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argentina(3)

QuantLib::Argentina – Argentinian calendars.

Synopsis

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

Inherits QuantLib::Calendar.

Public Types

enum Market { Merval }

Public Member Functions

Argentina (Market m=Merval)

Detailed Description

Argentinian calendars.

Holidays for the Buenos Aires stock exchange (data from <http://www.merval.sba.com.ar/>):

*

Saturdays

*

Sundays

*

New Year’s Day, January 1st

*

Holy Thursday

*

Good Friday

*

Labour Day, May 1st

*

May Revolution, May 25th

*

Death of General Manuel Belgrano, third Monday of June

*

Independence Day, July 9th

*

Death of General Jos� de San Mart�n, third Monday of August

*

Columbus Day, October 12th (moved to preceding Monday if on Tuesday or Wednesday and to following if on Thursday or Friday)

*

Immaculate Conception, December 8th

*

Christmas Eve, December 24th

*

New Year’s Eve, December 31th

Member Enumeration Documentation

enum Market

Enumerator:

Merval

Buenos Aires stock exchange calendar.

Author

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