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

Israel calendar. More...

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

Inheritance diagram for Israel:

Public Types

enum  Market { Settlement , TASE , SHIR }

Public Member Functions

 Israel (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

Israel calendar.

Due to the lack of reliable sources, the settlement calendar has the same holidays as the Tel Aviv stock-exchange.

Holidays for the Tel-Aviv Stock Exchange (data from http://www.tase.co.il):

  • Friday
  • Saturday

Other holidays for wich no rule is given (data available for 2013-2044 only:)

  • Purim, Adar 14th (between Feb 24th & Mar 26th)
  • Passover I, Nisan 15th (between Mar 26th & Apr 25th)
  • Passover VII, Nisan 21st (between Apr 1st & May 1st)
  • Memorial Day, Nisan 27th (between Apr 7th & May 7th)
  • Indipendence Day, Iyar 5th (between Apr 15th & May 15th)
  • Pentecost (Shavuot), Sivan 6th (between May 15th & June 14th)
  • Fast Day
  • Jewish New Year, Tishrei 1st & 2nd (between Sep 5th & Oct 5th)
  • Yom Kippur, Tishrei 10th (between Sep 14th & Oct 14th)
  • Sukkoth, Tishrei 15th (between Sep 19th & Oct 19th)
  • Simchat Tora, Tishrei 22nd (between Sep 26th & Oct 26th)

Member Enumeration Documentation

◆ Market

enum Market
Enumerator
Settlement 

generic settlement calendar

TASE 

Tel-Aviv stock exchange calendar.

SHIR 

SHIR fixing calendar.