Italy (3) - Linux Manuals

Italy: Italian calendars.

NAME

QuantLib::Italy - Italian calendars.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { Settlement, Exchange }
Italian calendars.

Public Member Functions


Italy (Market market=Settlement)

Detailed Description

Italian calendars.

Public holidays:

*
Saturdays
*
Sundays
*
New Year's Day, January 1st
*
Epiphany, January 6th
*
Easter Monday
*
Liberation Day, April 25th
*
Labour Day, May 1st
*
Republic Day, June 2nd (since 2000)
*
Assumption, August 15th
*
All Saint's Day, November 1st
*
Immaculate Conception Day, December 8th
*
Christmas Day, December 25th
*
St. Stephen's Day, December 26th

Holidays for the stock exchange (data from http://www.borsaitalia.it):

*
Saturdays
*
Sundays
*
New Year's Day, January 1st
*
Good Friday
*
Easter Monday
*
Labour Day, May 1st
*
Assumption, August 15th
*
Christmas' Eve, December 24th
*
Christmas, December 25th
*
St. Stephen, December 26th
*
New Year's Eve, December 31st

Tests

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

Member Enumeration Documentation

enum Market

Italian calendars.

Enumerator:

Settlement
generic settlement calendar
Exchange
Milan stock-exchange calendar.

Author

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