quantlib.time.calendars.united_states.UnitedStates

class UnitedStates

Bases: 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)

__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