quantlib.time.calendars.united_kingdom.UnitedKingdom

class UnitedKingdom

Bases: Calendar

United Kingdom calendars.

Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):

Saturdays Sundays New Year’s Day, January 1st (possibly moved to Monday) Good Friday Easter Monday Early May Bank Holiday, first Monday of May Spring Bank Holiday, last Monday of May Summer Bank Holiday, last Monday of August Christmas Day, December 25th (possibly moved to Monday or Tuesday) Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the stock exchange:

Saturdays Sundays New Year’s Day, January 1st (possibly moved to Monday) Good Friday Easter Monday Early May Bank Holiday, first Monday of May Spring Bank Holiday, last Monday of May Summer Bank Holiday, last Monday of August Christmas Day, December 25th (possibly moved to Monday or Tuesday) Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the metals exchange:

Saturdays Sundays New Year’s Day, January 1st (possibly moved to Monday) Good Friday Easter Monday Early May Bank Holiday, first Monday of May Spring Bank Holiday, last Monday of May Summer Bank Holiday, last Monday of August Christmas Day, December 25th (possibly moved to Monday or Tuesday) Boxing Day, December 26th (possibly moved to Monday or Tuesday)

__init__()

Methods

__init__()

add_holiday(self, Date holiday)

Adds a date to the set of holidays for the given calendar.

adjust(self, Date given_date, ...)

Adjusts a non-business day to the appropriate near business day with respect to the given convention.

advance(self, Date given_date, int step=0, ...)

Advances the given date of the given number of business days, or period and returns the result.

business_day_list(self, Date from_date, ...)

Returns the business days between two dates.

business_days_between(self, Date date1, ...)

Returns the number of business days between date1 and date2.

end_of_month(self, Date current_date)

Returns the ending date for the month that contains the given date.

holiday_list(self, Date from_date, ...)

Returns the holidays between two dates.

is_business_day(self, Date test_date)

Returns true iff the date is a business day for the given market.

is_end_of_month(self, Date test_date)

Is this date the last business day of the month to which the given date belongs

is_holiday(self, Date test_date)

Returns true iff the weekday is part of the weekend for the given market.

is_weekend(self, int week_day)

Returns true iff the date is last business day for the month in given market.

remove_holiday(self, Date holiday)

Removes a date from the set of holidays for the given calendar.

Attributes

name