Class UnitedStates

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 (since 1983)
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)

Note that since 2015 Independence Day only impacts Libor if it falls on a weekday (see https://www.theice.com/iba/libor, https://www.theice.com/marketdata/reports/170 and https://www.theice.com/publicdocs/LIBOR_Holiday_Calendar_2015.pdf for the fixing and value date calendars).

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 (since 1983)
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)

test the correctness of the returned results is tested against a list of known holidays.

Hierarchy

Calendar
- UnitedStates

Index

Enumerations

Market

Classes

Constructors

constructor

Properties

Accessors

isDisposed

Constructors

constructor

new UnitedStates(market?: Market): UnitedStates

Overrides Calendar.constructor
- Defined in ql/time/calendars/unitedstates.ts:101
Parameters
- Default value market: Market = UnitedStates.Market.Settlement
Returns UnitedStates

Properties

Protected _impl

_impl: Impl

Static federalreserveImpl

federalreserveImpl: FederalReserveImpl

Static governmentImpl

governmentImpl: GovernmentBondImpl

Static liborImpactImpl

liborImpactImpl: LiborImpactImpl

Static nercImpl

nercImpl: NercImpl

Static nyseImpl

nyseImpl: NyseImpl

Static settlementImpl

settlementImpl: SettlementImpl

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Calendar.isDisposed
- Defined in ql/time/calendar.ts:274
Returns boolean

Methods

addHoliday

addHoliday(d: Date): void

Inherited from Calendar.addHoliday
- Defined in ql/time/calendar.ts:81
Parameters
- d: Date
Returns void

adjust

adjust(d: Date, c?: BusinessDayConvention): Date

Inherited from Calendar.adjust
- Defined in ql/time/calendar.ts:107
Parameters
- d: Date
- Default value c: BusinessDayConvention = BusinessDayConvention.Following
Returns Date

advance1

advance1(d: Date, n: Integer, unit: TimeUnit, c?: BusinessDayConvention, endOfMonth?: boolean): Date

Inherited from Calendar.advance1
- Defined in ql/time/calendar.ts:162
Parameters
- d: Date
- n: Integer
- unit: TimeUnit
- Default value c: BusinessDayConvention = BusinessDayConvention.Following
- Default value endOfMonth: boolean = false
Returns Date

advance2

advance2(d: Date, p: Period, c?: BusinessDayConvention, endOfMonth?: boolean): Date

Inherited from Calendar.advance2
- Defined in ql/time/calendar.ts:206
Parameters
- d: Date
- p: Period
- Default value c: BusinessDayConvention = BusinessDayConvention.Following
- Default value endOfMonth: boolean = false
Returns Date

businessDaysBetween

businessDaysBetween(from: Date, to: Date, includeFirst?: boolean, includeLast?: boolean): Day

Inherited from Calendar.businessDaysBetween
- Defined in ql/time/calendar.ts:213
Parameters
- from: Date
- to: Date
- Default value includeFirst: boolean = true
- Default value includeLast: boolean = false
Returns Day

dispose

dispose(): void

Inherited from Calendar.dispose
- Defined in ql/time/calendar.ts:278
Returns void

empty

empty(): boolean

Inherited from Calendar.empty
- Defined in ql/time/calendar.ts:38
Returns boolean

endOfMonth

endOfMonth(d: Date): Date

Inherited from Calendar.endOfMonth
- Defined in ql/time/calendar.ts:77
Parameters
- d: Date
Returns Date

isBusinessDay

isBusinessDay(d: Date): boolean

Inherited from Calendar.isBusinessDay
- Defined in ql/time/calendar.ts:49
Parameters
- d: Date
Returns boolean

isEndOfMonth

isEndOfMonth(d: Date): boolean

Inherited from Calendar.isEndOfMonth
- Defined in ql/time/calendar.ts:73
Parameters
- d: Date
Returns boolean

isHoliday

isHoliday(d: Date): boolean

Inherited from Calendar.isHoliday
- Defined in ql/time/calendar.ts:62
Parameters
- d: Date
Returns boolean

isWeekend

isWeekend(w: Weekday): boolean

Inherited from Calendar.isWeekend
- Defined in ql/time/calendar.ts:66
Parameters
- w: Weekday
Returns boolean

name

name(): string

Inherited from Calendar.name
- Defined in ql/time/calendar.ts:42
Returns string

removeHoliday

removeHoliday(d: Date): void

Inherited from Calendar.removeHoliday
- Defined in ql/time/calendar.ts:94
Parameters
- d: Date
Returns void

Static equal

equal(c1: Calendar, c2: Calendar): boolean

- Defined in ql/time/calendar.ts:290
Parameters
- c1: Calendar
- c2: Calendar
Returns boolean

Static holidayList

holidayList(calendar: Calendar, from: Date, to: Date, includeWeekEnds?: boolean): Date[]

Inherited from Calendar.holidayList
- Defined in ql/time/calendar.ts:256
Parameters
- calendar: Calendar
- from: Date
- to: Date
- Default value includeWeekEnds: boolean = false
Returns Date[]

Static isColumbusDay

isColumbusDay(d: Day, m: Month, y: Year, w: Weekday): boolean

- Defined in ql/time/calendars/unitedstates.ts:491
Parameters
- d: Day
- m: Month
- y: Year
- w: Weekday
Returns boolean

Static isLaborDay

isLaborDay(d: Day, m: Month, y: Year, w: Weekday): boolean

- Defined in ql/time/calendars/unitedstates.ts:486
Parameters
- d: Day
- m: Month
- y: Year
- w: Weekday
Returns boolean

Static isMemorialDay

isMemorialDay(d: Day, m: Month, y: Year, w: Weekday): boolean

- Defined in ql/time/calendars/unitedstates.ts:474
Parameters
- d: Day
- m: Month
- y: Year
- w: Weekday
Returns boolean

Static isVeteransDay

isVeteransDay(d: Day, m: Month, y: Year, w: Weekday): boolean

- Defined in ql/time/calendars/unitedstates.ts:497
Parameters
- d: Day
- m: Month
- y: Year
- w: Weekday
Returns boolean

Static isVeteransDayNoSaturday

isVeteransDayNoSaturday(d: Day, m: Month, y: Year, w: Weekday): boolean

- Defined in ql/time/calendars/unitedstates.ts:510
Parameters
- d: Day
- m: Month
- y: Year
- w: Weekday
Returns boolean

Static isWashingtonBirthday

isWashingtonBirthday(d: Day, m: Month, y: Year, w: Weekday): boolean

- Defined in ql/time/calendars/unitedstates.ts:460
Parameters
- d: Day
- m: Month
- y: Year
- w: Weekday
Returns boolean