/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2003 RiskMap srl

 Copyright (C) 2007 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file nullcalendar.hpp

    \brief Calendar for reproducing theoretical calculations

*/

#ifndef quantlib_null_calendar_hpp

#define quantlib_null_calendar_hpp

#include <ql/time/calendar.hpp>

namespace QuantLib {

    //! %Calendar for reproducing theoretical calculations.

    /*! This calendar has no holidays. It ensures that dates at

        whole-month distances have the same day of month.

        \ingroup calendars

    */

    class NullCalendar : public Calendar {

      private:

        class Impl final : public Calendar::Impl {

          public:

            std::string name() const override { return "Null"; }

            bool isWeekend(Weekday) const override { return false; }

            bool isBusinessDay(const Date&) const override { return true; }

        };

      public:

        NullCalendar() {

            impl_ = ext::shared_ptr<Calendar::Impl>(new NullCalendar::Impl);

        }

    };

}

#endif