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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
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 ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file london.cpp
\brief London calendar
\fullpath
Calendars/%london.cpp
*/
// $Id: london.cpp,v 1.8 2002/01/16 14:43:48 nando Exp $
#include <ql/Calendars/london.hpp>
namespace QuantLib {
namespace Calendars {
bool London::LonCalendarImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth(), dd = date.dayOfYear();
Month m = date.month();
Year y = date.year();
Day em = easterMonday(y);
if ((w == Saturday || w == Sunday)
// New Year's Day (possibly moved to Monday)
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) &&
m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// first Monday of May (Bank Holiday)
|| (d <= 7 && w == Monday && m == May)
// last Monday of May or August (Bank Holidays)
|| (d >= 25 && w == Monday && (m == May || m == August))
// Christmas (possibly moved to Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
&& m == December)
// Boxing Day (possibly moved to Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
&& m == December)
// December 31st, 1999 only
|| (d == 31 && m == December && y == 1999))
return false;
return true;
}
}
}
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