UnitedStates Class Reference
[Calendars]
#include <ql/time/calendars/unitedstates.hpp>
Inheritance diagram for UnitedStates:

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 (since 1998)
- 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
- Presidential election day, first Tuesday in November of election years (until 1980)
- Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
- Special historic closings (see http://www.nyse.com/about/1022221392381.html )
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)
Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):
- Saturdays
- Sundays
- New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
- Memorial Day, last Monday in May
- Independence Day, July 4th (moved to Monday if Sunday)
- Labor Day, first Monday in September
- Thanksgiving Day, fourth Thursday in November
- Christmas, December 25th (moved to Monday if Sunday)
- Tests:
- the correctness of the returned results is tested against a list of known holidays.
Public Types | |
enum | Market { Settlement, NYSE, GovernmentBond, NERC } |
US calendars. More... | |
Public Member Functions | |
UnitedStates (Market market=Settlement) |
Member Enumeration Documentation
enum Market |