UnitedKingdom Class Reference
[Calendars]

United Kingdom calendars. More...

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

Inheritance diagram for UnitedKingdom:

List of all members.

Public Types

enum  Market { Settlement, Exchange, Metals }
 UK calendars. More...

Public Member Functions

 UnitedKingdom (Market market=Settlement)


Detailed Description

United Kingdom calendars.

Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas Day, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the stock exchange:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas Day, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the metals exchange:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas Day, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Possible enhancements:
add LIFFE
Tests:
the correctness of the returned results is tested against a list of known holidays.

Member Enumeration Documentation

enum Market

UK calendars.

Enumerator:
Settlement  generic settlement calendar
Exchange  London stock-exchange calendar.