ICE Class Reference

#include <qle/calendars/ice.hpp>

Inheritance diagram for ICE:

Public Types
enum	Market {   FuturesUS , FuturesUS_1 , FuturesUS_2 , FuturesEU ,   FuturesEU_1 , EndexEnergy , EndexEquities , SwapTradeUS ,   SwapTradeUK , FuturesSingapore }

Public Member Functions
	ICE (Market market)

Detailed Description

Various ICE calendars outlined on the website at: https://www.theice.com/holiday-hours

Member Enumeration Documentation

Market

enum Market

Enumerator
FuturesUS	ICE Futures U.S. Currency, Stock and Credit Index, Metal, Nat Gas, Power, Oil and Environmental
FuturesUS_1	ICE Futures U.S. Sugar, Cocoa, Coffee, Cotton and FCOJ.
FuturesUS_2	ICE Futures U.S. Canola.
FuturesEU	ICE Futures Europe.
FuturesEU_1	ICE Futures Europe for contracts where 26 Dec is a holiday.
EndexEnergy	ICE Endex European power and natural gas products.
EndexEquities	ICE Endex European equities.
SwapTradeUS	ICE Swap Trade U.S.
SwapTradeUK	ICE Swap Trade U.K.
FuturesSingapore	ICE futures Singapore.