/src/quantlib/ql/time/calendars/target.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/target.hpp> |
21 | | |
22 | | namespace QuantLib { |
23 | | |
24 | 0 | TARGET::TARGET() { |
25 | | // all calendar instances share the same implementation instance |
26 | 0 | static ext::shared_ptr<Calendar::Impl> impl(new TARGET::Impl); |
27 | 0 | impl_ = impl; |
28 | 0 | } |
29 | | |
30 | 0 | bool TARGET::Impl::isBusinessDay(const Date& date) const { |
31 | 0 | Weekday w = date.weekday(); |
32 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
33 | 0 | Month m = date.month(); |
34 | 0 | Year y = date.year(); |
35 | 0 | Day em = easterMonday(y); |
36 | 0 | if (isWeekend(w) |
37 | | // New Year's Day |
38 | 0 | || (d == 1 && m == January) |
39 | | // Good Friday |
40 | 0 | || (dd == em-3 && y >= 2000) |
41 | | // Easter Monday |
42 | 0 | || (dd == em && y >= 2000) |
43 | | // Labour Day |
44 | 0 | || (d == 1 && m == May && y >= 2000) |
45 | | // Christmas |
46 | 0 | || (d == 25 && m == December) |
47 | | // Day of Goodwill |
48 | 0 | || (d == 26 && m == December && y >= 2000) |
49 | | // December 31st, 1998, 1999, and 2001 only |
50 | 0 | || (d == 31 && m == December && |
51 | 0 | (y == 1998 || y == 1999 || y == 2001))) |
52 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
53 | 0 | return true; |
54 | 0 | } |
55 | | |
56 | | } |
57 | | |