TARGET calendar
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#include <ql/time/calendars/target.hpp>
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Detailed Description
TARGET calendar
Holidays (see http://www.ecb.int):
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Saturdays
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Sundays
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New Year's Day, January 1st
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Good Friday (since 2000)
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Easter Monday (since 2000)
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Labour Day, May 1st (since 2000)
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Christmas, December 25th
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Day of Goodwill, December 26th (since 2000)
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December 31st (1998, 1999, and 2001)
- Tests:
- the correctness of the returned results is tested against a list of known holidays.
- Examples:
- BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and swapvaluation.cpp.