Canadian calendar. More...

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

Inheritance diagram for Canada:

List of all members.

Public Types

enum  Market { Settlement, TSX }

Public Member Functions

 Canada (Market market=Settlement)

Detailed Description

Canadian calendar.

Banking holidays (data from <http://www.bankofcanada.ca/en/about/holiday.html>):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Family Day, third Monday of February (since 2008)
  • Good Friday
  • Victoria Day, the Monday on or preceding May 24th
  • Canada Day, July 1st (possibly moved to Monday)
  • Provincial Holiday, first Monday of August
  • Labour Day, first Monday of September
  • Thanksgiving Day, second Monday of October
  • Remembrance Day, November 11th (possibly moved to Monday)
  • Christmas, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the Toronto stock exchange (data from <http://www.tsx.com/en/about_tsx/market_hours.html>):

  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Family Day, third Monday of February (since 2008)
  • Good Friday
  • Victoria Day, the Monday on or preceding May 24th
  • Canada Day, July 1st (possibly moved to Monday)
  • Provincial Holiday, first Monday of August
  • Labour Day, first Monday of September
  • Thanksgiving Day, second Monday of October
  • Christmas, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Member Enumeration Documentation

enum Market
Enumerator:
Settlement 

generic settlement calendar

TSX 

Toronto stock exchange calendar.