Examples of org.jquantlib.time.calendars.UnitedStates

org.jquantlib.time.calendars.UnitedStates
pm.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)
@category calendars @author Srinivas Hasti @author Zahid Hussain

        expectedHol.add(new Date(26, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(25, December, year));


        // Call the Holiday Check
        final Calendar nyse = new UnitedStates(UnitedStates.Market.NYSE);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, nyse, year);
    }

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        expectedHol.add(new Date(25, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(24, December, year));
        //expectedHol.add(new Date(25,DECEMBER,year));
        // Call the Holiday Check
        final Calendar nyse = new UnitedStates(UnitedStates.Market.NYSE);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, nyse, year);
    }

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        expectedHol.add(new Date(11, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(24, December, year));


        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

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        expectedHol.add(new Date(24, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(26, December, year));


        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

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        // Nov. 7 was an election day, but was not a holiday
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(25, December, year));


        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

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        // Thanksgiving Day, fourth Thursday in November
        expectedHol.add(new Date(22, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(25, December, year));
        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

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        expectedHol.add(new Date(27, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(25, December, year));


        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

View Full Code Here

        expectedHol.add(new Date(26, November, year));
        // Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(25, December, year));


        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

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        expectedHol.add(new Date(25, November, year));
        // Cmvn mvnhristmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
        expectedHol.add(new Date(24, December, year));


        // Call the Holiday Check
        final Calendar govtBond = new UnitedStates(UnitedStates.Market.GOVERNMENTBOND);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, govtBond, year);
    }

View Full Code Here

        // Thanksgiving Day, fourth Thursday in November
        expectedHol.add(new Date(25, November, year));
        // Christmas, December 25th (moved to Monday if Sunday )


        // Call the Holiday Check
        final Calendar nerc = new UnitedStates(UnitedStates.Market.NERC);
        final CalendarUtil cbt = new CalendarUtil();
        cbt.checkHolidayList(expectedHol, nerc, year);
    }

View Full Code Here

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