/src/quantlib/ql/time/calendars/singapore.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, 2008, 2009, 2010 StatPro Italia srl |
6 | | Copyright (C) 2024 Skandinaviska Enskilda Banken AB (publ) |
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/singapore.hpp> |
23 | | |
24 | | namespace QuantLib { |
25 | | |
26 | 0 | Singapore::Singapore(Market) { |
27 | | // all calendar instances share the same implementation instance |
28 | 0 | static ext::shared_ptr<Calendar::Impl> impl(new Singapore::SgxImpl); |
29 | 0 | impl_ = impl; |
30 | 0 | } |
31 | | |
32 | 0 | bool Singapore::SgxImpl::isBusinessDay(const Date& date) const { |
33 | 0 | Weekday w = date.weekday(); |
34 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
35 | 0 | Month m = date.month(); |
36 | 0 | Year y = date.year(); |
37 | 0 | Day em = easterMonday(y); |
38 | |
|
39 | 0 | if (isWeekend(w) |
40 | | // New Year's Day |
41 | 0 | || ((d == 1 || (d == 2 && w == Monday)) && m == January) |
42 | | // Good Friday |
43 | 0 | || (dd == em-3) |
44 | | // Labor Day |
45 | 0 | || (d == 1 && m == May) |
46 | | // National Day |
47 | 0 | || ((d == 9 || (d == 10 && w == Monday)) && m == August) |
48 | | // Christmas Day |
49 | 0 | || (d == 25 && m == December) |
50 | | |
51 | | // Chinese New Year |
52 | 0 | || ((d == 22 || d == 23) && m == January && y == 2004) |
53 | 0 | || ((d == 9 || d == 10) && m == February && y == 2005) |
54 | 0 | || ((d == 30 || d == 31) && m == January && y == 2006) |
55 | 0 | || ((d == 19 || d == 20) && m == February && y == 2007) |
56 | 0 | || ((d == 7 || d == 8) && m == February && y == 2008) |
57 | 0 | || ((d == 26 || d == 27) && m == January && y == 2009) |
58 | 0 | || ((d == 15 || d == 16) && m == January && y == 2010) |
59 | 0 | || ((d == 23 || d == 24) && m == January && y == 2012) |
60 | 0 | || ((d == 11 || d == 12) && m == February && y == 2013) |
61 | 0 | || (d == 31 && m == January && y == 2014) |
62 | 0 | || (d == 1 && m == February && y == 2014) |
63 | | |
64 | | // Hari Raya Haji |
65 | 0 | || ((d == 1 || d == 2) && m == February && y == 2004) |
66 | 0 | || (d == 21 && m == January && y == 2005) |
67 | 0 | || (d == 10 && m == January && y == 2006) |
68 | 0 | || (d == 2 && m == January && y == 2007) |
69 | 0 | || (d == 20 && m == December && y == 2007) |
70 | 0 | || (d == 8 && m == December && y == 2008) |
71 | 0 | || (d == 27 && m == November && y == 2009) |
72 | 0 | || (d == 17 && m == November && y == 2010) |
73 | 0 | || (d == 26 && m == October && y == 2012) |
74 | 0 | || (d == 15 && m == October && y == 2013) |
75 | 0 | || (d == 6 && m == October && y == 2014) |
76 | | |
77 | | // Vesak Poya Day |
78 | 0 | || (d == 2 && m == June && y == 2004) |
79 | 0 | || (d == 22 && m == May && y == 2005) |
80 | 0 | || (d == 12 && m == May && y == 2006) |
81 | 0 | || (d == 31 && m == May && y == 2007) |
82 | 0 | || (d == 18 && m == May && y == 2008) |
83 | 0 | || (d == 9 && m == May && y == 2009) |
84 | 0 | || (d == 28 && m == May && y == 2010) |
85 | 0 | || (d == 5 && m == May && y == 2012) |
86 | 0 | || (d == 24 && m == May && y == 2013) |
87 | 0 | || (d == 13 && m == May && y == 2014) |
88 | | |
89 | | // Deepavali |
90 | 0 | || (d == 11 && m == November && y == 2004) |
91 | 0 | || (d == 8 && m == November && y == 2007) |
92 | 0 | || (d == 28 && m == October && y == 2008) |
93 | 0 | || (d == 16 && m == November && y == 2009) |
94 | 0 | || (d == 5 && m == November && y == 2010) |
95 | 0 | || (d == 13 && m == November && y == 2012) |
96 | 0 | || (d == 2 && m == November && y == 2013) |
97 | 0 | || (d == 23 && m == October && y == 2014) |
98 | | |
99 | | // Diwali |
100 | 0 | || (d == 1 && m == November && y == 2005) |
101 | | |
102 | | // Hari Raya Puasa |
103 | 0 | || ((d == 14 || d == 15) && m == November && y == 2004) |
104 | 0 | || (d == 3 && m == November && y == 2005) |
105 | 0 | || (d == 24 && m == October && y == 2006) |
106 | 0 | || (d == 13 && m == October && y == 2007) |
107 | 0 | || (d == 1 && m == October && y == 2008) |
108 | 0 | || (d == 21 && m == September && y == 2009) |
109 | 0 | || (d == 10 && m == September && y == 2010) |
110 | 0 | || (d == 20 && m == August && y == 2012) |
111 | 0 | || (d == 8 && m == August && y == 2013) |
112 | 0 | || (d == 28 && m == July && y == 2014) |
113 | 0 | ) |
114 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
115 | | |
116 | | // https://api2.sgx.com/sites/default/files/2019-01/2019%20DT%20Calendar.pdf |
117 | 0 | if (y == 2019) |
118 | 0 | { |
119 | 0 | if ( // Chinese New Year |
120 | 0 | ((d == 5 || d == 6) && m == February) |
121 | | // Vesak Poya Day |
122 | 0 | || (d == 20 && m == May) |
123 | | // Hari Raya Puasa |
124 | 0 | || (d == 5 && m == June) |
125 | | // Hari Raya Haji |
126 | 0 | || (d == 12 && m == August) |
127 | | // Deepavali |
128 | 0 | || (d == 28 && m == October) |
129 | 0 | ) |
130 | 0 | return false; |
131 | 0 | } |
132 | | |
133 | | // https://api2.sgx.com/sites/default/files/2020-11/SGX%20Derivatives%20Trading%20Calendar%202020_Dec%20Update_D3.pdf |
134 | 0 | if (y == 2020) |
135 | 0 | { |
136 | 0 | if ( // Chinese New Year |
137 | 0 | (d == 27 && m == January) |
138 | | // Vesak Poya Day |
139 | 0 | || (d == 7 && m == May) |
140 | | // Hari Raya Puasa |
141 | 0 | || (d == 25 && m == May) |
142 | | // Hari Raya Haji |
143 | 0 | || (d == 31 && m == July) |
144 | | // Deepavali |
145 | 0 | || (d == 14 && m == November) |
146 | 0 | ) |
147 | 0 | return false; |
148 | 0 | } |
149 | | |
150 | | // https://api2.sgx.com/sites/default/files/2021-07/SGX_Derivatives%20Trading%20Calendar%202021%20%28Final%20-%20Jul%29.pdf |
151 | 0 | if (y == 2021) |
152 | 0 | { |
153 | 0 | if ( // Chinese New Year |
154 | 0 | (d == 12 && m == February) |
155 | | // Hari Raya Puasa |
156 | 0 | || (d == 13 && m == May) |
157 | | // Vesak Poya Day |
158 | 0 | || (d == 26 && m == May) |
159 | | // Hari Raya Haji |
160 | 0 | || (d == 20 && m == July) |
161 | | // Deepavali |
162 | 0 | || (d == 4 && m == November) |
163 | 0 | ) |
164 | 0 | return false; |
165 | 0 | } |
166 | | |
167 | | // https://api2.sgx.com/sites/default/files/2022-06/DT%20Trading%20Calendar%202022%20%28Final%29.pdf |
168 | 0 | if (y == 2022) |
169 | 0 | { |
170 | 0 | if (// Chinese New Year |
171 | 0 | ((d == 1 || d == 2) && m == February) |
172 | | // Labour Day |
173 | 0 | || (d == 2 && m == May) |
174 | | // Hari Raya Puasa |
175 | 0 | || (d == 3 && m == May) |
176 | | // Vesak Poya Day |
177 | 0 | || (d == 16 && m == May) |
178 | | // Hari Raya Haji |
179 | 0 | || (d == 11 && m == July) |
180 | | // Deepavali |
181 | 0 | || (d == 24 && m == October) |
182 | | // Christmas Day |
183 | 0 | || (d == 26 && m == December) |
184 | 0 | ) |
185 | 0 | return false; |
186 | 0 | } |
187 | | |
188 | | // https://api2.sgx.com/sites/default/files/2023-01/SGX%20Calendar%202023_0.pdf |
189 | 0 | if (y == 2023) |
190 | 0 | { |
191 | 0 | if (// Chinese New Year |
192 | 0 | ((d == 23 || d == 24) && m == January) |
193 | | // Hari Raya Puasa |
194 | 0 | || (d == 22 && m == April) |
195 | | // Vesak Poya Day |
196 | 0 | || (d == 2 && m == June) |
197 | | // Hari Raya Haji |
198 | 0 | || (d == 29 && m == June) |
199 | | // Public holiday on polling day |
200 | 0 | || (d == 1 && m == September) |
201 | | // Deepavali |
202 | 0 | || (d == 13 && m == November)) |
203 | 0 | return false; |
204 | 0 | } |
205 | | // https://api2.sgx.com/sites/default/files/2024-01/SGX%20Calendar%202024_2.pdf |
206 | 0 | if (y == 2024) |
207 | 0 | { |
208 | 0 | if (// Chinese New Year |
209 | 0 | (d == 12 && m == February) |
210 | | // Hari Raya Puasa |
211 | 0 | || (d == 10 && m == April) |
212 | | // Vesak Poya Day |
213 | 0 | || (d == 22 && m == May) |
214 | | // Hari Raya Haji |
215 | 0 | || (d == 17 && m == June) |
216 | | // Deepavali |
217 | 0 | || (d == 31 && m == October)) |
218 | 0 | return false; |
219 | 0 | } |
220 | | |
221 | | // https://api2.sgx.com/sites/default/files/2025-07/DT%20Trading%20Calendar%202025%20%28updated%2031%20Jul%202025%29.pdf |
222 | 0 | if (y == 2025) |
223 | 0 | { |
224 | 0 | if (// Chinese New Year |
225 | 0 | ((d == 29 || d == 30) && m == January) |
226 | | // Hari Raya Puasa |
227 | 0 | || (d == 31 && m == March) |
228 | | // Vesak Poya Day |
229 | 0 | || (d == 12 && m == May) |
230 | | // Deepavali |
231 | 0 | || (d == 20 && m == October)) |
232 | 0 | return false; |
233 | 0 | } |
234 | 0 | return true; |
235 | 0 | } |
236 | | |
237 | | } |
238 | | |