/src/quantlib/ql/time/calendars/india.hpp
Line | Count | Source (jump to first uncovered line) |
1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2005, 2007, 2008, 2009, 2010, 2011 StatPro Italia srl |
5 | | Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) |
6 | | |
7 | | This file is part of QuantLib, a free-software/open-source library |
8 | | for financial quantitative analysts and developers - http://quantlib.org/ |
9 | | |
10 | | QuantLib is free software: you can redistribute it and/or modify it |
11 | | under the terms of the QuantLib license. You should have received a |
12 | | copy of the license along with this program; if not, please email |
13 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
14 | | <https://www.quantlib.org/license.shtml>. |
15 | | |
16 | | This program is distributed in the hope that it will be useful, but WITHOUT |
17 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
18 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
19 | | */ |
20 | | |
21 | | /*! \file india.hpp |
22 | | \brief Indian calendars |
23 | | */ |
24 | | |
25 | | #ifndef quantlib_indian_calendar_hpp |
26 | | #define quantlib_indian_calendar_hpp |
27 | | |
28 | | #include <ql/time/calendar.hpp> |
29 | | |
30 | | namespace QuantLib { |
31 | | |
32 | | //! Indian calendars |
33 | | /*! Clearing holidays for the National Stock Exchange |
34 | | (data from <http://www.nse-india.com/>): |
35 | | <ul> |
36 | | <li>Saturdays</li> |
37 | | <li>Sundays</li> |
38 | | <li>Republic Day, January 26th</li> |
39 | | <li>Good Friday</li> |
40 | | <li>Ambedkar Jayanti, April 14th</li> |
41 | | <li>May Day, May 1st</li> |
42 | | <li>Independence Day, August 15th</li> |
43 | | <li>Gandhi Jayanti, October 2nd</li> |
44 | | <li>Christmas, December 25th</li> |
45 | | </ul> |
46 | | |
47 | | Other holidays for which no rule is given |
48 | | (data available for 2005-2014, 2019-2025 only:) |
49 | | <ul> |
50 | | <li>Bakri Id</li> |
51 | | <li>Moharram</li> |
52 | | <li>Mahashivratri</li> |
53 | | <li>Holi</li> |
54 | | <li>Ram Navami</li> |
55 | | <li>Mahavir Jayanti</li> |
56 | | <li>Id-E-Milad</li> |
57 | | <li>Maharashtra Day</li> |
58 | | <li>Buddha Pournima</li> |
59 | | <li>Ganesh Chaturthi</li> |
60 | | <li>Dasara</li> |
61 | | <li>Laxmi Puja</li> |
62 | | <li>Bhaubeej</li> |
63 | | <li>Ramzan Id</li> |
64 | | <li>Guru Nanak Jayanti</li> |
65 | | </ul> |
66 | | |
67 | | Note: The holidays Ramzan Id, Bakri Id and Id-E-Milad rely on estimates for 2024-2025. |
68 | | \ingroup calendars |
69 | | */ |
70 | | class India : public Calendar { |
71 | | private: |
72 | | class NseImpl final : public Calendar::WesternImpl { |
73 | | public: |
74 | 0 | std::string name() const override { return "National Stock Exchange of India"; } |
75 | | bool isBusinessDay(const Date&) const override; |
76 | | }; |
77 | | public: |
78 | | enum Market { NSE //!< National Stock Exchange |
79 | | }; |
80 | | India(Market m = NSE); |
81 | | }; |
82 | | |
83 | | } |
84 | | |
85 | | |
86 | | #endif |