/src/quantlib/ql/time/calendars/newzealand.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <http://quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | #include <ql/time/calendars/newzealand.hpp> |
21 | | |
22 | | namespace QuantLib { |
23 | | |
24 | 0 | bool NewZealand::CommonImpl::isBusinessDay(const Date& date) const { |
25 | 0 | Weekday w = date.weekday(); |
26 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
27 | 0 | Month m = date.month(); |
28 | 0 | Year y = date.year(); |
29 | 0 | Day em = easterMonday(y); |
30 | 0 | if (isWeekend(w) |
31 | | // New Year's Day (possibly moved to Monday or Tuesday) |
32 | 0 | || ((d == 1 || (d == 3 && (w == Monday || w == Tuesday))) && |
33 | 0 | m == January) |
34 | | // Day after New Year's Day (possibly moved to Mon or Tuesday) |
35 | 0 | || ((d == 2 || (d == 4 && (w == Monday || w == Tuesday))) && |
36 | 0 | m == January) |
37 | | // Waitangi Day. February 6th (possibly moved to Monday since 2013) |
38 | 0 | || (d == 6 && m == February) |
39 | 0 | || ((d == 7 || d == 8) && w == Monday && m == February && y > 2013) |
40 | | // Good Friday |
41 | 0 | || (dd == em-3) |
42 | | // Easter Monday |
43 | 0 | || (dd == em) |
44 | | // ANZAC Day. April 25th (possibly moved to Monday since 2013) |
45 | 0 | || (d == 25 && m == April) |
46 | 0 | || ((d == 26 || d == 27) && w == Monday && m == April && y > 2013) |
47 | | // Queen's Birthday, first Monday in June |
48 | 0 | || (d <= 7 && w == Monday && m == June) |
49 | | // Labour Day, fourth Monday in October |
50 | 0 | || ((d >= 22 && d <= 28) && w == Monday && m == October) |
51 | | // Christmas, December 25th (possibly Monday or Tuesday) |
52 | 0 | || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) |
53 | 0 | && m == December) |
54 | | // Boxing Day, December 26th (possibly Monday or Tuesday) |
55 | 0 | || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) |
56 | 0 | && m == December) |
57 | | // Matariki, it happens on Friday in June or July |
58 | | // official calendar released by the NZ government for the |
59 | | // next 30 years |
60 | 0 | || (d == 20 && m == June && y == 2025) |
61 | 0 | || (d == 21 && m == June && (y == 2030 || y == 2052)) |
62 | 0 | || (d == 24 && m == June && (y == 2022 || y == 2033 || y == 2044)) |
63 | 0 | || (d == 25 && m == June && (y == 2027 || y == 2038 || y == 2049)) |
64 | 0 | || (d == 28 && m == June && y == 2024) |
65 | 0 | || (d == 29 && m == June && (y == 2035 || y == 2046)) |
66 | 0 | || (d == 30 && m == June && y == 2051) |
67 | 0 | || (d == 2 && m == July && y == 2032) |
68 | 0 | || (d == 3 && m == July && (y == 2043 || y == 2048)) |
69 | 0 | || (d == 6 && m == July && (y == 2029 || y == 2040)) |
70 | 0 | || (d == 7 && m == July && (y == 2034 || y == 2045)) |
71 | 0 | || (d == 10 && m == July && (y == 2026 || y == 2037)) |
72 | 0 | || (d == 11 && m == July && (y == 2031 || y == 2042)) |
73 | 0 | || (d == 14 && m == July && (y == 2023 || y == 2028)) |
74 | 0 | || (d == 15 && m == July && (y == 2039 || y == 2050)) |
75 | 0 | || (d == 18 && m == July && y == 2036) |
76 | 0 | || (d == 19 && m == July && (y == 2041 || y == 2047)) |
77 | | // Queen Elizabeth's funeral |
78 | 0 | || (d == 26 && m == September && y == 2022)) |
79 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
80 | 0 | return true; |
81 | 0 | } |
82 | | |
83 | 0 | bool NewZealand::WellingtonImpl::isBusinessDay(const Date& date) const { |
84 | 0 | if (!NewZealand::CommonImpl::isBusinessDay(date)) |
85 | 0 | return false; |
86 | 0 | Weekday w = date.weekday(); |
87 | 0 | Day d = date.dayOfMonth(); |
88 | 0 | Month m = date.month(); |
89 | | // Anniversary Day, Monday nearest January 22nd |
90 | 0 | if ((d >= 19 && d <= 25) && w == Monday && m == January) |
91 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
92 | 0 | return true; |
93 | 0 | } |
94 | | |
95 | 0 | bool NewZealand::AucklandImpl::isBusinessDay(const Date& date) const { |
96 | 0 | if (!NewZealand::CommonImpl::isBusinessDay(date)) |
97 | 0 | return false; |
98 | 0 | Weekday w = date.weekday(); |
99 | 0 | Day d = date.dayOfMonth(); |
100 | 0 | Month m = date.month(); |
101 | | // Anniversary Day, Monday nearest January 29nd |
102 | 0 | if ((d >= 26 && w == Monday && m == January) |
103 | 0 | || (d == 1 && w == Monday && m == February)) |
104 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
105 | 0 | return true; |
106 | 0 | } |
107 | | |
108 | | |
109 | 0 | NewZealand::NewZealand(Market market) { |
110 | | // all calendar instances for a given market share the same implementation instance |
111 | 0 | static auto wellingtonImpl = ext::make_shared<NewZealand::WellingtonImpl>(); |
112 | 0 | static auto aucklandImpl = ext::make_shared<NewZealand::AucklandImpl>(); |
113 | |
|
114 | 0 | switch (market) { |
115 | 0 | case Wellington: |
116 | 0 | impl_ = wellingtonImpl; |
117 | 0 | break; |
118 | 0 | case Auckland: |
119 | 0 | impl_ = aucklandImpl; |
120 | 0 | break; |
121 | 0 | default: |
122 | 0 | QL_FAIL("unknown market"); |
123 | 0 | } |
124 | 0 | } |
125 | | |
126 | | } |