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/):

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

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

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


Public Types

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

Public Member Functions

 UnitedStates (Market market=Settlement)


Member Enumeration Documentation

enum Market
 

US calendars.

Enumerator:
Settlement  generic settlement calendar
Exchange  New York stock exchange calendar
Deprecated:
use NYSE instead
NYSE  New York stock exchange calendar.