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

Indian calendars. More...

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

Inheritance diagram for India:

Public Types

enum  Market { NSE }

Public Member Functions

 India (Market m=NSE)
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

Indian calendars.

Clearing holidays for the National Stock Exchange (data from http://www.nse-india.com/):

  • Saturdays
  • Sundays
  • Republic Day, January 26th
  • Good Friday
  • Ambedkar Jayanti, April 14th
  • May Day, May 1st
  • Independence Day, August 15th
  • Gandhi Jayanti, October 2nd
  • Christmas, December 25th

Other holidays for which no rule is given (data available for 2005-2014, 2019-2025 only:)

  • Bakri Id
  • Moharram
  • Mahashivratri
  • Holi
  • Ram Navami
  • Mahavir Jayanti
  • Id-E-Milad
  • Maharashtra Day
  • Buddha Pournima
  • Ganesh Chaturthi
  • Dasara
  • Laxmi Puja
  • Bhaubeej
  • Ramzan Id
  • Guru Nanak Jayanti

Note: The holidays Ramzan Id, Bakri Id and Id-E-Milad rely on estimates for 2024-2025.

Member Enumeration Documentation

◆ Market

enum Market
Enumerator
NSE 

National Stock Exchange.