/src/quantlib/ql/time/calendars/germany.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2004 Ferdinando Ametrano |
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 | | <https://www.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/germany.hpp> |
21 | | #include <ql/errors.hpp> |
22 | | |
23 | | namespace QuantLib { |
24 | | |
25 | 0 | Germany::Germany(Germany::Market market) { |
26 | | // all calendar instances on the same market share the same |
27 | | // implementation instance |
28 | 0 | static ext::shared_ptr<Calendar::Impl> settlementImpl( |
29 | 0 | new Germany::SettlementImpl); |
30 | 0 | static ext::shared_ptr<Calendar::Impl> frankfurtStockExchangeImpl( |
31 | 0 | new Germany::FrankfurtStockExchangeImpl); |
32 | 0 | static ext::shared_ptr<Calendar::Impl> xetraImpl( |
33 | 0 | new Germany::XetraImpl); |
34 | 0 | static ext::shared_ptr<Calendar::Impl> eurexImpl( |
35 | 0 | new Germany::EurexImpl); |
36 | 0 | static ext::shared_ptr<Calendar::Impl> euwaxImpl( |
37 | 0 | new Germany::EuwaxImpl); |
38 | |
|
39 | 0 | switch (market) { |
40 | 0 | case Settlement: |
41 | 0 | impl_ = settlementImpl; |
42 | 0 | break; |
43 | 0 | case FrankfurtStockExchange: |
44 | 0 | impl_ = frankfurtStockExchangeImpl; |
45 | 0 | break; |
46 | 0 | case Xetra: |
47 | 0 | impl_ = xetraImpl; |
48 | 0 | break; |
49 | 0 | case Eurex: |
50 | 0 | impl_ = eurexImpl; |
51 | 0 | break; |
52 | 0 | case Euwax: |
53 | 0 | impl_ = euwaxImpl; |
54 | 0 | break; |
55 | 0 | default: |
56 | 0 | QL_FAIL("unknown market"); |
57 | 0 | } |
58 | 0 | } |
59 | | |
60 | | |
61 | 0 | bool Germany::SettlementImpl::isBusinessDay(const Date& date) const { |
62 | 0 | Weekday w = date.weekday(); |
63 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
64 | 0 | Month m = date.month(); |
65 | 0 | Year y = date.year(); |
66 | 0 | Day em = easterMonday(y); |
67 | 0 | if (isWeekend(w) |
68 | | // New Year's Day |
69 | 0 | || (d == 1 && m == January) |
70 | | // Good Friday |
71 | 0 | || (dd == em-3) |
72 | | // Easter Monday |
73 | 0 | || (dd == em) |
74 | | // Ascension Thursday |
75 | 0 | || (dd == em+38) |
76 | | // Whit Monday |
77 | 0 | || (dd == em+49) |
78 | | // Corpus Christi |
79 | 0 | || (dd == em+59) |
80 | | // Labour Day |
81 | 0 | || (d == 1 && m == May) |
82 | | // National Day |
83 | 0 | || (d == 3 && m == October) |
84 | | // Christmas Eve |
85 | 0 | || (d == 24 && m == December) |
86 | | // Christmas |
87 | 0 | || (d == 25 && m == December) |
88 | | // Boxing Day |
89 | 0 | || (d == 26 && m == December)) |
90 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
91 | 0 | return true; |
92 | 0 | } |
93 | | |
94 | | bool Germany::FrankfurtStockExchangeImpl::isBusinessDay( |
95 | 0 | const Date& date) const { |
96 | 0 | Weekday w = date.weekday(); |
97 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
98 | 0 | Month m = date.month(); |
99 | 0 | Year y = date.year(); |
100 | 0 | Day em = easterMonday(y); |
101 | 0 | if (isWeekend(w) |
102 | | // New Year's Day |
103 | 0 | || (d == 1 && m == January) |
104 | | // Good Friday |
105 | 0 | || (dd == em-3) |
106 | | // Easter Monday |
107 | 0 | || (dd == em) |
108 | | // Labour Day |
109 | 0 | || (d == 1 && m == May) |
110 | | // Christmas' Eve |
111 | 0 | || (d == 24 && m == December) |
112 | | // Christmas |
113 | 0 | || (d == 25 && m == December) |
114 | | // Christmas Day |
115 | 0 | || (d == 26 && m == December)) |
116 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
117 | 0 | return true; |
118 | 0 | } |
119 | | |
120 | 0 | bool Germany::XetraImpl::isBusinessDay(const Date& date) const { |
121 | 0 | Weekday w = date.weekday(); |
122 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
123 | 0 | Month m = date.month(); |
124 | 0 | Year y = date.year(); |
125 | 0 | Day em = easterMonday(y); |
126 | 0 | if (isWeekend(w) |
127 | | // New Year's Day |
128 | 0 | || (d == 1 && m == January) |
129 | | // Good Friday |
130 | 0 | || (dd == em-3) |
131 | | // Easter Monday |
132 | 0 | || (dd == em) |
133 | | // Labour Day |
134 | 0 | || (d == 1 && m == May) |
135 | | // Christmas' Eve |
136 | 0 | || (d == 24 && m == December) |
137 | | // Christmas |
138 | 0 | || (d == 25 && m == December) |
139 | | // Christmas Day |
140 | 0 | || (d == 26 && m == December)) |
141 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
142 | 0 | return true; |
143 | 0 | } |
144 | | |
145 | 0 | bool Germany::EurexImpl::isBusinessDay(const Date& date) const { |
146 | 0 | Weekday w = date.weekday(); |
147 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
148 | 0 | Month m = date.month(); |
149 | 0 | Year y = date.year(); |
150 | 0 | Day em = easterMonday(y); |
151 | 0 | if (isWeekend(w) |
152 | | // New Year's Day |
153 | 0 | || (d == 1 && m == January) |
154 | | // Good Friday |
155 | 0 | || (dd == em-3) |
156 | | // Easter Monday |
157 | 0 | || (dd == em) |
158 | | // Labour Day |
159 | 0 | || (d == 1 && m == May) |
160 | | // Christmas' Eve |
161 | 0 | || (d == 24 && m == December) |
162 | | // Christmas |
163 | 0 | || (d == 25 && m == December) |
164 | | // Christmas Day |
165 | 0 | || (d == 26 && m == December) |
166 | | // New Year's Eve |
167 | 0 | || (d == 31 && m == December)) |
168 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
169 | 0 | return true; |
170 | 0 | } |
171 | | |
172 | 0 | bool Germany::EuwaxImpl::isBusinessDay(const Date& date) const { |
173 | 0 | Weekday w = date.weekday(); |
174 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
175 | 0 | Month m = date.month(); |
176 | 0 | Year y = date.year(); |
177 | 0 | Day em = easterMonday(y); |
178 | 0 | if ((w == Saturday || w == Sunday) |
179 | | // New Year's Day |
180 | 0 | || (d == 1 && m == January) |
181 | | // Good Friday |
182 | 0 | || (dd == em-3) |
183 | | // Easter Monday |
184 | 0 | || (dd == em) |
185 | | // Labour Day |
186 | 0 | || (d == 1 && m == May) |
187 | | // Whit Monday |
188 | 0 | || (dd == em+49) |
189 | | // Christmas' Eve |
190 | 0 | || (d == 24 && m == December) |
191 | | // Christmas |
192 | 0 | || (d == 25 && m == December) |
193 | | // Christmas Day |
194 | 0 | || (d == 26 && m == December)) |
195 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
196 | 0 | return true; |
197 | 0 | } |
198 | | } |
199 | | |