QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
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Thailand Class Reference

Thailand calendars More...

#include <ql/time/calendars/thailand.hpp>

+ Inheritance diagram for Thailand:

Additional Inherited Members

- Public Member Functions inherited from Calendar
 Calendar ()
 
bool empty () const
 Returns whether or not the calendar is initialized.
 
std::string name () const
 Returns the name of the calendar. More...
 
const std::set< Date > & addedHolidays () const
 
const std::set< Date > & removedHolidays () const
 
bool isBusinessDay (const Date &d) const
 
bool isHoliday (const Date &d) const
 
bool isWeekend (Weekday w) const
 
bool isEndOfMonth (const Date &d) const
 
Date endOfMonth (const Date &d) const
 last business day of the month to which the given date belongs
 
void addHoliday (const Date &)
 
void removeHoliday (const Date &)
 
std::vector< DateholidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
 
std::vector< DatebusinessDayList (const Date &from, const Date &to) const
 
Date adjust (const Date &, BusinessDayConvention convention=Following) const
 
Date advance (const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
 
Date advance (const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const
 
Date::serial_type businessDaysBetween (const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const
 
- Static Public Member Functions inherited from Calendar
static QL_DEPRECATED std::vector< DateholidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)
 
- Protected Attributes inherited from Calendar
ext::shared_ptr< Implimpl_
 

Detailed Description

Thailand calendars

Holidays for the Thailand exchange Holidays observed by financial institutions (not to be confused with bank holidays in the United Kingdom) are regulated by the Bank of Thailand. If a holiday fall on a weekend the government will annouce a replacement day (usally the following monday).

Sometimes the government add one or two extra holidays in a year.

(data from https://www.bot.or.th/English/FinancialInstitutions/FIholiday/Pages/2018.aspx: Fixed holidays

Other holidays for which no rule is given (data available for 2000-2018 with some years missing)