Canada Class Reference

Canadian calendar. More...

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

Inheritance diagram for Canada:

Public Types
enum	Market { Settlement , TSX }

Public Member Functions
	Canada (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< Date >	holidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
std::vector< Date >	businessDayList (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< Impl >	impl_
Related Symbols inherited from Calendar
bool	operator== (const Calendar &, const Calendar &)
bool	operator!= (const Calendar &, const Calendar &)
std::ostream &	operator<< (std::ostream &, const Calendar &)

Detailed Description

Canadian calendar.

Banking holidays (data from http://www.bankofcanada.ca/en/about/holiday.html):

• Saturdays
• Sundays
• New Year's Day, January 1st (possibly moved to Monday)
• Family Day, third Monday of February (since 2008)
• Good Friday
• Victoria Day, the Monday on or preceding May 24th
• Canada Day, July 1st (possibly moved to Monday)
• Provincial Holiday, first Monday of August
• Labour Day, first Monday of September
• National Day for Truth and Reconciliation, September 30th (possibly moved to Monday)
• 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 (data from http://www.tsx.com/en/about_tsx/market_hours.html):

• Saturdays
• Sundays
• New Year's Day, January 1st (possibly moved to Monday)
• Family Day, third Monday of February (since 2008)
• Good Friday
• Victoria Day, the Monday on or preceding May 24th
• 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

Market

enum Market

Enumerator
Settlement	generic settlement calendar
TSX	Toronto stock exchange calendar.