/src/quantlib/ql/time/calendars/italy.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 StatPro Italia 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 | | #include <ql/time/calendars/italy.hpp> |
21 | | #include <ql/errors.hpp> |
22 | | |
23 | | namespace QuantLib { |
24 | | |
25 | 0 | Italy::Italy(Italy::Market market) { |
26 | | // all calendar instances on the same market share the same |
27 | | // implementation instance |
28 | 0 | static ext::shared_ptr<Calendar::Impl> settlementImpl( |
29 | 0 | new Italy::SettlementImpl); |
30 | 0 | static ext::shared_ptr<Calendar::Impl> exchangeImpl( |
31 | 0 | new Italy::ExchangeImpl); |
32 | 0 | switch (market) { |
33 | 0 | case Settlement: |
34 | 0 | impl_ = settlementImpl; |
35 | 0 | break; |
36 | 0 | case Exchange: |
37 | 0 | impl_ = exchangeImpl; |
38 | 0 | break; |
39 | 0 | default: |
40 | 0 | QL_FAIL("unknown market"); |
41 | 0 | } |
42 | 0 | } |
43 | | |
44 | | |
45 | 0 | bool Italy::SettlementImpl::isBusinessDay(const Date& date) const { |
46 | 0 | Weekday w = date.weekday(); |
47 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
48 | 0 | Month m = date.month(); |
49 | 0 | Year y = date.year(); |
50 | 0 | Day em = easterMonday(y); |
51 | 0 | if (isWeekend(w) |
52 | | // New Year's Day |
53 | 0 | || (d == 1 && m == January) |
54 | | // Epiphany |
55 | 0 | || (d == 6 && m == January) |
56 | | // Easter Monday |
57 | 0 | || (dd == em) |
58 | | // Liberation Day |
59 | 0 | || (d == 25 && m == April) |
60 | | // Labour Day |
61 | 0 | || (d == 1 && m == May) |
62 | | // Republic Day |
63 | 0 | || (d == 2 && m == June && y >= 2000) |
64 | | // Assumption |
65 | 0 | || (d == 15 && m == August) |
66 | | // All Saints' Day |
67 | 0 | || (d == 1 && m == November) |
68 | | // Immaculate Conception |
69 | 0 | || (d == 8 && m == December) |
70 | | // Christmas |
71 | 0 | || (d == 25 && m == December) |
72 | | // St. Stephen |
73 | 0 | || (d == 26 && m == December) |
74 | | // December 31st, 1999 only |
75 | 0 | || (d == 31 && m == December && y == 1999)) |
76 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
77 | 0 | return true; |
78 | 0 | } |
79 | | |
80 | | |
81 | 0 | bool Italy::ExchangeImpl::isBusinessDay(const Date& date) const { |
82 | 0 | Weekday w = date.weekday(); |
83 | 0 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
84 | 0 | Month m = date.month(); |
85 | 0 | Year y = date.year(); |
86 | 0 | Day em = easterMonday(y); |
87 | 0 | if (isWeekend(w) |
88 | | // New Year's Day |
89 | 0 | || (d == 1 && m == January) |
90 | | // Good Friday |
91 | 0 | || (dd == em-3) |
92 | | // Easter Monday |
93 | 0 | || (dd == em) |
94 | | // Labour Day |
95 | 0 | || (d == 1 && m == May) |
96 | | // Assumption |
97 | 0 | || (d == 15 && m == August) |
98 | | // Christmas' Eve |
99 | 0 | || (d == 24 && m == December) |
100 | | // Christmas |
101 | 0 | || (d == 25 && m == December) |
102 | | // St. Stephen |
103 | 0 | || (d == 26 && m == December) |
104 | | // New Year's Eve |
105 | 0 | || (d == 31 && m == December)) |
106 | 0 | return false; // NOLINT(readability-simplify-boolean-expr) |
107 | 0 | return true; |
108 | 0 | } |
109 | | |
110 | | } |
111 | | |