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Reference manual
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UnitedStates Class Reference
[Calendars]
#include <ql/Calendars/unitedstates.hpp>
Inheritance diagram for UnitedStates:
[legend]List of all members.
Detailed Description
United States calendars.
Public holidays (see: http://www.opm.gov/fedhol/):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday)
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Martin Luther King's birthday, third Monday in January
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Presidents' Day (a.k.a. Washington's birthday), third Monday in February
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
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Labor Day, first Monday in September
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Columbus Day, second Monday in October
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Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
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Thanksgiving Day, fourth Thursday in November
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Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Holidays for the stock exchange (data from http://www.nyse.com):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
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Martin Luther King's birthday, third Monday in January
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Presidents' Day (a.k.a. Washington's birthday), third Monday in February
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Good Friday
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
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Labor Day, first Monday in September
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Thanksgiving Day, fourth Thursday in November
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Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Holidays for the government bond market (data from http://www.bondmarkets.com):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
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Martin Luther King's birthday, third Monday in January
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Presidents' Day (a.k.a. Washington's birthday), third Monday in February
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Good Friday
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
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Labor Day, first Monday in September
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Columbus Day, second Monday in October
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Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
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Thanksgiving Day, fourth Thursday in November
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Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Member Enumeration Documentation
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US calendars.
- Enumeration values:
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Settlement |
generic settlement calendar |
Exchange |
New York stock-exchange calendar. |
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