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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 sydney.cpp
\brief Sydney calendar
\fullpath
ql/Calendars/%sydney.cpp
*/
// $Id: sydney.cpp,v 1.1 2002/02/15 16:41:41 marmar Exp $
#include <ql/Calendars/sydney.hpp>
namespace QuantLib {
namespace Calendars {
bool Sydney::SydCalendarImpl::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)
// Australia Day, January 26th (possibly moved to Monday)
|| ((d == 26 || ((d == 27 || d == 28) && w == Monday)) &&
m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// ANZAC Day, April 25th (possibly moved to Monday)
|| ((d == 25 || (d == 26 && w == Monday)) && m == April)
// Queen's Birthday, second Monday in June
|| ((d > 7 && d <= 14) && w == Monday && m == June)
// Bank Holiday, first Monday in August
|| (d <= 7 && w == Monday && m == August)
// Labour Day, first Monday in October
|| (d <= 7 && w == Monday && m == October)
// Christmas, December 25th (possibly Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
&& m == December)
// Boxing Day, December 26th (possibly Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
&& m == December))
return false;
return true;
}
}
}
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