QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Types | Public Member Functions | List of all members
Russia Class Reference

Russian calendars. More...

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

+ Inheritance diagram for Russia:

Public Types

enum  Market { Settlement, MOEX }
 Russian calendars. More...
 

Public Member Functions

 Russia (Market=Settlement)
 
- Public Member Functions inherited from Calendar
 Calendar ()
 
bool empty () const
 Returns whether or not the calendar is initialized.
 
std::string name () const
 Returns the name of the calendar. More...
 
bool isBusinessDay (const Date &d) const
 
bool isHoliday (const Date &d) const
 
bool isWeekend (Weekday w) const
 
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 &)
 
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

- Static Public Member Functions inherited from Calendar
static std::vector< DateholidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)
 Returns the holidays between two dates.
 
- Protected Attributes inherited from Calendar
boost::shared_ptr< Implimpl_
 

Detailed Description

Russian calendars.

Public holidays (see http://www.cbr.ru/eng/:):

Holidays for the Moscow Exchange (MOEX) taken from http://moex.com/s726 and related pages. These holidays are not consistent year-to-year, may or may not correlate to public holidays, and are only available for dates since the introduction of the MOEX 'brand' (a merger of the stock and futures markets).

Member Enumeration Documentation

◆ Market

enum Market

Russian calendars.

Enumerator
Settlement 

generic settlement calendar

MOEX 

Moscow Exchange calendar.