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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003 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
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/reference/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.
*/
#include <ql/Calendars/jointcalendar.hpp>
namespace QuantLib {
JointCalendar::Impl::Impl(const Calendar& c1,
const Calendar& c2,
JointCalendarRule r)
: rule_(r), calendars_(2) {
calendars_[0] = c1;
calendars_[1] = c2;
}
JointCalendar::Impl::Impl(const Calendar& c1,
const Calendar& c2,
const Calendar& c3,
JointCalendarRule r)
: rule_(r), calendars_(3) {
calendars_[0] = c1;
calendars_[1] = c2;
calendars_[2] = c3;
}
JointCalendar::Impl::Impl(const Calendar& c1,
const Calendar& c2,
const Calendar& c3,
const Calendar& c4,
JointCalendarRule r)
: rule_(r), calendars_(4) {
calendars_[0] = c1;
calendars_[1] = c2;
calendars_[2] = c3;
calendars_[3] = c4;
}
std::string JointCalendar::Impl::name() const {
std::string fullName = calendars_.front().name();
std::vector<Calendar>::const_iterator i;
for (i=calendars_.begin()+1; i!=calendars_.end(); ++i)
fullName += " + " + i->name();
return fullName;
}
bool JointCalendar::Impl::isWeekend(Weekday w) const {
std::vector<Calendar>::const_iterator i;
switch (rule_) {
case JoinHolidays:
for (i=calendars_.begin(); i!=calendars_.end(); ++i) {
if (i->isWeekend(w))
return true;
}
return false;
case JoinBusinessDays:
for (i=calendars_.begin(); i!=calendars_.end(); ++i) {
if (!i->isWeekend(w))
return false;
}
return true;
default:
QL_FAIL("unknown joint calendar rule");
}
}
bool JointCalendar::Impl::isBusinessDay(const Date& date) const {
std::vector<Calendar>::const_iterator i;
switch (rule_) {
case JoinHolidays:
for (i=calendars_.begin(); i!=calendars_.end(); ++i) {
if (i->isHoliday(date))
return false;
}
return true;
case JoinBusinessDays:
for (i=calendars_.begin(); i!=calendars_.end(); ++i) {
if (i->isBusinessDay(date))
return true;
}
return false;
default:
QL_FAIL("unknown joint calendar rule");
}
}
JointCalendar::JointCalendar(const Calendar& c1,
const Calendar& c2,
JointCalendarRule r)
: Calendar(boost::shared_ptr<Calendar::Impl>(
new JointCalendar::Impl(c1,c2,r))) {}
JointCalendar::JointCalendar(const Calendar& c1,
const Calendar& c2,
const Calendar& c3,
JointCalendarRule r)
: Calendar(boost::shared_ptr<Calendar::Impl>(
new JointCalendar::Impl(c1,c2,c3,r))) {}
JointCalendar::JointCalendar(const Calendar& c1,
const Calendar& c2,
const Calendar& c3,
const Calendar& c4,
JointCalendarRule r)
: Calendar(boost::shared_ptr<Calendar::Impl>(
new JointCalendar::Impl(c1,c2,c3,c4,r))) {}
}
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