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

Detailed Description
TARGET calendarHolidays (see http://www.ecb.int):
- Saturdays
- Sundays
- New Year's Day, January 1st
- Good Friday (since 2000)
- Easter Monday (since 2000)
- Labour Day, May 1st (since 2000)
- Christmas, December 25th
- Day of Goodwill, December 26th (since 2000)
- December 31st (1998, 1999, and 2001)
- Tests:
- the correctness of the returned results is tested against a list of known holidays.
- Examples:
-
BermudanSwaption.cpp, ConvertibleBonds.cpp, and swapvaluation.cpp.