/src/quantlib/ql/time/calendars/argentina.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 | | |
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 | | /*! \file argentina.hpp |
21 | | \brief Argentinian calendars |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_argentinian_calendar_hpp |
25 | | #define quantlib_argentinian_calendar_hpp |
26 | | |
27 | | #include <ql/time/calendar.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! Argentinian calendars |
32 | | /*! Holidays for the Buenos Aires stock exchange |
33 | | (data from <http://www.merval.sba.com.ar/>): |
34 | | <ul> |
35 | | <li>Saturdays</li> |
36 | | <li>Sundays</li> |
37 | | <li>New Year's Day, January 1st</li> |
38 | | <li>Holy Thursday</li> |
39 | | <li>Good Friday</li> |
40 | | <li>Labour Day, May 1st</li> |
41 | | <li>May Revolution, May 25th</li> |
42 | | <li>Death of General Manuel Belgrano, third Monday of June</li> |
43 | | <li>Independence Day, July 9th</li> |
44 | | <li>Death of General José de San Martín, third Monday of August</li> |
45 | | <li>Columbus Day, October 12th (moved to preceding Monday if |
46 | | on Tuesday or Wednesday and to following if on Thursday |
47 | | or Friday)</li> |
48 | | <li>Immaculate Conception, December 8th</li> |
49 | | <li>Christmas Eve, December 24th</li> |
50 | | <li>New Year's Eve, December 31th</li> |
51 | | </ul> |
52 | | |
53 | | \ingroup calendars |
54 | | */ |
55 | | class Argentina : public Calendar { |
56 | | private: |
57 | | class MervalImpl final : public Calendar::WesternImpl { |
58 | | public: |
59 | 0 | std::string name() const override { return "Buenos Aires stock exchange"; } |
60 | | bool isBusinessDay(const Date&) const override; |
61 | | }; |
62 | | public: |
63 | | enum Market { Merval //!< Buenos Aires stock exchange calendar |
64 | | }; |
65 | | Argentina(Market m = Merval); |
66 | | }; |
67 | | |
68 | | } |
69 | | |
70 | | |
71 | | #endif |