London Class Reference

#include <ql/Calendars/london.hpp>

Inheritance diagram for London:

Inheritance graph
[legend]
List of all members.

Detailed Description

London calendar

Holidays:

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)
See http://www.dti.gov.uk/er/bankhol.htm


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen