UnitedStates Class Reference
[Calendars]

#include <ql/time/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):

Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):

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

US calendars.

Enumerator:
Settlement  generic settlement calendar
NYSE  New York stock exchange calendar.
GovernmentBond  government-bond calendar
NERC  off-peak days for NERC