/src/quantlib/ql/time/calendars/japan.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2000-2003 RiskMap srl |
5 | | Copyright (C) 2003 Kawanishi Tomoya |
6 | | Copyright (C) 2016, 2019, 2020 Eisuke Tani |
7 | | |
8 | | This file is part of QuantLib, a free-software/open-source library |
9 | | for financial quantitative analysts and developers - http://quantlib.org/ |
10 | | |
11 | | QuantLib is free software: you can redistribute it and/or modify it |
12 | | under the terms of the QuantLib license. You should have received a |
13 | | copy of the license along with this program; if not, please email |
14 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
15 | | <https://www.quantlib.org/license.shtml>. |
16 | | |
17 | | This program is distributed in the hope that it will be useful, but WITHOUT |
18 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
19 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
20 | | */ |
21 | | |
22 | | #include <ql/time/calendars/japan.hpp> |
23 | | |
24 | | namespace QuantLib { |
25 | | |
26 | 0 | Japan::Japan() { |
27 | | // all calendar instances share the same implementation instance |
28 | 0 | static ext::shared_ptr<Calendar::Impl> impl(new Japan::Impl); |
29 | 0 | impl_ = impl; |
30 | 0 | } |
31 | | |
32 | 0 | bool Japan::Impl::isWeekend(Weekday w) const { |
33 | 0 | return w == Saturday || w == Sunday; |
34 | 0 | } |
35 | | |
36 | 0 | bool Japan::Impl::isBusinessDay(const Date& date) const { |
37 | 0 | Weekday w = date.weekday(); |
38 | 0 | Day d = date.dayOfMonth(); |
39 | 0 | Month m = date.month(); |
40 | 0 | Year y = date.year(); |
41 | | // equinox calculation |
42 | 0 | const Time exact_vernal_equinox_time = 20.69115; |
43 | 0 | const Time exact_autumnal_equinox_time = 23.09; |
44 | 0 | const Time diff_per_year = 0.242194; |
45 | 0 | const Time moving_amount = (y-2000)*diff_per_year; |
46 | 0 | Integer number_of_leap_years = (y-2000)/4+(y-2000)/100-(y-2000)/400; |
47 | 0 | Day ve = // vernal equinox day |
48 | 0 | Day(exact_vernal_equinox_time |
49 | 0 | + moving_amount - number_of_leap_years); |
50 | 0 | Day ae = // autumnal equinox day |
51 | 0 | Day(exact_autumnal_equinox_time |
52 | 0 | + moving_amount - number_of_leap_years); |
53 | | // checks |
54 | 0 | if (isWeekend(w) |
55 | | // New Year's Day |
56 | 0 | || (d == 1 && m == January) |
57 | | // Bank Holiday |
58 | 0 | || (d == 2 && m == January) |
59 | | // Bank Holiday |
60 | 0 | || (d == 3 && m == January) |
61 | | // Coming of Age Day (2nd Monday in January), |
62 | | // was January 15th until 2000 |
63 | 0 | || (w == Monday && (d >= 8 && d <= 14) && m == January |
64 | 0 | && y >= 2000) |
65 | 0 | || ((d == 15 || (d == 16 && w == Monday)) && m == January |
66 | 0 | && y < 2000) |
67 | | // National Foundation Day |
68 | 0 | || ((d == 11 || (d == 12 && w == Monday)) && m == February) |
69 | | // Emperor's Birthday (Emperor Naruhito) |
70 | 0 | || ((d == 23 || (d == 24 && w == Monday)) && m == February |
71 | 0 | && y >= 2020) |
72 | | // Emperor's Birthday (Emperor Akihito) |
73 | 0 | || ((d == 23 || (d == 24 && w == Monday)) && m == December |
74 | 0 | && (y >= 1989 && y < 2019)) |
75 | | // Vernal Equinox |
76 | 0 | || ((d == ve || (d == ve+1 && w == Monday)) && m == March) |
77 | | // Greenery Day |
78 | 0 | || ((d == 29 || (d == 30 && w == Monday)) && m == April) |
79 | | // Constitution Memorial Day |
80 | 0 | || (d == 3 && m == May) |
81 | | // Holiday for a Nation |
82 | 0 | || (d == 4 && m == May) |
83 | | // Children's Day |
84 | 0 | || (d == 5 && m == May) |
85 | | // any of the three above observed later if on Saturday or Sunday |
86 | 0 | || (d == 6 && m == May |
87 | 0 | && (w == Monday || w == Tuesday || w == Wednesday)) |
88 | | // Marine Day (3rd Monday in July), |
89 | | // was July 20th until 2003, not a holiday before 1996, |
90 | | // July 23rd in 2020 due to Olympics games |
91 | | // July 22nd in 2021 due to Olympics games |
92 | 0 | || (w == Monday && (d >= 15 && d <= 21) && m == July |
93 | 0 | && ((y >= 2003 && y < 2020) || y >= 2022)) |
94 | 0 | || ((d == 20 || (d == 21 && w == Monday)) && m == July |
95 | 0 | && y >= 1996 && y < 2003) |
96 | 0 | || (d == 23 && m == July && y == 2020) |
97 | 0 | || (d == 22 && m == July && y == 2021) |
98 | | // Mountain Day |
99 | | // (moved in 2020 due to Olympics games) |
100 | | // (moved in 2021 due to Olympics games) |
101 | 0 | || ((d == 11 || (d == 12 && w == Monday)) && m == August |
102 | 0 | && ((y >= 2016 && y < 2020) || y >= 2022)) |
103 | 0 | || (d == 10 && m == August && y == 2020) |
104 | 0 | || (d == 9 && m == August && y == 2021) |
105 | | // Respect for the Aged Day (3rd Monday in September), |
106 | | // was September 15th until 2003 |
107 | 0 | || (w == Monday && (d >= 15 && d <= 21) && m == September |
108 | 0 | && y >= 2003) |
109 | 0 | || ((d == 15 || (d == 16 && w == Monday)) && m == September |
110 | 0 | && y < 2003) |
111 | | // If a single day falls between Respect for the Aged Day |
112 | | // and the Autumnal Equinox, it is holiday |
113 | 0 | || (w == Tuesday && d+1 == ae && d >= 16 && d <= 22 |
114 | 0 | && m == September && y >= 2003) |
115 | | // Autumnal Equinox |
116 | 0 | || ((d == ae || (d == ae+1 && w == Monday)) && m == September) |
117 | | // Health and Sports Day (2nd Monday in October), |
118 | | // was October 10th until 2000, |
119 | | // July 24th in 2020 due to Olympics games |
120 | | // July 23rd in 2021 due to Olympics games |
121 | 0 | || (w == Monday && (d >= 8 && d <= 14) && m == October |
122 | 0 | && ((y >= 2000 && y < 2020) || y >= 2022)) |
123 | 0 | || ((d == 10 || (d == 11 && w == Monday)) && m == October |
124 | 0 | && y < 2000) |
125 | 0 | || (d == 24 && m == July && y == 2020) |
126 | 0 | || (d == 23 && m == July && y == 2021) |
127 | | // National Culture Day |
128 | 0 | || ((d == 3 || (d == 4 && w == Monday)) && m == November) |
129 | | // Labor Thanksgiving Day |
130 | 0 | || ((d == 23 || (d == 24 && w == Monday)) && m == November) |
131 | | // Bank Holiday |
132 | 0 | || (d == 31 && m == December) |
133 | | // one-shot holidays |
134 | | // Marriage of Prince Akihito |
135 | 0 | || (d == 10 && m == April && y == 1959) |
136 | | // Rites of Imperial Funeral |
137 | 0 | || (d == 24 && m == February && y == 1989) |
138 | | // Enthronement Ceremony (Emperor Akihito) |
139 | 0 | || (d == 12 && m == November && y == 1990) |
140 | | // Marriage of Prince Naruhito |
141 | 0 | || (d == 9 && m == June && y == 1993) |
142 | | // Special holiday based on Japanese public holidays law |
143 | 0 | || (d == 30 && m == April && y == 2019) |
144 | | // Enthronement Day (Emperor Naruhito) |
145 | 0 | || (d == 1 && m == May && y == 2019) |
146 | | // Special holiday based on Japanese public holidays law |
147 | 0 | || (d == 2 && m == May && y == 2019) |
148 | | // Enthronement Ceremony (Emperor Naruhito) |
149 | 0 | || (d == 22 && m == October && y == 2019)) |
150 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
151 | 0 | return true; |
152 | 0 | } |
153 | | |
154 | | } |