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

Italian calendars. More...

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

Inheritance diagram for Italy:

Public Types

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

Public Member Functions

 Italy (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

Italian calendars.

Public holidays:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Epiphany, January 6th
  • Easter Monday
  • Liberation Day, April 25th
  • Labour Day, May 1st
  • Republic Day, June 2nd (since 2000)
  • Assumption, August 15th
  • All Saint's Day, November 1st
  • Immaculate Conception Day, December 8th
  • Christmas Day, December 25th
  • St. Stephen's Day, December 26th

Holidays for the stock exchange (data from http://www.borsaitalia.it):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Assumption, August 15th
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • St. Stephen, December 26th
  • New Year's Eve, December 31st
Tests
the correctness of the returned results is tested against a list of known holidays.

Member Enumeration Documentation

◆ Market

enum Market

Italian calendars.

Enumerator
Settlement 

generic settlement calendar

Exchange 

Milan stock-exchange calendar.