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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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South Korean calendars. More...
#include <southkorea.hpp>
Inheritance diagram for SouthKorea:
Collaboration diagram for SouthKorea:Classes | |
| class | KrxImpl |
| class | SettlementImpl |
Public Types | |
| enum | Market { Settlement , KRX } |
Public Member Functions | |
| SouthKorea (Market m=KRX) | |
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 &) |
South Korean calendars.
Public holidays:
Other holidays for which no rule is given (data available for 2004-2050 only:)
Holidays for the Korea exchange (data from http://eng.krx.co.kr/ or http://www.dooriworld.com/daishin/holiday/holiday.html https://www.law.go.kr/%EB%B2%95%EB%A0%B9/%EA%B4%80%EA%B3%B5%EC%84%9C%EC%9D%98%20%EA%B3%B5%ED%9C%B4%EC%9D%BC%EC%97%90%20%EA%B4%80%ED%95%9C%20%EA%B7%9C%EC%A0%95):
Definition at line 77 of file southkorea.hpp.
| enum Market |
| Enumerator | |
|---|---|
| Settlement | Public holidays. |
| KRX | Korea exchange. |
Definition at line 91 of file southkorea.hpp.
| SouthKorea | ( | Market | m = KRX | ) |
Definition at line 31 of file southkorea.cpp.