United Kingdom calendars. More...
#include <unitedkingdom.hpp>
Inheritance diagram for UnitedKingdom:
Collaboration diagram for UnitedKingdom:
Classes | |
| class | ExchangeImpl |
| class | MetalsImpl |
| class | SettlementImpl |
Public Types | |
| enum | Market { Settlement , Exchange , Metals } |
| UK calendars. More... | |
Public Member Functions | |
| UnitedKingdom (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 &) |
Detailed Description
United Kingdom calendars.
Repeating Public holidays (data from https://www.gov.uk/bank-holidays):
- Saturdays
- Sundays
- New Year's Day, January 1st (possibly moved to Monday)
- Good Friday
- Easter Monday
- Early May Bank Holiday, first Monday of May
- Spring Bank Holiday, last Monday of May
- Summer Bank Holiday, last Monday of August
- Christmas Day, December 25th (possibly moved to Monday or Tuesday)
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the stock exchange:
- Saturdays
- Sundays
- New Year's Day, January 1st (possibly moved to Monday)
- Good Friday
- Easter Monday
- Early May Bank Holiday, first Monday of May
- Spring Bank Holiday, last Monday of May
- Summer Bank Holiday, last Monday of August
- Christmas Day, December 25th (possibly moved to Monday or Tuesday)
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the metals exchange:
- Saturdays
- Sundays
- New Year's Day, January 1st (possibly moved to Monday)
- Good Friday
- Easter Monday
- Early May Bank Holiday, first Monday of May
- Spring Bank Holiday, last Monday of May
- Summer Bank Holiday, last Monday of August
- Christmas Day, December 25th (possibly moved to Monday or Tuesday)
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Note that there are some one-off holidays not listed above. See the implementation for the complete list.
- Tests:
- the correctness of the returned results is tested against a list of known holidays.
Definition at line 91 of file unitedkingdom.hpp.
Member Enumeration Documentation
◆ Market
| enum Market |
UK calendars.
| Enumerator | |
|---|---|
| Settlement | generic settlement calendar |
| Exchange | London stock-exchange calendar. |
| Metals | |
Definition at line 110 of file unitedkingdom.hpp.
Constructor & Destructor Documentation
◆ UnitedKingdom()
| UnitedKingdom | ( | UnitedKingdom::Market | market = Settlement | ) |
Definition at line 56 of file unitedkingdom.cpp.