/src/quantlib/ql/time/calendars/romania.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 | | Copyright (C) 2015 Riccardo Barone |
6 | | Copyright (C) 2018 Matthias Lungwitz |
7 | | |
8 | | This file is part of QuantLib, a free-software/open-source library |
9 | | for financial quantitative analysts and developers - http://quantlib.org/ |
10 | | |
11 | | QuantLib is free software: you can redistribute it and/or modify it |
12 | | under the terms of the QuantLib license. You should have received a |
13 | | copy of the license along with this program; if not, please email |
14 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
15 | | <http://quantlib.org/license.shtml>. |
16 | | |
17 | | This program is distributed in the hope that it will be useful, but WITHOUT |
18 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
19 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
20 | | */ |
21 | | |
22 | | /*! \file romania.hpp |
23 | | \brief Romanian calendar |
24 | | */ |
25 | | |
26 | | #ifndef quantlib_romania_calendar_hpp |
27 | | #define quantlib_romania_calendar_hpp |
28 | | |
29 | | #include <ql/time/calendar.hpp> |
30 | | |
31 | | namespace QuantLib { |
32 | | |
33 | | //! Romanian calendars |
34 | | /*! Public holidays: |
35 | | <ul> |
36 | | <li>Saturdays</li> |
37 | | <li>Sundays</li> |
38 | | <li>New Year's Day, January 1st</li> |
39 | | <li> Day after New Year's Day, January 2nd</li> |
40 | | <li>Unification Day, January 24th</li> |
41 | | <li>Orthodox Easter (only Sunday and Monday)</li> |
42 | | <li>Labour Day, May 1st</li> |
43 | | <li>Pentecost with Monday (50th and 51st days after the |
44 | | Othodox Easter)</li> |
45 | | <li>Children's Day, June 1st (since 2017)</li> |
46 | | <li>St Marys Day, August 15th</li> |
47 | | <li>Feast of St Andrew, November 30th</li> |
48 | | <li>National Day, December 1st</li> |
49 | | <li>Christmas, December 25th</li> |
50 | | <li>2nd Day of Christmas, December 26th</li> |
51 | | </ul> |
52 | | |
53 | | Holidays for the Bucharest stock exchange |
54 | | (data from <http://www.bvb.ro/Marketplace/TradingCalendar/index.aspx>): |
55 | | all public holidays, plus a few one-off closing days (2014 only). |
56 | | |
57 | | \ingroup calendars |
58 | | */ |
59 | | class Romania : public Calendar { |
60 | | private: |
61 | | class PublicImpl : public Calendar::OrthodoxImpl { |
62 | | public: |
63 | 0 | std::string name() const override { return "Romania"; } |
64 | | bool isBusinessDay(const Date&) const override; |
65 | | }; |
66 | | class BVBImpl final : public PublicImpl { |
67 | | public: |
68 | 0 | std::string name() const override { return "Bucharest stock exchange"; } |
69 | | bool isBusinessDay(const Date&) const override; |
70 | | }; |
71 | | public: |
72 | | enum Market { Public, //!< Public holidays |
73 | | BVB //!< Bucharest stock-exchange |
74 | | }; |
75 | | Romania(Market market = BVB); |
76 | | }; |
77 | | |
78 | | } |
79 | | |
80 | | |
81 | | #endif |