/src/quantlib/ql/time/calendars/taiwan.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2004 FIMAT Group |
5 | | Copyright (C) 2005, 2006, 2007, 2008, 2009, 2011 StatPro Italia srl |
6 | | Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) |
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 taiwan.hpp |
23 | | \brief Taiwanese calendars |
24 | | */ |
25 | | |
26 | | #ifndef quantlib_taiwanese_calendar_hpp |
27 | | #define quantlib_taiwanese_calendar_hpp |
28 | | |
29 | | #include <ql/time/calendar.hpp> |
30 | | |
31 | | namespace QuantLib { |
32 | | |
33 | | //! Taiwanese calendars |
34 | | /*! Holidays for the Taiwan stock exchange |
35 | | (data from <https://www.twse.com.tw/en/trading/holiday.html>): |
36 | | <ul> |
37 | | <li>Saturdays</li> |
38 | | <li>Sundays</li> |
39 | | <li>New Year's Day, January 1st</li> |
40 | | <li>Peace Memorial Day, February 28</li> |
41 | | <li>Labor Day, May 1st</li> |
42 | | <li>Double Tenth National Day, October 10th</li> |
43 | | </ul> |
44 | | |
45 | | Other holidays for which no rule is given |
46 | | (data available for 2002-2024 only:) |
47 | | <ul> |
48 | | <li>Chinese Lunar New Year</li> |
49 | | <li>Tomb Sweeping Day</li> |
50 | | <li>Dragon Boat Festival</li> |
51 | | <li>Moon Festival</li> |
52 | | </ul> |
53 | | |
54 | | \ingroup calendars |
55 | | */ |
56 | | class Taiwan : public Calendar { |
57 | | private: |
58 | | class TsecImpl final : public Calendar::Impl { |
59 | | public: |
60 | 0 | std::string name() const override { return "Taiwan stock exchange"; } |
61 | | bool isWeekend(Weekday) const override; |
62 | | bool isBusinessDay(const Date&) const override; |
63 | | }; |
64 | | public: |
65 | | enum Market { TSEC //!< Taiwan stock exchange |
66 | | }; |
67 | | Taiwan(Market m = TSEC); |
68 | | }; |
69 | | |
70 | | } |
71 | | |
72 | | |
73 | | #endif |