Calendars in QuantLib Addin

There is a live demo at our QuantPanel Calendars page.

List of Calendars

The following calendars are available:

• Null

• NullCalendar

• TARGET

• Argentina::Merval

• Australia

• Brazil::Settlement

• Brazil::Exchange

• Canada::Settlement

• Canada::TSX

• China

• CzechRepublic::PSE

• Denmark

• Finland

• Germany::Eurex

• Germany::FrankfurtStockExchange

• Germany::Settlement

• Germany::Xetra

• HongKong::HKEx

• Hungary

• Iceland::ICEX</string>

• India::NSE

• Indonesia::BEJ

• Indonesia::JSX

• Italy::Exchange

• Italy::Settlement

• QuantLib::Japan

• Mexico::BMV

• NewZealand

• Norway

• Poland

• SaudiArabia::Tadawul

• Singapore::SGX

• Slovakia::BSSE

• SouthAfrica

• SouthKorea::KRX

• Sweden

• Switzerland

• Taiwan::TSEC

• Turkey

• Ukraine::USE

• UnitedKingdom::Exchange

• LONDON (same as UnitedKingdom::Exchange)

• GBP (same as UnitedKingdom::Exchange)

• UnitedKingdom::Metals

• UnitedKingdom::Settlement

• UnitedStates::GovernmentBond

• UnitedStates::NERC

• UnitedStates::NYSE

• UnitedStates::Settlement

• EUR (same as TARGET)

Modifying existing calendars

Some QuantLib addin functions modify existing calendars, i.e., add or remove days which are marked as holidays. See for example qlCalendarAddHoliday – Mark a date as a holiday. Since these functions modify global instances of these calendars, care should be taken that they are called before any function which uses the calendar that is being modified.

Creating new calendars

Calendars in the addin are generally used through their global instances using enumerated type. Therefore, I am now aware of an easy way of creating a new calendar instance or type from the QuantLib addin layer. (Both of these are possible easily in the C++ layer).