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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005, 2007, 2008, 2009, 2010, 2011 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/indonesia.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Indonesia::Indonesia(Market market) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> bejImpl(
new Indonesia::BejImpl);
switch (market) {
case BEJ:
case JSX:
case IDX:
impl_ = bejImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Indonesia::BejImpl::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)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Ascension Thursday
|| (dd == em+38)
// Independence Day
|| (d == 17 && m == August)
// Christmas
|| (d == 25 && m == December)
)
return false;
if (y == 2005) {
if (// Idul Adha
(d == 21 && m == January)
// Imlek
|| (d == 9 && m == February)
// Moslem's New Year Day
|| (d == 10 && m == February)
// Nyepi
|| (d == 11 && m == March)
// Birthday of Prophet Muhammad SAW
|| (d == 22 && m == April)
// Waisak
|| (d == 24 && m == May)
// Ascension of Prophet Muhammad SAW
|| (d == 2 && m == September)
// Idul Fitri
|| ((d == 3 || d == 4) && m == November)
// National leaves
|| ((d == 2 || d == 7 || d == 8) && m == November)
|| (d == 26 && m == December)
)
return false;
}
if (y == 2006) {
if (// Idul Adha
(d == 10 && m == January)
// Moslem's New Year Day
|| (d == 31 && m == January)
// Nyepi
|| (d == 30 && m == March)
// Birthday of Prophet Muhammad SAW
|| (d == 10 && m == April)
// Ascension of Prophet Muhammad SAW
|| (d == 21 && m == August)
// Idul Fitri
|| ((d == 24 || d == 25) && m == October)
// National leaves
|| ((d == 23 || d == 26 || d == 27) && m == October)
)
return false;
}
if (y == 2007) {
if (// Nyepi
(d == 19 && m == March)
// Waisak
|| (d == 1 && m == June)
// Ied Adha
|| (d == 20 && m == December)
// National leaves
|| (d == 18 && m == May)
|| ((d == 12 || d == 15 || d == 16) && m == October)
|| ((d == 21 || d == 24) && m == October)
)
return false;
}
if (y == 2008) {
if (// Islamic New Year
((d == 10 || d == 11) && m == January)
// Chinese New Year
|| ((d == 7 || d == 8) && m == February)
// Saka's New Year
|| (d == 7 && m == March)
// Birthday of the prophet Muhammad SAW
|| (d == 20 && m == March)
// Vesak Day
|| (d == 20 && m == May)
// Isra' Mi'raj of the prophet Muhammad SAW
|| (d == 30 && m == July)
// National leave
|| (d == 18 && m == August)
// Ied Fitr
|| (d == 30 && m == September)
|| ((d == 1 || d == 2 || d == 3) && m == October)
// Ied Adha
|| (d == 8 && m == December)
// Islamic New Year
|| (d == 29 && m == December)
// New Year's Eve
|| (d == 31 && m == December)
)
return false;
}
if (y == 2009) {
if (// Public holiday
(d == 2 && m == January)
// Chinese New Year
|| (d == 26 && m == January)
// Birthday of the prophet Muhammad SAW
|| (d == 9 && m == March)
// Saka's New Year
|| (d == 26 && m == March)
// National leave
|| (d == 9 && m == April)
// Isra' Mi'raj of the prophet Muhammad SAW
|| (d == 20 && m == July)
// Ied Fitr
|| (d >= 18 && d <= 23 && m == September)
// Ied Adha
|| (d == 27 && m == November)
// Islamic New Year
|| (d == 18 && m == December)
// Public Holiday
|| (d == 24 && m == December)
// Trading holiday
|| (d == 31 && m == December)
)
return false;
}
if (y == 2010) {
if (// Birthday of the prophet Muhammad SAW
(d == 26 && m == February)
// Saka's New Year
|| (d == 16 && m == March)
// Birth of Buddha
|| (d == 28 && m == May)
// Ied Fitr
|| (d >= 8 && d <= 14 && m == September)
// Ied Adha
|| (d == 17 && m == November)
// Islamic New Year
|| (d == 7 && m == December)
// Public Holiday
|| (d == 24 && m == December)
// Trading holiday
|| (d == 31 && m == December)
)
return false;
}
if (y == 2011) {
if (// Chinese New Year
(d == 3 && m == February)
// Birthday of the prophet Muhammad SAW
|| (d == 15 && m == February)
// Birth of Buddha
|| (d == 17 && m == May)
// Isra' Mi'raj of the prophet Muhammad SAW
|| (d == 29 && m == June)
// Ied Fitr
|| (d >= 29 && m == August)
|| (d <= 2 && m == September)
// Public Holiday
|| (d == 26 && m == December)
)
return false;
}
return true;
}
}
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