/src/quantlib/ql/time/calendars/germany.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2004 Ferdinando Ametrano |
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 germany.hpp |
21 | | \brief German calendars |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_germany_calendar_hpp |
25 | | #define quantlib_germany_calendar_hpp |
26 | | |
27 | | #include <ql/time/calendar.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! German calendars |
32 | | /*! Public holidays: |
33 | | <ul> |
34 | | <li>Saturdays</li> |
35 | | <li>Sundays</li> |
36 | | <li>New Year's Day, January 1st</li> |
37 | | <li>Good Friday</li> |
38 | | <li>Easter Monday</li> |
39 | | <li>Ascension Thursday</li> |
40 | | <li>Whit Monday</li> |
41 | | <li>Corpus Christi</li> |
42 | | <li>Labour Day, May 1st</li> |
43 | | <li>National Day, October 3rd</li> |
44 | | <li>Christmas Eve, December 24th</li> |
45 | | <li>Christmas, December 25th</li> |
46 | | <li>Boxing Day, December 26th</li> |
47 | | </ul> |
48 | | |
49 | | Holidays for the Frankfurt Stock exchange |
50 | | (data from http://deutsche-boerse.com/): |
51 | | <ul> |
52 | | <li>Saturdays</li> |
53 | | <li>Sundays</li> |
54 | | <li>New Year's Day, January 1st</li> |
55 | | <li>Good Friday</li> |
56 | | <li>Easter Monday</li> |
57 | | <li>Labour Day, May 1st</li> |
58 | | <li>Christmas' Eve, December 24th</li> |
59 | | <li>Christmas, December 25th</li> |
60 | | <li>Christmas Holiday, December 26th</li> |
61 | | </ul> |
62 | | |
63 | | Holidays for the Xetra exchange |
64 | | (data from http://deutsche-boerse.com/): |
65 | | <ul> |
66 | | <li>Saturdays</li> |
67 | | <li>Sundays</li> |
68 | | <li>New Year's Day, January 1st</li> |
69 | | <li>Good Friday</li> |
70 | | <li>Easter Monday</li> |
71 | | <li>Labour Day, May 1st</li> |
72 | | <li>Christmas' Eve, December 24th</li> |
73 | | <li>Christmas, December 25th</li> |
74 | | <li>Christmas Holiday, December 26th</li> |
75 | | </ul> |
76 | | |
77 | | Holidays for the Eurex exchange |
78 | | (data from http://www.eurexchange.com/index.html): |
79 | | <ul> |
80 | | <li>Saturdays</li> |
81 | | <li>Sundays</li> |
82 | | <li>New Year's Day, January 1st</li> |
83 | | <li>Good Friday</li> |
84 | | <li>Easter Monday</li> |
85 | | <li>Labour Day, May 1st</li> |
86 | | <li>Christmas' Eve, December 24th</li> |
87 | | <li>Christmas, December 25th</li> |
88 | | <li>Christmas Holiday, December 26th</li> |
89 | | <li>New Year's Eve, December 31st</li> |
90 | | </ul> |
91 | | |
92 | | Holidays for the Euwax exchange |
93 | | (data from http://www.boerse-stuttgart.de): |
94 | | <ul> |
95 | | <li>Saturdays</li> |
96 | | <li>Sundays</li> |
97 | | <li>New Year's Day, January 1st</li> |
98 | | <li>Good Friday</li> |
99 | | <li>Easter Monday</li> |
100 | | <li>Labour Day, May 1st</li> |
101 | | <li>Whit Monday</li> |
102 | | <li>Christmas' Eve, December 24th</li> |
103 | | <li>Christmas, December 25th</li> |
104 | | <li>Christmas Holiday, December 26th</li> |
105 | | </ul> |
106 | | |
107 | | \ingroup calendars |
108 | | |
109 | | \test the correctness of the returned results is tested |
110 | | against a list of known holidays. |
111 | | */ |
112 | | class Germany : public Calendar { |
113 | | private: |
114 | | class SettlementImpl final : public Calendar::WesternImpl { |
115 | | public: |
116 | 0 | std::string name() const override { return "German settlement"; } |
117 | | bool isBusinessDay(const Date&) const override; |
118 | | }; |
119 | | class FrankfurtStockExchangeImpl final : public Calendar::WesternImpl { |
120 | | public: |
121 | 0 | std::string name() const override { return "Frankfurt stock exchange"; } |
122 | | bool isBusinessDay(const Date&) const override; |
123 | | }; |
124 | | class XetraImpl final : public Calendar::WesternImpl { |
125 | | public: |
126 | 0 | std::string name() const override { return "Xetra"; } |
127 | | bool isBusinessDay(const Date&) const override; |
128 | | }; |
129 | | class EurexImpl final : public Calendar::WesternImpl { |
130 | | public: |
131 | 0 | std::string name() const override { return "Eurex"; } |
132 | | bool isBusinessDay(const Date&) const override; |
133 | | }; |
134 | | class EuwaxImpl final : public Calendar::WesternImpl { |
135 | | public: |
136 | 0 | std::string name() const override { return "Euwax"; } |
137 | | bool isBusinessDay(const Date&) const override; |
138 | | }; |
139 | | |
140 | | public: |
141 | | //! German calendars |
142 | | enum Market { Settlement, //!< generic settlement calendar |
143 | | FrankfurtStockExchange, //!< Frankfurt stock-exchange |
144 | | Xetra, //!< Xetra |
145 | | Eurex, //!< Eurex |
146 | | Euwax //!< Euwax |
147 | | }; |
148 | | Germany(Market market = FrankfurtStockExchange); |
149 | | }; |
150 | | |
151 | | } |
152 | | |
153 | | |
154 | | #endif |