/src/quantlib/ql/time/calendars/hongkong.cpp
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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, 2009, 2010, 2011 StatPro Italia srl |
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 | | #include <ql/time/calendars/hongkong.hpp> |
22 | | #include <ql/errors.hpp> |
23 | | |
24 | | namespace QuantLib { |
25 | | |
26 | 0 | HongKong::HongKong(Market m) { |
27 | | // all calendar instances share the same implementation instance |
28 | 0 | static ext::shared_ptr<Calendar::Impl> impl(new HongKong::HkexImpl); |
29 | 0 | switch (m) { |
30 | 0 | case HKEx: |
31 | 0 | impl_ = impl; |
32 | 0 | break; |
33 | 0 | default: |
34 | 0 | QL_FAIL("unknown market"); |
35 | 0 | } |
36 | 0 | } |
37 | | |
38 | 0 | bool HongKong::HkexImpl::isBusinessDay(const Date& date) const { |
39 | 0 | Weekday w = date.weekday(); |
40 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
41 | 0 | Month m = date.month(); |
42 | 0 | Year y = date.year(); |
43 | 0 | Day em = easterMonday(y); |
44 | |
|
45 | 0 | if (isWeekend(w) |
46 | | // New Year's Day |
47 | 0 | || ((d == 1 || ((d == 2) && w == Monday)) |
48 | 0 | && m == January) |
49 | | // Good Friday |
50 | 0 | || (dd == em-3) |
51 | | // Easter Monday |
52 | 0 | || (dd == em) |
53 | | // Labor Day |
54 | 0 | || ((d == 1 || ((d == 2) && w == Monday)) && m == May) |
55 | | // SAR Establishment Day |
56 | 0 | || ((d == 1 || ((d == 2) && w == Monday)) && m == July) |
57 | | // National Day |
58 | 0 | || ((d == 1 || ((d == 2) && w == Monday)) |
59 | 0 | && m == October) |
60 | | // Christmas Day |
61 | 0 | || (d == 25 && m == December) |
62 | | // Boxing Day |
63 | 0 | || (d == 26 && m == December) |
64 | 0 | ) |
65 | 0 | return false; |
66 | | |
67 | 0 | if (y == 2004) { |
68 | 0 | if (// Lunar New Year |
69 | 0 | ((d==22 || d==23 || d==24) && m == January) |
70 | | // Ching Ming Festival |
71 | 0 | || (d == 5 && m == April) |
72 | | // Buddha's birthday |
73 | 0 | || (d == 26 && m == May) |
74 | | // Tuen Ng festival |
75 | 0 | || (d == 22 && m == June) |
76 | | // Mid-autumn festival |
77 | 0 | || (d == 29 && m == September) |
78 | | // Chung Yeung |
79 | 0 | || (d == 22 && m == October)) |
80 | 0 | return false; |
81 | 0 | } |
82 | | |
83 | 0 | if (y == 2005) { |
84 | 0 | if (// Lunar New Year |
85 | 0 | ((d==9 || d==10 || d==11) && m == February) |
86 | | // Ching Ming Festival |
87 | 0 | || (d == 5 && m == April) |
88 | | // Buddha's birthday |
89 | 0 | || (d == 16 && m == May) |
90 | | // Tuen Ng festival |
91 | 0 | || (d == 11 && m == June) |
92 | | // Mid-autumn festival |
93 | 0 | || (d == 19 && m == September) |
94 | | // Chung Yeung festival |
95 | 0 | || (d == 11 && m == October)) |
96 | 0 | return false; |
97 | 0 | } |
98 | | |
99 | 0 | if (y == 2006) { |
100 | 0 | if (// Lunar New Year |
101 | 0 | ((d >= 28 && d <= 31) && m == January) |
102 | | // Ching Ming Festival |
103 | 0 | || (d == 5 && m == April) |
104 | | // Buddha's birthday |
105 | 0 | || (d == 5 && m == May) |
106 | | // Tuen Ng festival |
107 | 0 | || (d == 31 && m == May) |
108 | | // Mid-autumn festival |
109 | 0 | || (d == 7 && m == October) |
110 | | // Chung Yeung festival |
111 | 0 | || (d == 30 && m == October)) |
112 | 0 | return false; |
113 | 0 | } |
114 | | |
115 | 0 | if (y == 2007) { |
116 | 0 | if (// Lunar New Year |
117 | 0 | ((d >= 17 && d <= 20) && m == February) |
118 | | // Ching Ming Festival |
119 | 0 | || (d == 5 && m == April) |
120 | | // Buddha's birthday |
121 | 0 | || (d == 24 && m == May) |
122 | | // Tuen Ng festival |
123 | 0 | || (d == 19 && m == June) |
124 | | // Mid-autumn festival |
125 | 0 | || (d == 26 && m == September) |
126 | | // Chung Yeung festival |
127 | 0 | || (d == 19 && m == October)) |
128 | 0 | return false; |
129 | 0 | } |
130 | | |
131 | 0 | if (y == 2008) { |
132 | 0 | if (// Lunar New Year |
133 | 0 | ((d >= 7 && d <= 9) && m == February) |
134 | | // Ching Ming Festival |
135 | 0 | || (d == 4 && m == April) |
136 | | // Buddha's birthday |
137 | 0 | || (d == 12 && m == May) |
138 | | // Tuen Ng festival |
139 | 0 | || (d == 9 && m == June) |
140 | | // Mid-autumn festival |
141 | 0 | || (d == 15 && m == September) |
142 | | // Chung Yeung festival |
143 | 0 | || (d == 7 && m == October)) |
144 | 0 | return false; |
145 | 0 | } |
146 | | |
147 | 0 | if (y == 2009) { |
148 | 0 | if (// Lunar New Year |
149 | 0 | ((d >= 26 && d <= 28) && m == January) |
150 | | // Ching Ming Festival |
151 | 0 | || (d == 4 && m == April) |
152 | | // Buddha's birthday |
153 | 0 | || (d == 2 && m == May) |
154 | | // Tuen Ng festival |
155 | 0 | || (d == 28 && m == May) |
156 | | // Mid-autumn festival |
157 | 0 | || (d == 3 && m == October) |
158 | | // Chung Yeung festival |
159 | 0 | || (d == 26 && m == October)) |
160 | 0 | return false; |
161 | 0 | } |
162 | | |
163 | 0 | if (y == 2010) { |
164 | 0 | if (// Lunar New Year |
165 | 0 | ((d == 15 || d == 16) && m == February) |
166 | | // Ching Ming Festival |
167 | 0 | || (d == 6 && m == April) |
168 | | // Buddha's birthday |
169 | 0 | || (d == 21 && m == May) |
170 | | // Tuen Ng festival |
171 | 0 | || (d == 16 && m == June) |
172 | | // Mid-autumn festival |
173 | 0 | || (d == 23 && m == September)) |
174 | 0 | return false; |
175 | 0 | } |
176 | | |
177 | 0 | if (y == 2011) { |
178 | 0 | if (// Lunar New Year |
179 | 0 | ((d == 3 || d == 4) && m == February) |
180 | | // Ching Ming Festival |
181 | 0 | || (d == 5 && m == April) |
182 | | // Buddha's birthday |
183 | 0 | || (d == 10 && m == May) |
184 | | // Tuen Ng festival |
185 | 0 | || (d == 6 && m == June) |
186 | | // Mid-autumn festival |
187 | 0 | || (d == 13 && m == September) |
188 | | // Chung Yeung festival |
189 | 0 | || (d == 5 && m == October) |
190 | | // Second day after Christmas |
191 | 0 | || (d == 27 && m == December)) |
192 | 0 | return false; |
193 | 0 | } |
194 | | |
195 | 0 | if (y == 2012) { |
196 | 0 | if (// Lunar New Year |
197 | 0 | (d >= 23 && d <= 25 && m == January) |
198 | | // Ching Ming Festival |
199 | 0 | || (d == 4 && m == April) |
200 | | // Buddha's birthday |
201 | 0 | || (d == 10 && m == May) |
202 | | // Mid-autumn festival |
203 | 0 | || (d == 1 && m == October) |
204 | | // Chung Yeung festival |
205 | 0 | || (d == 23 && m == October)) |
206 | 0 | return false; |
207 | 0 | } |
208 | | |
209 | 0 | if (y == 2013) { |
210 | 0 | if (// Lunar New Year |
211 | 0 | (d >= 11 && d <= 13 && m == February) |
212 | | // Ching Ming Festival |
213 | 0 | || (d == 4 && m == April) |
214 | | // Buddha's birthday |
215 | 0 | || (d == 17 && m == May) |
216 | | // Tuen Ng festival |
217 | 0 | || (d == 12 && m == June) |
218 | | // Mid-autumn festival |
219 | 0 | || (d == 20 && m == September) |
220 | | // Chung Yeung festival |
221 | 0 | || (d == 14 && m == October)) |
222 | 0 | return false; |
223 | 0 | } |
224 | | |
225 | 0 | if (y == 2014) { |
226 | 0 | if (// Lunar New Year |
227 | 0 | ((d == 31 && m == January) || (d <= 3 && m == February)) |
228 | | // Buddha's birthday |
229 | 0 | || (d == 6 && m == May) |
230 | | // Tuen Ng festival |
231 | 0 | || (d == 2 && m == June) |
232 | | // Mid-autumn festival |
233 | 0 | || (d == 9 && m == September) |
234 | | // Chung Yeung festival |
235 | 0 | || (d == 2 && m == October)) |
236 | 0 | return false; |
237 | 0 | } |
238 | | |
239 | 0 | if (y == 2015) { |
240 | 0 | if (// Lunar New Year |
241 | 0 | ((d == 19 && m == February) || (d == 20 && m == February)) |
242 | | // The day following Easter Monday |
243 | 0 | || (d == 7 && m == April) |
244 | | // Buddha's birthday |
245 | 0 | || (d == 25 && m == May) |
246 | | // Tuen Ng festival |
247 | 0 | || (d == 20 && m == June) |
248 | | // The 70th anniversary day of the victory of the Chinese |
249 | | // people's war of resistance against Japanese aggression |
250 | 0 | || (d == 3 && m == September) |
251 | | // Mid-autumn festival |
252 | 0 | || (d == 28 && m == September) |
253 | | // Chung Yeung festival |
254 | 0 | || (d == 21 && m == October)) |
255 | 0 | return false; |
256 | 0 | } |
257 | | |
258 | 0 | if (y == 2016) { |
259 | 0 | if (// Lunar New Year |
260 | 0 | ((d >= 8 && d <= 10) && m == February) |
261 | | // Ching Ming Festival |
262 | 0 | || (d == 4 && m == April) |
263 | | // Tuen Ng festival |
264 | 0 | || (d == 9 && m == June) |
265 | | // Mid-autumn festival |
266 | 0 | || (d == 16 && m == September) |
267 | | // Chung Yeung festival |
268 | 0 | || (d == 10 && m == October) |
269 | | // Second day after Christmas |
270 | 0 | || (d == 27 && m == December)) |
271 | 0 | return false; |
272 | 0 | } |
273 | | |
274 | 0 | if (y == 2017) { |
275 | 0 | if (// Lunar New Year |
276 | 0 | ((d == 30 || d == 31) && m == January) |
277 | | // Ching Ming Festival |
278 | 0 | || (d == 4 && m == April) |
279 | | // Buddha's birthday |
280 | 0 | || (d == 3 && m == May) |
281 | | // Tuen Ng festival |
282 | 0 | || (d == 30 && m == May) |
283 | | // Mid-autumn festival |
284 | 0 | || (d == 5 && m == October)) |
285 | 0 | return false; |
286 | 0 | } |
287 | | |
288 | 0 | if (y == 2018) { |
289 | 0 | if (// Lunar New Year |
290 | 0 | ((d == 16 && m == February) || (d == 19 && m == February)) |
291 | | // Ching Ming Festival |
292 | 0 | || (d == 5 && m == April) |
293 | | // Buddha's birthday |
294 | 0 | || (d == 22 && m == May) |
295 | | // Tuen Ng festival |
296 | 0 | || (d == 18 && m == June) |
297 | | // Mid-autumn festival |
298 | 0 | || (d == 25 && m == September) |
299 | | // Chung Yeung festival |
300 | 0 | || (d == 17 && m == October)) |
301 | 0 | return false; |
302 | 0 | } |
303 | | |
304 | 0 | if (y == 2019) { |
305 | 0 | if (// Lunar New Year |
306 | 0 | ((d >= 5 && d <= 7) && m == February) |
307 | | // Ching Ming Festival |
308 | 0 | || (d == 5 && m == April) |
309 | | // Tuen Ng festival |
310 | 0 | || (d == 7 && m == June) |
311 | | // Chung Yeung festival |
312 | 0 | || (d == 7 && m == October)) |
313 | 0 | return false; |
314 | 0 | } |
315 | | |
316 | 0 | if (y == 2020) { |
317 | 0 | if (// Lunar New Year |
318 | 0 | ((d == 27 || d == 28) && m == January) |
319 | | // Ching Ming Festival |
320 | 0 | || (d == 4 && m == April) |
321 | | // Buddha's birthday |
322 | 0 | || (d == 30 && m == April) |
323 | | // Tuen Ng festival |
324 | 0 | || (d == 25 && m == June) |
325 | | // Mid-autumn festival |
326 | 0 | || (d == 2 && m == October) |
327 | | // Chung Yeung festival |
328 | 0 | || (d == 26 && m == October)) |
329 | 0 | return false; |
330 | 0 | } |
331 | | |
332 | | // data from https://www.hkex.com.hk/-/media/hkex-market/services/circulars-and-notices/participant-and-members-circulars/sehk/2020/ce_sehk_ct_038_2020.pdf |
333 | 0 | if (y == 2021) |
334 | 0 | { |
335 | 0 | if (// Lunar New Year |
336 | 0 | ((d == 12 || d == 15) && m == February) |
337 | | // Ching Ming Festival |
338 | 0 | || (d == 5 && m == April) |
339 | | // Buddha's birthday |
340 | 0 | || (d == 19 && m == May) |
341 | | // Tuen Ng festival |
342 | 0 | || (d == 14 && m == June) |
343 | | // Mid-autumn festival |
344 | 0 | || (d == 22 && m == September) |
345 | | // Chung Yeung festival |
346 | 0 | || (d == 14 && m == October)) |
347 | 0 | return false; |
348 | 0 | } |
349 | | |
350 | | // data from https://www.hkex.com.hk/-/media/HKEX-Market/Services/Circulars-and-Notices/Participant-and-Members-Circulars/SEHK/2021/ce_SEHK_CT_082_2021.pdf |
351 | 0 | if (y == 2022) |
352 | 0 | { |
353 | 0 | if (// Lunar New Year |
354 | 0 | ((d >= 1 && d <= 3) && m == February) |
355 | | // Ching Ming Festival |
356 | 0 | || (d == 5 && m == April) |
357 | | // Buddha's birthday |
358 | 0 | || (d == 9 && m == May) |
359 | | // Tuen Ng festival |
360 | 0 | || (d == 3 && m == June) |
361 | | // Mid-autumn festival |
362 | 0 | || (d == 12 && m == September) |
363 | | // Chung Yeung festival |
364 | 0 | || (d == 4 && m == October)) |
365 | 0 | return false; |
366 | 0 | } |
367 | | |
368 | | // data from https://www.hkex.com.hk/-/media/HKEX-Market/Services/Circulars-and-Notices/Participant-and-Members-Circulars/SEHK/2022/ce_SEHK_CT_058_2022.pdf |
369 | 0 | if (y == 2023) |
370 | 0 | { |
371 | 0 | if (// Lunar New Year |
372 | 0 | ((d >= 23 && d <= 25) && m == January) |
373 | | // Ching Ming Festival |
374 | 0 | || (d == 5 && m == April) |
375 | | // Buddha's birthday |
376 | 0 | || (d == 26 && m == May) |
377 | | // Tuen Ng festival |
378 | 0 | || (d == 22 && m == June) |
379 | | // Chung Yeung festival |
380 | 0 | || (d == 23 && m == October)) |
381 | 0 | return false; |
382 | 0 | } |
383 | | |
384 | | // data from https://www.hkex.com.hk/-/media/HKEX-Market/Services/Circulars-and-Notices/Participant-and-Members-Circulars/SEHK/2023/ce_SEHK_CT_079_2023.pdf |
385 | 0 | if (y == 2024) { |
386 | 0 | if (// Lunar New Year |
387 | 0 | ((d == 12 || d == 13) && m == February) |
388 | | // Ching Ming Festival |
389 | 0 | || (d == 4 && m == April) |
390 | | // Buddha's birthday |
391 | 0 | || (d == 15 && m == May) |
392 | | // Tuen Ng festival |
393 | 0 | || (d == 10 && m == June) |
394 | | // Mid-autumn festival |
395 | 0 | || (d == 18 && m == September) |
396 | | // Chung Yeung festival |
397 | 0 | || (d == 11 && m == October)) |
398 | 0 | return false; |
399 | 0 | } |
400 | | |
401 | | // data from https://www.hkex.com.hk/-/media/HKEX-Market/Services/Circulars-and-Notices/Participant-and-Members-Circulars/SEHK/2024/ce_SEHK_CT_063_2024.pdf |
402 | 0 | if (y == 2025) { |
403 | 0 | if (// Lunar New Year |
404 | 0 | ((d >= 29 && d <= 31) && m == January) |
405 | | // Ching Ming Festival |
406 | 0 | || (d == 4 && m == April) |
407 | | // Buddha's birthday |
408 | 0 | || (d == 5 && m == May) |
409 | | // Mid-autumn festival |
410 | 0 | || (d == 7 && m == October) |
411 | | // Chung Yeung festival |
412 | 0 | || (d == 29 && m == October)) |
413 | 0 | return false; |
414 | 0 | } |
415 | | |
416 | 0 | return true; |
417 | 0 | } |
418 | | |
419 | | } |