|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
#include <israel.hpp>
Inheritance diagram for Israel:
Collaboration diagram for Israel:Classes | |
| class | TelAvivImpl |
Public Types | |
| enum | Market { Settlement , TASE } |
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. More... | |
| std::string | name () const |
| Returns the name of the calendar. More... | |
| 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 More... | |
| bool | isEndOfMonth (const Date &d) const |
| Date | endOfMonth (const Date &d) const |
| last business day of the month to which the given date belongs More... | |
| void | addHoliday (const Date &) |
| void | removeHoliday (const Date &) |
| std::vector< Date > | holidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const |
| std::vector< Date > | businessDayList (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< Impl > | impl_ |
Related Functions inherited from Calendar | |
| bool | operator== (const Calendar &, const Calendar &) |
| bool | operator!= (const Calendar &, const Calendar &) |
| std::ostream & | operator<< (std::ostream &, const Calendar &) |
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):
Other holidays for wich no rule is given (data available for 2013-2044 only:)
Definition at line 61 of file israel.hpp.
| enum Market |
| Enumerator | |
|---|---|
| Settlement | generic settlement calendar |
| TASE | Tel-Aviv stock exchange calendar. |
Definition at line 70 of file israel.hpp.
| Israel | ( | Israel::Market | market = Settlement | ) |
Definition at line 26 of file israel.cpp.