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

Mexican calendars More...

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

Inheritance diagram for Mexico:

Public Types

enum  Market { BMV }

Public Member Functions

 Mexico (Market m=BMV)
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

Mexican calendars

Holidays for the Mexican stock exchange (data from http://www.bmv.com.mx/):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Constitution Day, first Monday in February (February 5th before 2006)
  • Birthday of Benito Juarez, third Monday in February (March 21st before 2006)
  • Holy Thursday
  • Good Friday
  • Labour Day, May 1st
  • National Day, September 16th
  • Inauguration Day, October 1st, every sixth year starting 2024
  • All Souls Day, November 2nd (bank holiday, not a public one)
  • Revolution Day, third Monday in November (November 20th before 2006)
  • Our Lady of Guadalupe, December 12th
  • Christmas, December 25th

Member Enumeration Documentation

◆ Market

enum Market
Enumerator
BMV 

Mexican stock exchange.