QuantLib_TARGET (3) - Linux Manuals
QuantLib_TARGET: TARGET calendar
QuantLib::TARGET - TARGET calendar
Holidays (see http://www.ecb.int):
- 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)
- the correctness of the returned results is tested against a list of known holidays.
BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and swapvaluation.cpp.
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