/src/quantlib/ql/time/calendars/southkorea.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) 2007 StatPro Italia srl |
6 | | Copyright (C) 2008 Charles Chongseok Hyun |
7 | | Copyright (C) 2015 Riccardo Barone |
8 | | |
9 | | This file is part of QuantLib, a free-software/open-source library |
10 | | for financial quantitative analysts and developers - http://quantlib.org/ |
11 | | |
12 | | QuantLib is free software: you can redistribute it and/or modify it |
13 | | under the terms of the QuantLib license. You should have received a |
14 | | copy of the license along with this program; if not, please email |
15 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
16 | | <https://www.quantlib.org/license.shtml>. |
17 | | |
18 | | This program is distributed in the hope that it will be useful, but WITHOUT |
19 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
20 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
21 | | */ |
22 | | |
23 | | /*! \file southkorea.hpp |
24 | | \brief South Korean calendars |
25 | | */ |
26 | | |
27 | | #ifndef quantlib_south_korean_calendar_hpp |
28 | | #define quantlib_south_korean_calendar_hpp |
29 | | |
30 | | #include <ql/time/calendar.hpp> |
31 | | |
32 | | namespace QuantLib { |
33 | | |
34 | | //! South Korean calendars |
35 | | /*! Public holidays: |
36 | | <ul> |
37 | | <li>Saturdays</li> |
38 | | <li>Sundays</li> |
39 | | <li>New Year's Day, January 1st</li> |
40 | | <li>Independence Day, March 1st</li> |
41 | | <li>Arbour Day, April 5th (until 2005)</li> |
42 | | <li>Labour Day, May 1st</li> |
43 | | <li>Children's Day, May 5th</li> |
44 | | <li>Memorial Day, June 6th</li> |
45 | | <li>Constitution Day, July 17th (until 2007)</li> |
46 | | <li>Liberation Day, August 15th</li> |
47 | | <li>National Fondation Day, October 3th</li> |
48 | | <li>Hangeul Day, October 9th (from 2013)</li> |
49 | | <li>Christmas Day, December 25th</li> |
50 | | </ul> |
51 | | |
52 | | Other holidays for which no rule is given |
53 | | (data available for 2004-2050 only:) |
54 | | <ul> |
55 | | <li>Lunar New Year, the last day of the previous lunar year</li> |
56 | | <li>Election Days</li> |
57 | | <li>National Assemblies</li> |
58 | | <li>Presidency</li> |
59 | | <li>Regional Election Days</li> |
60 | | <li>Buddha's birthday</li> |
61 | | <li>Harvest Moon Day</li> |
62 | | </ul> |
63 | | |
64 | | Holidays for the Korea exchange |
65 | | (data from |
66 | | <http://eng.krx.co.kr/> or |
67 | | <http://www.dooriworld.com/daishin/holiday/holiday.html> |
68 | | <https://www.law.go.kr/%EB%B2%95%EB%A0%B9/%EA%B4%80%EA%B3%B5%EC%84%9C%EC%9D%98%20%EA%B3%B5%ED%9C%B4%EC%9D%BC%EC%97%90%20%EA%B4%80%ED%95%9C%20%EA%B7%9C%EC%A0%95>): |
69 | | <ul> |
70 | | <li>Public holidays as listed above</li> |
71 | | <li>Year-end closing</li> |
72 | | <li>Occasional closing days</li> |
73 | | </ul> |
74 | | |
75 | | \ingroup calendars |
76 | | */ |
77 | | class SouthKorea : public Calendar { |
78 | | private: |
79 | | class SettlementImpl : public Calendar::Impl { |
80 | | public: |
81 | 0 | std::string name() const override { return "South-Korean settlement"; } |
82 | | bool isWeekend(Weekday) const override; |
83 | | bool isBusinessDay(const Date&) const override; |
84 | | }; |
85 | | class KrxImpl final : public SettlementImpl { |
86 | | public: |
87 | 0 | std::string name() const override { return "South-Korea exchange"; } |
88 | | bool isBusinessDay(const Date&) const override; |
89 | | }; |
90 | | public: |
91 | | enum Market { Settlement, //!< Public holidays |
92 | | KRX //!< Korea exchange |
93 | | }; |
94 | | SouthKorea(Market m = KRX); |
95 | | }; |
96 | | |
97 | | } |
98 | | |
99 | | |
100 | | #endif |