/src/quantlib/ql/time/calendars/newzealand.hpp
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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 | | /*! \file newzealand.hpp |
21 | | \brief New Zealand calendar |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_new_zealand_calendar_hpp |
25 | | #define quantlib_new_zealand_calendar_hpp |
26 | | |
27 | | #include <ql/time/calendar.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! New Zealand calendar |
32 | | /*! Common holidays: |
33 | | <ul> |
34 | | <li>Saturdays</li> |
35 | | <li>Sundays</li> |
36 | | <li>New Year's Day, January 1st (possibly moved to Monday or Tuesday)</li> |
37 | | <li>Day after New Year's Day, January 2st (possibly moved to Monday or Tuesday)</li> |
38 | | <li>Waitangi Day. February 6th (possibly moved to Monday since 2013)</li> |
39 | | <li>Good Friday</li> |
40 | | <li>Easter Monday</li> |
41 | | <li>ANZAC Day. April 25th (possibly moved to Monday since 2013)</li> |
42 | | <li>Queen's Birthday, first Monday in June</li> |
43 | | <li>Labour Day, fourth Monday in October</li> |
44 | | <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li> |
45 | | <li>Boxing Day, December 26th (possibly moved to Monday or Tuesday)</li> |
46 | | <li>Matariki, in June or July, official calendar released for years 2022-2052</li> |
47 | | </ul> |
48 | | |
49 | | Additional holidays for Wellington: |
50 | | <ul> |
51 | | <li>Anniversary Day, Monday nearest January 22nd</li> |
52 | | </ul> |
53 | | |
54 | | Additional holidays for Auckland: |
55 | | <ul> |
56 | | <li>Anniversary Day, Monday nearest January 29nd</li> |
57 | | </ul> |
58 | | |
59 | | \note The holiday rules for New Zealand were documented by |
60 | | David Gilbert for IDB (http://www.jrefinery.com/ibd/) |
61 | | The Matariki holiday calendar has been released by the NZ Government |
62 | | (https://www.legislation.govt.nz/act/public/2022/0014/latest/LMS557893.html) |
63 | | |
64 | | \ingroup calendars |
65 | | */ |
66 | | class NewZealand : public Calendar { |
67 | | private: |
68 | | class CommonImpl : public Calendar::WesternImpl { |
69 | | public: |
70 | | bool isBusinessDay(const Date&) const override; |
71 | | }; |
72 | | class WellingtonImpl final : public CommonImpl { |
73 | | public: |
74 | 0 | std::string name() const override { return "New Zealand (Wellington)"; } |
75 | | bool isBusinessDay(const Date&) const override; |
76 | | }; |
77 | | class AucklandImpl final : public CommonImpl { |
78 | | public: |
79 | 0 | std::string name() const override { return "New Zealand (Auckland)"; } |
80 | | bool isBusinessDay(const Date&) const override; |
81 | | }; |
82 | | public: |
83 | | //! NZ calendars |
84 | | enum Market { Wellington, Auckland }; |
85 | | explicit NewZealand(Market market = Wellington); |
86 | | }; |
87 | | |
88 | | } |
89 | | |
90 | | |
91 | | #endif |