QuantLib: Italy Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Public Types | Public Member Functions | List of all members
Italy Class Reference
Date and time calculations » Calendars

Italian calendars. More...

`#include <ql/time/calendars/italy.hpp>`

Inheritance diagram for Italy:
[legend]

## Public Types
enum | Market { Settlement, Exchange }
| Italian calendars. More...

## Public Member Functions
| Italy (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
BigInteger | 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 &)

## Detailed Description

Italian calendars.

Public holidays:

- Saturdays
- Sundays
- New Year's Day, January 1st
- Epiphany, January 6th
- Easter Monday
- Liberation Day, April 25th
- Labour Day, May 1st
- Republic Day, June 2nd (since 2000)
- Assumption, August 15th
- All Saint's Day, November 1st
- Immaculate Conception Day, December 8th
- Christmas Day, December 25th
- St. Stephen's Day, December 26th

Holidays for the stock exchange (data from http://www.borsaitalia.it):

- Saturdays
- Sundays
- New Year's Day, January 1st
- Good Friday
- Easter Monday
- Labour Day, May 1st
- Assumption, August 15th
- Christmas' Eve, December 24th
- Christmas, December 25th
- St. Stephen, December 26th
- New Year's Eve, December 31st

Tests:
  the correctness of the returned results is tested against a list of known holidays.