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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 toronto.cpp
\brief Toronto calendar
\fullpath
Calendars/%toronto.cpp
*/
// $Id: toronto.cpp,v 1.1 2002/02/15 15:05:07 marmar Exp $
#include <ql/Calendars/toronto.hpp>
namespace QuantLib {
namespace Calendars {
bool Toronto::TorCalendarImpl::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 && w == Monday)) && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// The Monday on or preceding 24 May (Victoria Day)
|| (d > 17 && d <= 24 && w == Monday && m == May)
// July 1st, possibly moved to Monday (Canada Day)
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == July)
// first Monday of August (Provincial Holiday)
|| (d <= 7 && w == Monday && m == August)
// first Monday of September (Labor Day)
|| (d <= 7 && w == Monday && m == September)
// second Monday of October (Thanksgiving Day)
|| (d > 7 && d <= 14 && w == Monday && m == October)
// November 11th (Remembrance Day)
|| ((d == 11 || (d == 12 && w == Monday)) && m == November)
// 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)
)
return false;
return true;
}
}
}
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