United States calendars. More...
#include <ql/time/calendars/unitedstates.hpp>
 Inheritance diagram for UnitedStates:
 Inheritance diagram for UnitedStates:| Public Types | |
| enum | Market { Settlement, NYSE, GovernmentBond, NERC, LiborImpact, FederalReserve } | 
| US calendars.  More... | |
| Public Member Functions | |
| UnitedStates (Market 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< Date > | holidayList (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< 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 &) | 
United States calendars.
Public holidays (see: http://www.opm.gov/fedhol/):
Note that since 2015 Independence Day only impacts Libor if it falls on a weekday (see https://www.theice.com/iba/libor, https://www.theice.com/marketdata/reports/170 and https://www.theice.com/publicdocs/LIBOR_Holiday_Calendar_2015.pdf for the fixing and value date calendars).
Holidays for the stock exchange (data from http://www.nyse.com):
Holidays for the government bond market (data from http://www.bondmarkets.com):
Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):