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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 newyork.cpp
\brief New York calendar
\fullpath
ql/Calendars/%newyork.cpp
*/
// $Id: newyork.cpp,v 1.8 2002/01/16 14:43:48 nando Exp $
#include <ql/Calendars/newyork.hpp>
namespace QuantLib {
namespace Calendars {
bool NewYork::NYCalendarImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
if ((w == Saturday || w == Sunday)
// New Year's Day (possibly moved to Monday if on Sunday)
|| ((d == 1 || (d == 2 && w == Monday)) && m == January)
// (or to Friday if on Saturday)
|| (d == 31 && w == Friday && m == December)
// Martin Luther King's birthday (third Monday in January)
|| ((d >= 15 && d <= 21) && w == Monday && m == January)
// Washington's birthday (third Monday in February)
|| ((d >= 15 && d <= 21) && w == Monday && m == February)
// Memorial Day (last Monday in May)
|| (d >= 25 && w == Monday && m == May)
// Independence Day (Monday if Sunday or Friday if Saturday)
|| ((d == 4 || (d == 5 && w == Monday) ||
(d == 3 && w == Friday)) && m == July)
// Labor Day (first Monday in September)
|| (d <= 7 && w == Monday && m == September)
// Columbus Day (second Monday in October)
|| ((d >= 8 && d <= 14) && w == Monday && m == October)
// Veteran's Day (Monday if Sunday or Friday if Saturday)
|| ((d == 11 || (d == 12 && w == Monday) ||
(d == 10 && w == Friday)) && m == November)
// Thanksgiving Day (fourth Thursday in November)
|| ((d >= 22 && d <= 28) && w == Thursday && m == November)
// Christmas (Monday if Sunday or Friday if Saturday)
|| ((d == 25 || (d == 26 && w == Monday) ||
(d == 24 && w == Friday)) && m == December))
return false;
return true;
}
}
}
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