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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 FIMAT Group
Copyright (C) 2005, 2006, 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/taiwan.hpp>
namespace QuantLib {
Taiwan::Taiwan(Market) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> impl(new Taiwan::TsecImpl);
impl_ = impl;
}
bool Taiwan::TsecImpl::isWeekend(Weekday w) const {
return w == Saturday || w == Sunday;
}
bool Taiwan::TsecImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Peace Memorial Day
|| (d == 28 && m == February)
// Labor Day
|| (d == 1 && m == May)
// Double Tenth
|| (d == 10 && m == October)
)
return false;
if (y == 2002) {
// Dragon Boat Festival and Moon Festival fall on Saturday
if (// Chinese Lunar New Year
(d >= 9 && d <= 17 && m == February)
// Tomb Sweeping Day
|| (d == 5 && m == April)
)
return false;
}
if (y == 2003) {
// Tomb Sweeping Day falls on Saturday
if (// Chinese Lunar New Year
((d >= 31 && m == January) || (d <= 5 && m == February))
// Dragon Boat Festival
|| (d == 4 && m == June)
// Moon Festival
|| (d == 11 && m == September)
)
return false;
}
if (y == 2004) {
// Tomb Sweeping Day falls on Sunday
if (// Chinese Lunar New Year
(d >= 21 && d <= 26 && m == January)
// Dragon Boat Festival
|| (d == 22 && m == June)
// Moon Festival
|| (d == 28 && m == September)
)
return false;
}
if (y == 2005) {
// Dragon Boat and Moon Festival fall on Saturday or Sunday
if (// Chinese Lunar New Year
(d >= 6 && d <= 13 && m == February)
// Tomb Sweeping Day
|| (d == 5 && m == April)
// make up for Labor Day, not seen in other years
|| (d == 2 && m == May)
)
return false;
}
if (y == 2006) {
// Dragon Boat and Moon Festival fall on Saturday or Sunday
if (// Chinese Lunar New Year
((d >= 28 && m == January) || (d <= 5 && m == February))
// Tomb Sweeping Day
|| (d == 5 && m == April)
// Dragon Boat Festival
|| (d == 31 && m == May)
// Moon Festival
|| (d == 6 && m == October)
)
return false;
}
if (y == 2007) {
if (// Chinese Lunar New Year
(d >= 17 && d <= 25 && m == February)
// Tomb Sweeping Day
|| (d == 5 && m == April)
// adjusted holidays
|| (d == 6 && m == April)
|| (d == 18 && m == June)
// Dragon Boat Festival
|| (d == 19 && m == June)
// adjusted holiday
|| (d == 24 && m == September)
// Moon Festival
|| (d == 25 && m == September)
)
return false;
}
return true;
}
}
|
