/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file target.hpp \brief TARGET calendar */ #ifndef quantlib_target_calendar_h #define quantlib_target_calendar_h #include namespace QuantLib { //! %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)
\ingroup calendars \test the correctness of the returned results is tested against a list of known holidays. */ class TARGET : public Calendar { private: class Impl : public Calendar::WesternImpl { public: std::string name() const { return "TARGET"; } bool isBusinessDay(const Date&) const; }; public: TARGET(); }; } #endif