1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
|
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005, 2007 StatPro Italia 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/license.shtml>.
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/time/calendars/india.hpp>
namespace QuantLib {
India::India(Market) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> impl(new India::NseImpl);
impl_ = impl;
}
bool India::NseImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
Day dd = date.dayOfYear();
Day em = easterMonday(y);
if (isWeekend(w)
// Republic Day
|| (d == 26 && m == January)
// Good Friday
|| (dd == em-3)
// Ambedkar Jayanti
|| (d == 14 && m == April)
// Independence Day
|| (d == 15 && m == August)
// Gandhi Jayanti
|| (d == 2 && m == October)
// Christmas
|| (d == 25 && m == December)
)
return false;
if (y == 2005) {
// Moharram, Holi, Maharashtra Day, and Ramzan Id fall
// on Saturday or Sunday in 2005
if (// Bakri Id
(d == 21 && m == January)
// Ganesh Chaturthi
|| (d == 7 && m == September)
// Dasara
|| (d == 12 && m == October)
// Laxmi Puja
|| (d == 1 && m == November)
// Bhaubeej
|| (d == 3 && m == November)
// Guru Nanak Jayanti
|| (d == 15 && m == November)
)
return false;
}
if (y == 2006) {
if (// Bakri Id
(d == 11 && m == January)
// Moharram
|| (d == 9 && m == February)
// Holi
|| (d == 15 && m == March)
// Ram Navami
|| (d == 6 && m == April)
// Mahavir Jayanti
|| (d == 11 && m == April)
// Maharashtra Day
|| (d == 1 && m == May)
// Bhaubeej
|| (d == 24 && m == October)
// Ramzan Id
|| (d == 25 && m == October)
)
return false;
}
if (y == 2007) {
if (// Bakri Id
(d == 1 && m == January)
// Moharram
|| (d == 30 && m == January)
// Mahashivratri
|| (d == 16 && m == February)
// Ram Navami
|| (d == 27 && m == March)
// Maharashtra Day
|| (d == 1 && m == May)
// Buddha Pournima
|| (d == 2 && m == May)
// Laxmi Puja
|| (d == 9 && m == November)
// Bakri Id (again)
|| (d == 21 && m == December)
)
return false;
}
return true;
}
}
|
