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 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

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 Copyright (C) 2004 Ferdinando Ametrano

 Copyright (C) 2017 Peter Caspers

 Copyright (C) 2017 Oleg Kulkov

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 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

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 This program is distributed in the hope that it will be useful, but WITHOUT

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/*! \file unitedstates.hpp

    \brief US calendars

*/

#ifndef quantlib_united_states_calendar_hpp

#define quantlib_united_states_calendar_hpp

#include <ql/time/calendar.hpp>

namespace QuantLib {

    //! United States calendars

    /*! Public holidays (see https://www.opm.gov/policy-data-oversight/pay-leave/federal-holidays):

        <ul>

        <li>Saturdays</li>

        <li>Sundays</li>

        <li>New Year's Day, January 1st (possibly moved to Monday if

            actually on Sunday, or to Friday if on Saturday)</li>

        <li>Martin Luther King's birthday, third Monday in January (since

            1983)</li>

        <li>Presidents' Day (a.k.a. Washington's birthday),

            third Monday in February</li>

        <li>Memorial Day, last Monday in May</li>

        <li>Juneteenth, June 19th (moved to Monday if Sunday or

            Friday if Saturday)</li>

        <li>Independence Day, July 4th (moved to Monday if Sunday or

            Friday if Saturday)</li>

        <li>Labor Day, first Monday in September</li>

        <li>Columbus Day, second Monday in October</li>

        <li>Veterans' Day, November 11th (moved to Monday if Sunday or

            Friday if Saturday)</li>

        <li>Thanksgiving Day, fourth Thursday in November</li>

        <li>Christmas, December 25th (moved to Monday if Sunday or Friday

            if Saturday)</li>

        </ul>

        Note that since 2015 Independence Day only impacts Libor if it

        falls on a  weekday (see <https://www.theice.com/iba/libor>,

        <https://www.theice.com/marketdata/reports/170> and

        <https://www.theice.com/publicdocs/LIBOR_Holiday_Calendar_2015.pdf>

        for the fixing and value date calendars).

        Holidays for the stock exchange (data from http://www.nyse.com):

        <ul>

        <li>Saturdays</li>

        <li>Sundays</li>

        <li>New Year's Day, January 1st (possibly moved to Monday if

            actually on Sunday)</li>

        <li>Martin Luther King's birthday, third Monday in January (since

            1998)</li>

        <li>Presidents' Day (a.k.a. Washington's birthday),

            third Monday in February</li>

        <li>Good Friday</li>

        <li>Memorial Day, last Monday in May</li>

        <li>Independence Day, July 4th (moved to Monday if Sunday or

            Friday if Saturday)</li>

        <li>Labor Day, first Monday in September</li>

        <li>Thanksgiving Day, fourth Thursday in November</li>

        <li>Presidential election day, first Tuesday in November of election

            years (until 1980)</li>

        <li>Christmas, December 25th (moved to Monday if Sunday or Friday

            if Saturday)</li>

        <li>Special historic closings (see

            http://www.nyse.com/pdfs/closings.pdf)</li>

        </ul>

        Holidays for the government bond market (data from

        http://www.bondmarkets.com):

        <ul>

        <li>Saturdays</li>

        <li>Sundays</li>

        <li>New Year's Day, January 1st (possibly moved to Monday if

            actually on Sunday)</li>

        <li>Martin Luther King's birthday, third Monday in January (since

            1983)</li>

        <li>Presidents' Day (a.k.a. Washington's birthday),

            third Monday in February</li>

        <li>Good Friday</li>

        <li>Memorial Day, last Monday in May</li>

        <li>Independence Day, July 4th (moved to Monday if Sunday or

            Friday if Saturday)</li>

        <li>Labor Day, first Monday in September</li>

        <li>Columbus Day, second Monday in October</li>

        <li>Veterans' Day, November 11th (moved to Monday if Sunday or

            Friday if Saturday)</li>

        <li>Thanksgiving Day, fourth Thursday in November</li>

        <li>Christmas, December 25th (moved to Monday if Sunday or Friday

            if Saturday)</li>

        </ul>

        Holidays for the North American Energy Reliability Council

        (data from http://www.nerc.com/~oc/offpeaks.html):

        <ul>

        <li>Saturdays</li>

        <li>Sundays</li>

        <li>New Year's Day, January 1st (possibly moved to Monday if

            actually on Sunday)</li>

        <li>Memorial Day, last Monday in May</li>

        <li>Independence Day, July 4th (moved to Monday if Sunday)</li>

        <li>Labor Day, first Monday in September</li>

        <li>Thanksgiving Day, fourth Thursday in November</li>

        <li>Christmas, December 25th (moved to Monday if Sunday)</li>

        </ul>

        Holidays for the Federal Reserve Bankwire System

        (data from https://www.federalreserve.gov/aboutthefed/k8.htm

        and https://www.frbservices.org/about/holiday-schedules):

         <ul>

        <li>Saturdays</li>

        <li>Sundays</li>

        <li>New Year's Day, January 1st (possibly moved to Monday if

            actually on Sunday)</li>

        <li>Martin Luther King's birthday, third Monday in January (since

            1983)</li>

        <li>Presidents' Day (a.k.a. Washington's birthday),

            third Monday in February</li>

        <li>Memorial Day, last Monday in May</li>

        <li>Juneteenth, June 19th (moved to Monday if Sunday)</li>

        <li>Independence Day, July 4th (moved to Monday if Sunday)</li>

        <li>Labor Day, first Monday in September</li>

        <li>Columbus Day, second Monday in October</li>

        <li>Veterans' Day, November 11th (moved to Monday if Sunday)</li>

        <li>Thanksgiving Day, fourth Thursday in November</li>

        <li>Christmas, December 25th (moved to Monday if Sunday)</li>

        </ul>

        \ingroup calendars

        \test the correctness of the returned results is tested

              against a list of known holidays.

    */

    class UnitedStates : public Calendar {

      private:

        class SettlementImpl : public Calendar::WesternImpl {

          public:

            std::string name() const override { return "US settlement"; }

            bool isBusinessDay(const Date&) const override;

        };

        class LiborImpactImpl final : public SettlementImpl {

          public:

            std::string name() const override { return "US with Libor impact"; }

            bool isBusinessDay(const Date&) const override;

        };

        class NyseImpl final : public Calendar::WesternImpl {

          public:

            std::string name() const override { return "New York stock exchange"; }

            bool isBusinessDay(const Date&) const override;

        };

        class GovernmentBondImpl : public Calendar::WesternImpl {

          public:

            std::string name() const override { return "US government bond market"; }

            bool isBusinessDay(const Date&) const override;

        };

        class SofrImpl final : public GovernmentBondImpl {

          public:

            std::string name() const override { return "SOFR fixing calendar"; }

            bool isBusinessDay(const Date&) const override;

        };

        class NercImpl final : public Calendar::WesternImpl {

          public:

            std::string name() const override {

                return "North American Energy Reliability Council";

            }

            bool isBusinessDay(const Date&) const override;

        };

        class FederalReserveImpl final : public Calendar::WesternImpl {

          public:

            std::string name() const override { return "Federal Reserve Bankwire System"; }

            bool isBusinessDay(const Date&) const override;

        };

      public:

        //! US calendars

        enum Market { Settlement,     //!< generic settlement calendar

                      NYSE,           //!< New York stock exchange calendar

                      GovernmentBond, //!< government-bond calendar

                      NERC,           //!< off-peak days for NERC

                      LiborImpact,    //!< Libor impact calendar

                      FederalReserve, //!< Federal Reserve Bankwire System

                      SOFR            //!< SOFR fixing calendar

        };

        explicit UnitedStates(Market market);

    };

}

#endif