QuantLib_TARGET (3) - Linux Man Pages

QuantLib_TARGET: TARGET calendar

NAME

QuantLib::TARGET - TARGET calendar

SYNOPSIS


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

Inherits QuantLib::Calendar.

Detailed Description

TARGET calendar

Holidays (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, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and swapvaluation.cpp.

Author

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