org.jquantlib.time.calendars

Class UnitedStates

java.lang.Object

org.jquantlib.time.Calendar

org.jquantlib.time.calendars.UnitedStates

public class UnitedStates
extends Calendar

United States calendars
Public holidays (see: http://www.opm.gov/fedhol/):

• Saturdays
• Sundays
• New Year's Day, JANUARY 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday)
• Martin Luther King's birthday, third Monday in JANUARY
• Presidents' Day (a.k.a. Washington's birthday), third Monday in February
• Memorial Day, last Monday in May
• Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
• Labor Day, first Monday in September
• Columbus Day, second Monday in October
• Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
• Thanksgiving Day, fourth Thursday in November
• Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)

Holidays for the stock exchange (data from http://www.nyse.com):

• Saturdays
• Sundays
• New Year's Day, JANUARY 1st (possibly moved to Monday if actually on Sunday)
• Martin Luther King's birthday, third Monday in JANUARY (since 1998)
• Presidents' Day (a.k.a. Washington's birthday), third Monday in February
• Good Friday
• Memorial Day, last Monday in May
• Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
• Labor Day, first Monday in September
• Thanksgiving Day, fourth Thursday in November
• Presidential election day, first Tuesday in November of election years (until 1980)
• Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
• Special historic closings (see http://www.nyse.com/pdfs/closings.pdf)

Holidays for the government bond market (data from http://www.bondmarkets.com):

• Saturdays
• Sundays
• New Year's Day, JANUARY 1st (possibly moved to Monday if actually on Sunday)
• Martin Luther King's birthday, third Monday in JANUARY
• Presidents' Day (a.k.a. Washington's birthday), third Monday in February
• Good Friday
• Memorial Day, last Monday in May
• Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
• Labor Day, first Monday in September
• Columbus Day, second Monday in October
• Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
• Thanksgiving Day, fourth Thursday in November
• Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)

Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):

• Saturdays
• Sundays
• New Year's Day, JANUARY 1st (possibly moved to Monday if actually on Sunday)
• Memorial Day, last Monday in May
• Independence Day, July 4th (moved to Monday if Sunday)
• Labor Day, first Monday in September
• Thanksgiving Day, fourth Thursday in November
• Christmas, December 25th (moved to Monday if Sunday)

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	UnitedStates.Market US calendars

Field Summary

Fields inherited from class org.jquantlib.time.Calendar

UKNOWN_BUSINESS_DAY_CONVENTION, UNKNOWN_MARKET

Constructor Summary

Constructors

Constructor and Description
UnitedStates()
UnitedStates(UnitedStates.Market market)

Method Summary

Methods inherited from class org.jquantlib.time.Calendar

addHoliday, adjust, adjust, advance, advance, advance, advance, advance, businessDaysBetween, businessDaysBetween, empty, endOfMonth, eq, holidayList, isBusinessDay, isEndOfMonth, isHoliday, isWeekend, name, ne, removeHoliday

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

UnitedStates

public UnitedStates()

UnitedStates

public UnitedStates(UnitedStates.Market market)