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

New Zealand calendar. More...

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

Inheritance diagram for NewZealand:

Public Types

enum  Market { Wellington , Auckland }
 NZ calendars.

Public Member Functions

 NewZealand (Market market=Wellington)
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

New Zealand calendar.

Common holidays:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday or Tuesday)
  • Day after New Year's Day, January 2st (possibly moved to Monday or Tuesday)
  • Waitangi Day. February 6th (possibly moved to Monday since 2013)
  • Good Friday
  • Easter Monday
  • ANZAC Day. April 25th (possibly moved to Monday since 2013)
  • Queen's Birthday, first Monday in June
  • Labour Day, fourth Monday in October
  • Christmas, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)
  • Matariki, in June or July, official calendar released for years 2022-2052

Additional holidays for Wellington:

  • Anniversary Day, Monday nearest January 22nd

Additional holidays for Auckland:

  • Anniversary Day, Monday nearest January 29nd
Note
The holiday rules for New Zealand were documented by David Gilbert for IDB (http://www.jrefinery.com/ibd/) The Matariki holiday calendar has been released by the NZ Government (https://www.legislation.govt.nz/act/public/2022/0014/latest/LMS557893.html)