canada(3)

QuantLib::Canada – Canadian calendar.

Synopsis

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

Inherits QuantLib::Calendar.

Public Types

enum Market { Settlement, TSX }

Public Member Functions

Canada (Market market=Settlement)

Detailed Description

Canadian calendar.

Banking holidays:

*

Saturdays

*

Sundays

*

New Year’s Day, January 1st (possibly moved to Monday)

*

Family Day, third Monday of February (since 2008)

*

Good Friday

*

Easter Monday

*

Victoria Day, The Monday on or preceding 24 May

*

Canada Day, July 1st (possibly moved to Monday)

*

Provincial Holiday, first Monday of August

*

Labour Day, first Monday of September

*

Thanksgiving Day, second Monday of October

*

Remembrance Day, November 11th (possibly moved to Monday)

*

Christmas, December 25th (possibly moved to Monday or Tuesday)

*

Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the Toronto stock exchange (TSX):

*

Saturdays

*

Sundays

*

New Year’s Day, January 1st (possibly moved to Monday)

*

Family Day, third Monday of February (since 2008)

*

Good Friday

*

Easter Monday

*

Victoria Day, The Monday on or preceding 24 May

*

Canada Day, July 1st (possibly moved to Monday)

*

Provincial Holiday, first Monday of August

*

Labour Day, first Monday of September

*

Thanksgiving Day, second Monday of October

*

Christmas, December 25th (possibly moved to Monday or Tuesday)

*

Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Member Enumeration Documentation

enum Market

Enumerator:

Settlement

generic settlement calendar

TSX

Toronto stock exchange calendar.

Author

Generated automatically by Doxygen for QuantLib from the source code.