QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

London Class Reference #include <london.hpp> Inheritance diagram for London: [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) The documentation for this class was generated from the following file: ql/Calendars/london.hpp

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