/src/quantlib/ql/time/calendars/target.hpp
Line | Count | Source |
1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
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 | | /*! \file target.hpp |
21 | | \brief TARGET calendar |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_target_calendar_h |
25 | | #define quantlib_target_calendar_h |
26 | | |
27 | | #include <ql/time/calendar.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! %TARGET calendar |
32 | | /*! Holidays (see http://www.ecb.int): |
33 | | <ul> |
34 | | <li>Saturdays</li> |
35 | | <li>Sundays</li> |
36 | | <li>New Year's Day, January 1st</li> |
37 | | <li>Good Friday (since 2000)</li> |
38 | | <li>Easter Monday (since 2000)</li> |
39 | | <li>Labour Day, May 1st (since 2000)</li> |
40 | | <li>Christmas, December 25th</li> |
41 | | <li>Day of Goodwill, December 26th (since 2000)</li> |
42 | | <li>December 31st (1998, 1999, and 2001)</li> |
43 | | </ul> |
44 | | |
45 | | \ingroup calendars |
46 | | |
47 | | \test the correctness of the returned results is tested |
48 | | against a list of known holidays. |
49 | | */ |
50 | | class TARGET : public Calendar { |
51 | | private: |
52 | | class Impl final : public Calendar::WesternImpl { |
53 | | public: |
54 | 0 | std::string name() const override { return "TARGET"; } |
55 | | bool isBusinessDay(const Date&) const override; |
56 | | }; |
57 | | public: |
58 | | TARGET(); |
59 | | }; |
60 | | |
61 | | } |
62 | | |
63 | | |
64 | | #endif |