/src/quantlib/ql/time/calendars/malaysia.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2026 Lawrenz Law |
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 malaysia.hpp |
21 | | \brief Malaysian calendar |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_malaysia_calendar_hpp |
25 | | #define quantlib_malaysia_calendar_hpp |
26 | | |
27 | | #include <ql/time/calendar.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! Malaysian calendar |
32 | | /*! Holidays for the Kuala Lumpur stock exchange (Bursa Malaysia). |
33 | | |
34 | | Bursa Malaysia observes the federal public holidays gazetted for the |
35 | | Federal Territory of Kuala Lumpur, so state-only holidays (for example |
36 | | Good Friday in Sabah and Sarawak, or the Harvest Festival in Sabah and |
37 | | Labuan) are deliberately not included. |
38 | | |
39 | | Holidays with a fixed date: |
40 | | <ul> |
41 | | <li>Saturdays</li> |
42 | | <li>Sundays</li> |
43 | | <li>New Year's Day, January 1st</li> |
44 | | <li>Federal Territory Day, February 1st</li> |
45 | | <li>Labour Day, May 1st</li> |
46 | | <li>National Day (Hari Merdeka), August 31st</li> |
47 | | <li>Malaysia Day, September 16th (a federal holiday since 2010)</li> |
48 | | <li>Christmas Day, December 25th</li> |
49 | | </ul> |
50 | | |
51 | | Holidays with no fixed rule, tabulated for 2015 to 2027: |
52 | | <ul> |
53 | | <li>Chinese New Year (two days)</li> |
54 | | <li>Thaipusam</li> |
55 | | <li>Wesak Day</li> |
56 | | <li>Deepavali</li> |
57 | | <li>Nuzul Al-Quran</li> |
58 | | <li>Hari Raya Aidilfitri (two days)</li> |
59 | | <li>Hari Raya Haji</li> |
60 | | <li>Awal Muharram</li> |
61 | | <li>Maulidur Rasul</li> |
62 | | <li>Birthday of the Yang di-Pertuan Agong</li> |
63 | | <li>Substitute days granted when a gazetted holiday falls on a Sunday</li> |
64 | | <li>One-off federal holidays (royal installations, the 2018 general |
65 | | election, the 2017 SEA Games)</li> |
66 | | </ul> |
67 | | |
68 | | The Islamic, Chinese and Hindu festivals are set each year by |
69 | | proclamation rather than by calculation, so they are tabulated from the |
70 | | published holiday lists rather than computed. Outside the tabulated |
71 | | range only the fixed-date holidays above are returned. |
72 | | |
73 | | Holiday dates compiled from the gazetted Malaysian public holiday |
74 | | lists published at |
75 | | <https://www.officeholidays.com/countries/malaysia>, cross-checked for |
76 | | 2021-2026 against Google's public Malaysia holiday calendar. They |
77 | | should be verified against the trading calendar published by Bursa |
78 | | Malaysia at <https://www.bursamalaysia.com/> before being relied upon. |
79 | | |
80 | | \ingroup calendars |
81 | | */ |
82 | | class Malaysia : public Calendar { |
83 | | private: |
84 | | class KlseImpl final : public Calendar::WesternImpl { |
85 | | public: |
86 | 0 | std::string name() const override { return "Kuala Lumpur stock exchange"; } |
87 | | bool isBusinessDay(const Date&) const override; |
88 | | }; |
89 | | |
90 | | public: |
91 | | enum Market { |
92 | | KLSE //!< Kuala Lumpur stock exchange (Bursa Malaysia) |
93 | | }; |
94 | | explicit Malaysia(Market m = KLSE); |
95 | | }; |
96 | | |
97 | | } |
98 | | |
99 | | #endif |