/src/quantlib/ql/time/calendars/mexico.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2005 StatPro Italia srl |
5 | | Copyright (C) 2024 Skandinaviska Enskilda Banken AB (publ) |
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 | | /*! \file mexico.hpp |
22 | | \brief Mexican calendars |
23 | | */ |
24 | | |
25 | | #ifndef quantlib_mexico_calendar_hpp |
26 | | #define quantlib_mexico_calendar_hpp |
27 | | |
28 | | #include <ql/time/calendar.hpp> |
29 | | |
30 | | namespace QuantLib { |
31 | | |
32 | | //! %Mexican calendars |
33 | | /*! Holidays for the Mexican stock exchange |
34 | | (data from <http://www.bmv.com.mx/>): |
35 | | <ul> |
36 | | <li>Saturdays</li> |
37 | | <li>Sundays</li> |
38 | | <li>New Year's Day, January 1st</li> |
39 | | <li>Constitution Day, first Monday in February |
40 | | (February 5th before 2006)</li> |
41 | | <li>Birthday of Benito Juarez, third Monday in February |
42 | | (March 21st before 2006)</li> |
43 | | <li>Holy Thursday</li> |
44 | | <li>Good Friday</li> |
45 | | <li>Labour Day, May 1st</li> |
46 | | <li>National Day, September 16th</li> |
47 | | <li>Inauguration Day, October 1st, every sixth year starting 2024</li> |
48 | | <li>All Souls Day, November 2nd (bank holiday, not a public one)</li> |
49 | | <li>Revolution Day, third Monday in November |
50 | | (November 20th before 2006)</li> |
51 | | <li>Our Lady of Guadalupe, December 12th</li> |
52 | | <li>Christmas, December 25th</li> |
53 | | </ul> |
54 | | |
55 | | \ingroup calendars |
56 | | */ |
57 | | class Mexico : public Calendar { |
58 | | private: |
59 | | class BmvImpl final : public Calendar::WesternImpl { |
60 | | public: |
61 | 0 | std::string name() const override { return "Mexican stock exchange"; } |
62 | | bool isBusinessDay(const Date&) const override; |
63 | | }; |
64 | | public: |
65 | | enum Market { BMV //!< Mexican stock exchange |
66 | | }; |
67 | | Mexico(Market m = BMV); |
68 | | }; |
69 | | |
70 | | } |
71 | | |
72 | | |
73 | | #endif |