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

Taiwanese calendars. More...

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

Inheritance diagram for Taiwan:

Public Types

enum  Market { TSEC }

Public Member Functions

 Taiwan (Market m=TSEC)
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

Taiwanese calendars.

Holidays for the Taiwan stock exchange (data from https://www.twse.com.tw/en/trading/holiday.html):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Peace Memorial Day, February 28
  • Labor Day, May 1st
  • Double Tenth National Day, October 10th

Other holidays for which no rule is given (data available for 2002-2024 only:)

  • Chinese Lunar New Year
  • Tomb Sweeping Day
  • Dragon Boat Festival
  • Moon Festival

Member Enumeration Documentation

◆ Market

enum Market
Enumerator
TSEC 

Taiwan stock exchange.