QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Brazil Class Reference

Brazilian calendar. More...

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

Inheritance diagram for Brazil:

Public Types

enum  Market { Settlement , Exchange }
 Brazilian calendars. More...

Public Member Functions

 Brazil (Market market=Settlement)
Public Member Functions inherited from Calendar
 Calendar ()=default
bool empty () const
 Returns whether or not the calendar is initialized.
std::string name () const
 Returns the name of the calendar.
const std::set< Date > & addedHolidays () const
const std::set< Date > & removedHolidays () const
void resetAddedAndRemovedHolidays ()
bool isBusinessDay (const Date &d) const
bool isHoliday (const Date &d) const
bool isWeekend (Weekday w) const
bool isStartOfMonth (const Date &d) const
Date startOfMonth (const Date &d) const
 first business day of the month to which the given date belongs
bool isEndOfMonth (const Date &d) const
Date endOfMonth (const Date &d) const
 last business day of the month to which the given date belongs
void addHoliday (const Date &)
void removeHoliday (const Date &)
std::vector< DateholidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
std::vector< DatebusinessDayList (const Date &from, const Date &to) const
Date adjust (const Date &, BusinessDayConvention convention=Following) const
Date advance (const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
Date advance (const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const
Date::serial_type businessDaysBetween (const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const

Additional Inherited Members

Protected Attributes inherited from Calendar
ext::shared_ptr< Implimpl_

Detailed Description

Brazilian calendar.

Banking holidays:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Tiradentes's Day, April 21th
  • Labour Day, May 1st
  • Independence Day, September 7th
  • Nossa Sra. Aparecida Day, October 12th
  • All Souls Day, November 2nd
  • Republic Day, November 15th
  • Black Awareness Day, November 20th (since 2024)
  • Christmas, December 25th
  • Passion of Christ
  • Carnival
  • Corpus Christi

Holidays for the Bovespa stock exchange

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Sao Paulo City Day, January 25th (up to 2021 included)
  • Tiradentes's Day, April 21th
  • Labour Day, May 1st
  • Revolution Day, July 9th (up to 2021 included)
  • Independence Day, September 7th
  • Nossa Sra. Aparecida Day, October 12th
  • All Souls Day, November 2nd
  • Republic Day, November 15th
  • Black Consciousness Day, November 20th (since 2007, except 2022 and 2023)
  • Christmas Eve, December 24th
  • Christmas, December 25th
  • Passion of Christ
  • Carnival
  • Corpus Christi
  • the last business day of the year
Tests
the correctness of the returned results is tested against a list of known holidays.

Member Enumeration Documentation

◆ Market

enum Market

Brazilian calendars.

Enumerator
Settlement 

generic settlement calendar

Exchange 

BOVESPA calendar.