitedStates (Market market=Settlement)


Member Enumeration Documentation

enum Market
 

US calendars.

Enumeration values:
Settlement  generic settlement calendar
Exchange  New York stock-exchange calendar.


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