QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
China Class Reference

Chinese calendar. More...

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

Inheritance diagram for China:

Public Types

enum  Market { SSE , IB }

Public Member Functions

 China (Market m=SSE)
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

Chinese calendar.

Holidays:

  • Saturdays
  • Sundays
  • New Year's day, January 1st (possibly followed by one or two more holidays)
  • Labour Day, first week in May
  • National Day, one week from October 1st

Other holidays for which no rule is given (data available for 2004-2019 only):

  • Chinese New Year
  • Ching Ming Festival
  • Tuen Ng Festival
  • Mid-Autumn Festival
  • 70th anniversary of the victory of anti-Japaneses war

SSE data from http://www.sse.com.cn/ IB data from http://www.chinamoney.com.cn/

Member Enumeration Documentation

◆ Market

enum Market
Enumerator
SSE 

Shanghai stock exchange.

IB 

Interbank calendar.