TARGET Class Reference

TARGET calendar More...

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

Inheritance diagram for TARGET:

List of all members.


Detailed Description

TARGET calendar

Holidays (see http://www.ecb.int):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday (since 2000)
  • Easter Monday (since 2000)
  • Labour Day, May 1st (since 2000)
  • Christmas, December 25th
  • Day of Goodwill, December 26th (since 2000)
  • 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.