/src/quantlib/ql/time/calendars/russia.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2010 StatPro Italia 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 russia.hpp |
21 | | \brief Russian calendar |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_russia_calendar_hpp |
25 | | #define quantlib_russia_calendar_hpp |
26 | | |
27 | | #include <ql/time/calendar.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! Russian calendars |
32 | | /*! Public holidays (see <http://www.cbr.ru/eng/>:): |
33 | | <ul> |
34 | | <li>Saturdays</li> |
35 | | <li>Sundays</li> |
36 | | <li>New Year holidays, January 1st to 5th (only 1st and 2nd |
37 | | until 2005)</li> |
38 | | <li>Christmas, January 7th (possibly moved to Monday)</li> |
39 | | <li>Defender of the Fatherland Day, February 23rd (possibly |
40 | | moved to Monday)</li> |
41 | | <li>International Women's Day, March 8th (possibly moved to |
42 | | Monday)</li> |
43 | | <li>Labour Day, May 1st (possibly moved to Monday)</li> |
44 | | <li>Victory Day, May 9th (possibly moved to Monday)</li> |
45 | | <li>Russia Day, June 12th (possibly moved to Monday)</li> |
46 | | <li>Unity Day, November 4th (possibly moved to Monday)</li> |
47 | | </ul> |
48 | | |
49 | | Holidays for the Moscow Exchange (MOEX) taken from |
50 | | <http://moex.com/s726> and related pages. These holidays are |
51 | | <em>not</em> consistent year-to-year, may or may not correlate |
52 | | to public holidays, and are only available for dates since the |
53 | | introduction of the MOEX 'brand' (a merger of the stock and |
54 | | futures markets). |
55 | | |
56 | | \ingroup calendars |
57 | | */ |
58 | | class Russia : public Calendar { |
59 | | private: |
60 | | class SettlementImpl final : public Calendar::OrthodoxImpl { |
61 | | public: |
62 | 0 | std::string name() const override { return "Russian settlement"; } |
63 | | bool isBusinessDay(const Date&) const override; |
64 | | }; |
65 | | class ExchangeImpl final : public Calendar::OrthodoxImpl { |
66 | | public: |
67 | 0 | std::string name() const override { return "Moscow exchange"; } |
68 | | bool isBusinessDay(const Date&) const override; |
69 | | }; |
70 | | public: |
71 | | //! Russian calendars |
72 | | enum Market { Settlement, //!< generic settlement calendar |
73 | | MOEX //!< Moscow Exchange calendar |
74 | | }; |
75 | | Russia(Market = Settlement); |
76 | | }; |
77 | | |
78 | | } |
79 | | |
80 | | |
81 | | #endif |