Coverage Report

Created: 2025-08-05 06:45

/src/quantlib/ql/time/calendars/russia.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2010 StatPro Italia srl
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <http://quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file russia.hpp
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    \brief Russian calendar
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*/
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#ifndef quantlib_russia_calendar_hpp
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#define quantlib_russia_calendar_hpp
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#include <ql/time/calendar.hpp>
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namespace QuantLib {
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    //! Russian calendars
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    /*! Public holidays (see <http://www.cbr.ru/eng/>:):
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        <ul>
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        <li>Saturdays</li>
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        <li>Sundays</li>
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        <li>New Year holidays, January 1st to 5th (only 1st and 2nd
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            until 2005)</li>
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        <li>Christmas, January 7th (possibly moved to Monday)</li>
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        <li>Defender of the Fatherland Day, February 23rd (possibly
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            moved to Monday)</li>
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        <li>International Women's Day, March 8th (possibly moved to
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            Monday)</li>
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        <li>Labour Day, May 1st (possibly moved to Monday)</li>
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        <li>Victory Day, May 9th (possibly moved to Monday)</li>
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        <li>Russia Day, June 12th (possibly moved to Monday)</li>
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        <li>Unity Day, November 4th (possibly moved to Monday)</li>
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        </ul>
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        Holidays for the Moscow Exchange (MOEX) taken from
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        <http://moex.com/s726> and related pages.  These holidays are
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        <em>not</em> consistent year-to-year, may or may not correlate
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        to public holidays, and are only available for dates since the
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        introduction of the MOEX 'brand' (a merger of the stock and
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        futures markets).
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        \ingroup calendars
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    */
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    class Russia : public Calendar {
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      private:
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        class SettlementImpl final : public Calendar::OrthodoxImpl {
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          public:
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            std::string name() const override { return "Russian settlement"; }
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            bool isBusinessDay(const Date&) const override;
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        };
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        class ExchangeImpl final : public Calendar::OrthodoxImpl {
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          public:
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            std::string name() const override { return "Moscow exchange"; }
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            bool isBusinessDay(const Date&) const override;
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        };
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      public:
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        //! Russian calendars
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        enum Market { Settlement, //!< generic settlement calendar
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                      MOEX        //!< Moscow Exchange calendar
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        };
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        Russia(Market = Settlement);
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    };
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}
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#endif