QuantLib_TARGET (3) - Linux Manuals

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

Generated automatically by Doxygen for QuantLib from the source code.