/src/quantlib/ql/time/calendars/turkey.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2005 Sercan Atalik |
5 | | Copyright (C) 2010 StatPro Italia srl |
6 | | Copyright (C) 2018 Matthias Lungwitz |
7 | | Copyright (C) 2022 Skandinaviska Enskilda Banken AB (publ) |
8 | | |
9 | | This file is part of QuantLib, a free-software/open-source library |
10 | | for financial quantitative analysts and developers - http://quantlib.org/ |
11 | | |
12 | | QuantLib is free software: you can redistribute it and/or modify it |
13 | | under the terms of the QuantLib license. You should have received a |
14 | | copy of the license along with this program; if not, please email |
15 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
16 | | <http://quantlib.org/license.shtml>. |
17 | | |
18 | | This program is distributed in the hope that it will be useful, but WITHOUT |
19 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
20 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
21 | | */ |
22 | | |
23 | | #include <ql/time/calendars/turkey.hpp> |
24 | | |
25 | | namespace QuantLib { |
26 | | |
27 | 0 | Turkey::Turkey() { |
28 | | // all calendar instances share the same implementation instance |
29 | 0 | static ext::shared_ptr<Calendar::Impl> impl(new Turkey::Impl); |
30 | 0 | impl_ = impl; |
31 | 0 | } |
32 | | |
33 | 0 | bool Turkey::Impl::isWeekend(Weekday w) const { |
34 | 0 | return w == Saturday || w == Sunday; |
35 | 0 | } |
36 | | |
37 | 0 | bool Turkey::Impl::isBusinessDay(const Date& date) const { |
38 | 0 | Weekday w = date.weekday(); |
39 | 0 | Day d = date.dayOfMonth(); |
40 | 0 | Month m = date.month(); |
41 | 0 | Year y = date.year(); |
42 | |
|
43 | 0 | if (isWeekend(w) |
44 | | // New Year's Day |
45 | 0 | || (d == 1 && m == January) |
46 | | // 23 nisan / National Holiday |
47 | 0 | || (d == 23 && m == April) |
48 | | // 1 may/ National Holiday |
49 | 0 | || (d == 1 && m == May) |
50 | | // 19 may/ National Holiday |
51 | 0 | || (d == 19 && m == May) |
52 | | // 15 july / National Holiday (since 2017) |
53 | 0 | || (d == 15 && m == July && y >= 2017) |
54 | | // 30 aug/ National Holiday |
55 | 0 | || (d == 30 && m == August) |
56 | | ///29 ekim National Holiday |
57 | 0 | || (d == 29 && m == October)) |
58 | 0 | return false; |
59 | | |
60 | | // Local Holidays |
61 | 0 | if (y == 2004) { |
62 | | // Kurban |
63 | 0 | if ((m == February && d <= 4) |
64 | | // Ramadan |
65 | 0 | || (m == November && d >= 14 && d <= 16)) |
66 | 0 | return false; |
67 | 0 | } else if (y == 2005) { |
68 | | // Kurban |
69 | 0 | if ((m == January && d >= 19 && d <= 21) |
70 | | // Ramadan |
71 | 0 | || (m == November && d >= 2 && d <= 5)) |
72 | 0 | return false; |
73 | 0 | } else if (y == 2006) { |
74 | | // Kurban |
75 | 0 | if ((m == January && d >= 10 && d <= 13) |
76 | | // Ramadan |
77 | 0 | || (m == October && d >= 23 && d <= 25) |
78 | | // Kurban |
79 | 0 | || (m == December && d == 31)) |
80 | 0 | return false; |
81 | 0 | } else if (y == 2007) { |
82 | | // Kurban |
83 | 0 | if ((m == January && d <= 3) |
84 | | // Ramadan |
85 | 0 | || (m == October && d >= 12 && d <= 14) |
86 | | // Kurban |
87 | 0 | || (m == December && d >= 20 && d <= 23)) |
88 | 0 | return false; |
89 | 0 | } else if (y == 2008) { |
90 | | // Ramadan |
91 | 0 | if ((m == September && d == 30) |
92 | 0 | || (m == October && d <= 2) |
93 | | // Kurban |
94 | 0 | || (m == December && d >= 8 && d <= 11)) |
95 | 0 | return false; |
96 | 0 | } else if (y == 2009) { |
97 | | // Ramadan |
98 | 0 | if ((m == September && d >= 20 && d <= 22) |
99 | | // Kurban |
100 | 0 | || (m == November && d >= 27 && d <= 30)) |
101 | 0 | return false; |
102 | 0 | } else if (y == 2010) { |
103 | | // Ramadan |
104 | 0 | if ((m == September && d >= 9 && d <= 11) |
105 | | // Kurban |
106 | 0 | || (m == November && d >= 16 && d <= 19)) |
107 | 0 | return false; |
108 | 0 | } else if (y == 2011) { |
109 | | // not clear from borsainstanbul.com |
110 | 0 | if ((m == October && d == 1) |
111 | 0 | || (m == November && d >= 9 && d <= 13)) |
112 | 0 | return false; |
113 | 0 | } else if (y == 2012) { |
114 | | // Ramadan |
115 | 0 | if ((m == August && d >= 18 && d <= 21) |
116 | | // Kurban |
117 | 0 | || (m == October && d >= 24 && d <= 28)) |
118 | 0 | return false; |
119 | 0 | } else if (y == 2013) { |
120 | | // Ramadan |
121 | 0 | if ((m == August && d >= 7 && d <= 10) |
122 | | // Kurban |
123 | 0 | || (m == October && d >= 14 && d <= 18) |
124 | | // additional holiday for Republic Day |
125 | 0 | || (m == October && d == 28)) |
126 | 0 | return false; |
127 | 0 | } else if (y == 2014) { |
128 | | // Ramadan |
129 | 0 | if ((m == July && d >= 27 && d <= 30) |
130 | | // Kurban |
131 | 0 | || (m == October && d >= 4 && d <= 7) |
132 | | // additional holiday for Republic Day |
133 | 0 | || (m == October && d == 29)) |
134 | 0 | return false; |
135 | 0 | } else if (y == 2015) { |
136 | | // Ramadan |
137 | 0 | if ((m == July && d >= 17 && d <= 19) |
138 | | // Kurban |
139 | 0 | || (m == October && d >= 24 && d <= 27)) |
140 | 0 | return false; |
141 | 0 | } else if (y == 2016) { |
142 | | // Ramadan |
143 | 0 | if ((m == July && d >= 5 && d <= 7) |
144 | | // Kurban |
145 | 0 | || (m == September && d >= 12 && d <= 15)) |
146 | 0 | return false; |
147 | 0 | } else if (y == 2017) { |
148 | | // Ramadan |
149 | 0 | if ((m == June && d >= 25 && d <= 27) |
150 | | // Kurban |
151 | 0 | || (m == September && d >= 1 && d <= 4)) |
152 | 0 | return false; |
153 | 0 | } else if (y == 2018) { |
154 | | // Ramadan |
155 | 0 | if ((m == June && d >= 15 && d <= 17) |
156 | | // Kurban |
157 | 0 | || (m == August && d >= 21 && d <= 24)) |
158 | 0 | return false; |
159 | 0 | } else if (y == 2019) { |
160 | | // Ramadan |
161 | 0 | if ((m == June && d >= 4 && d <= 6) |
162 | | // Kurban |
163 | 0 | || (m == August && d >= 11 && d <= 14)) |
164 | 0 | return false; |
165 | 0 | } else if (y == 2020) { |
166 | | // Ramadan |
167 | 0 | if ((m == May && d >= 24 && d <= 26) |
168 | | // Kurban |
169 | 0 | || (m == July && d == 31) || (m == August && d >= 1 && d <= 3)) |
170 | 0 | return false; |
171 | 0 | } else if (y == 2021) { |
172 | | // Ramadan |
173 | 0 | if ((m == May && d >= 13 && d <= 15) |
174 | | // Kurban |
175 | 0 | || (m == July && d >= 20 && d <= 23)) |
176 | 0 | return false; |
177 | 0 | } else if (y == 2022) { |
178 | | // Ramadan |
179 | 0 | if ((m == May && d >= 2 && d <= 4) |
180 | | // Kurban |
181 | 0 | || (m == July && d >= 9 && d <= 12)) |
182 | 0 | return false; |
183 | 0 | } else if (y == 2023) { |
184 | | // Ramadan |
185 | 0 | if ((m == April && d >= 21 && d <= 23) |
186 | | // Kurban |
187 | | // July 1 is also a holiday but falls on a Saturday which is already flagged |
188 | 0 | || (m == June && d >= 28 && d <= 30)) |
189 | 0 | return false; |
190 | 0 | } else if (y == 2024) { |
191 | | // Note: Holidays >= 2024 are not yet officially anounced by borsaistanbul.com |
192 | | // and need further validation |
193 | | // Ramadan |
194 | 0 | if ((m == April && d >= 10 && d <= 12) |
195 | | // Kurban |
196 | 0 | || (m == June && d >= 17 && d <= 19)) |
197 | 0 | return false; |
198 | 0 | } else if (y == 2025) { |
199 | | // Ramadan |
200 | 0 | if ((m == March && d == 31) || (m == April && d >= 1 && d <= 2) |
201 | | // Kurban |
202 | 0 | || (m == June && d >= 6 && d <= 9)) |
203 | 0 | return false; |
204 | 0 | } else if (y == 2026) { |
205 | | // Ramadan |
206 | 0 | if ((m == March && d >= 20 && d <= 22) |
207 | | // Kurban |
208 | 0 | || (m == May && d >= 26 && d <= 29)) |
209 | 0 | return false; |
210 | 0 | } else if (y == 2027) { |
211 | | // Ramadan |
212 | 0 | if ((m == March && d >= 10 && d <= 12) |
213 | | // Kurban |
214 | 0 | || (m == May && d >= 16 && d <= 19)) |
215 | 0 | return false; |
216 | 0 | } else if (y == 2028) { |
217 | | // Ramadan |
218 | 0 | if ((m == February && d >= 27 && d <= 29) |
219 | | // Kurban |
220 | 0 | || (m == May && d >= 4 && d <= 7)) |
221 | 0 | return false; |
222 | 0 | } else if (y == 2029) { |
223 | | // Ramadan |
224 | 0 | if ((m == February && d >= 15 && d <= 17) |
225 | | // Kurban |
226 | 0 | || (m == April && d >= 23 && d <= 26)) |
227 | 0 | return false; |
228 | 0 | } else if (y == 2030) { |
229 | | // Ramadan |
230 | 0 | if ((m == February && d >= 5 && d <= 7) |
231 | | // Kurban |
232 | 0 | || (m == April && d >= 13 && d <= 16)) |
233 | 0 | return false; |
234 | 0 | } else if (y == 2031) { |
235 | | // Ramadan |
236 | 0 | if ((m == January && d >= 25 && d <= 27) |
237 | | // Kurban |
238 | 0 | || (m == April && d >= 2 && d <= 5)) |
239 | 0 | return false; |
240 | 0 | } else if (y == 2032) { |
241 | | // Ramadan |
242 | 0 | if ((m == January && d >= 14 && d <= 16) |
243 | | // Kurban |
244 | 0 | || (m == March && d >= 21 && d <= 24)) |
245 | 0 | return false; |
246 | 0 | } else if (y == 2033) { |
247 | | // Ramadan |
248 | 0 | if ((m == January && d >= 3 && d <= 5) || (m == December && d == 23) |
249 | | // Kurban |
250 | 0 | || (m == March && d >= 11 && d <= 14)) |
251 | 0 | return false; |
252 | 0 | } else if (y == 2034) { |
253 | | // Ramadan |
254 | 0 | if ((m == December && d >= 12 && d <= 14) |
255 | | // Kurban |
256 | 0 | || (m == February && d == 28) || (m == March && d >= 1 && d <= 3)) |
257 | 0 | return false; |
258 | 0 | } |
259 | 0 | return true; |
260 | 0 | } |
261 | | |
262 | | } |
263 | | |