/src/quantlib/ql/time/calendars/canada.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
5 | | Copyright (C) 2007 StatPro Italia srl |
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 canada.hpp |
22 | | \brief Canadian calendar |
23 | | */ |
24 | | |
25 | | #ifndef quantlib_canadian_calendar_hpp |
26 | | #define quantlib_canadian_calendar_hpp |
27 | | |
28 | | #include <ql/time/calendar.hpp> |
29 | | |
30 | | namespace QuantLib { |
31 | | |
32 | | //! Canadian calendar |
33 | | /*! Banking holidays |
34 | | (data from <http://www.bankofcanada.ca/en/about/holiday.html>): |
35 | | <ul> |
36 | | <li>Saturdays</li> |
37 | | <li>Sundays</li> |
38 | | <li>New Year's Day, January 1st (possibly moved to Monday)</li> |
39 | | <li>Family Day, third Monday of February (since 2008)</li> |
40 | | <li>Good Friday</li> |
41 | | <li>Victoria Day, the Monday on or preceding May 24th</li> |
42 | | <li>Canada Day, July 1st (possibly moved to Monday)</li> |
43 | | <li>Provincial Holiday, first Monday of August</li> |
44 | | <li>Labour Day, first Monday of September</li> |
45 | | <li>National Day for Truth and Reconciliation, September 30th (possibly moved to Monday)</li> |
46 | | <li>Thanksgiving Day, second Monday of October</li> |
47 | | <li>Remembrance Day, November 11th (possibly moved to Monday)</li> |
48 | | <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li> |
49 | | <li>Boxing Day, December 26th (possibly moved to Monday or |
50 | | Tuesday)</li> |
51 | | </ul> |
52 | | |
53 | | Holidays for the Toronto stock exchange |
54 | | (data from <http://www.tsx.com/en/about_tsx/market_hours.html>): |
55 | | <ul> |
56 | | <li>Saturdays</li> |
57 | | <li>Sundays</li> |
58 | | <li>New Year's Day, January 1st (possibly moved to Monday)</li> |
59 | | <li>Family Day, third Monday of February (since 2008)</li> |
60 | | <li>Good Friday</li> |
61 | | <li>Victoria Day, the Monday on or preceding May 24th</li> |
62 | | <li>Canada Day, July 1st (possibly moved to Monday)</li> |
63 | | <li>Provincial Holiday, first Monday of August</li> |
64 | | <li>Labour Day, first Monday of September</li> |
65 | | <li>Thanksgiving Day, second Monday of October</li> |
66 | | <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li> |
67 | | <li>Boxing Day, December 26th (possibly moved to Monday or |
68 | | Tuesday)</li> |
69 | | </ul> |
70 | | |
71 | | \ingroup calendars |
72 | | */ |
73 | | class Canada : public Calendar { |
74 | | private: |
75 | | class SettlementImpl final : public Calendar::WesternImpl { |
76 | | public: |
77 | 190 | std::string name() const override { return "Canada"; } |
78 | | bool isBusinessDay(const Date&) const override; |
79 | | }; |
80 | | class TsxImpl final : public Calendar::WesternImpl { |
81 | | public: |
82 | 0 | std::string name() const override { return "TSX"; } |
83 | | bool isBusinessDay(const Date&) const override; |
84 | | }; |
85 | | public: |
86 | | enum Market { Settlement, //!< generic settlement calendar |
87 | | TSX //!< Toronto stock exchange calendar |
88 | | }; |
89 | | Canada(Market market = Settlement); |
90 | | }; |
91 | | |
92 | | } |
93 | | |
94 | | |
95 | | #endif |