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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 FIMAT Group
Copyright (C) 2007, 2011 StatPro Italia srl
Copyright (C) 2008, 2011 Charles Chongseok Hyun
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/southkorea.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
SouthKorea::SouthKorea(Market market) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> settlementImpl(
new SouthKorea::SettlementImpl);
static boost::shared_ptr<Calendar::Impl> krxImpl(
new SouthKorea::KrxImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case KRX:
impl_ = krxImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool SouthKorea::SettlementImpl::isWeekend(Weekday w) const {
return w == Saturday || w == Sunday;
}
bool SouthKorea::SettlementImpl::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)
// Independence Day
|| (d == 1 && m == March)
// Arbour Day
|| (d == 5 && m == April && y <= 2005)
// Labour Day
|| (d == 1 && m == May)
// Children's Day
|| (d == 5 && m == May)
// Memorial Day
|| (d == 6 && m == June)
// Constitution Day
|| (d == 17 && m == July && y <= 2007)
// Liberation Day
|| (d == 15 && m == August)
// National Foundation Day
|| (d == 3 && m == October)
// Christmas Day
|| (d == 25 && m == December)
// Lunar New Year
|| ((d == 21 || d==22 || d==23) && m == January && y == 2004)
|| ((d == 8 || d == 9 || d == 10) && m == February && y == 2005)
|| ((d == 28 || d == 29 || d == 30 ) && m == January && y == 2006)
|| (d == 19 && m == February && y == 2007)
|| ((d == 6 || d == 7 || d == 8) && m == February && y == 2008)
|| ((d == 25 || d == 26 || d == 27) && m == January && y == 2009)
|| ((d == 13 || d == 14 || d == 15) && m == February && y == 2010)
|| ((d == 2 || d == 3 || d == 4) && m == February && y == 2011)
|| ((d == 23 || d == 24) && m == January && y == 2012)
// Election Days
|| (d == 15 && m == April && y == 2004) // National Assembly
|| (d == 31 && m == May && y == 2006) // Regional election
|| (d == 19 && m == December && y == 2007) // Presidency
|| (d == 9 && m == April && y == 2008) // National Assembly
|| (d == 2 && m == June && y == 2010) // Local election
|| (d == 11 && m == April && y == 2012) // National Assembly
|| (d == 19 && m == December && y == 2012) // Presidency
// Buddha's birthday
|| (d == 26 && m == May && y == 2004)
|| (d == 15 && m == May && y == 2005)
|| (d == 5 && m == May && y == 2006)
|| (d == 24 && m == May && y == 2007)
|| (d == 12 && m == May && y == 2008)
|| (d == 2 && m == May && y == 2009)
|| (d == 21 && m == May && y == 2010)
|| (d == 10 && m == May && y == 2011)
|| (d == 28 && m == May && y == 2012)
// Harvest Moon Day
|| ((d == 27 || d == 28 || d == 29) && m == September && y == 2004)
|| ((d == 17 || d == 18 || d == 19) && m == September && y == 2005)
|| ((d == 5 || d == 6 || d == 7) && m == October && y == 2006)
|| ((d == 24 || d == 25 || d == 26) && m == September && y == 2007)
|| ((d == 13 || d == 14 || d == 15) && m == September && y == 2008)
|| ((d == 2 || d == 3 || d == 4) && m == October && y == 2009)
|| ((d == 21 || d == 22 || d == 23) && m == September && y == 2010)
|| ((d == 12 || d == 13) && m == September && y == 2011)
|| (d == 1 && m == October && y == 2012)
)
return false;
return true;
}
bool SouthKorea::KrxImpl::isBusinessDay(const Date& date) const {
// public holidays
if ( !SettlementImpl::isBusinessDay(date) )
return false;
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
if (// Year-end closing
(d == 31 && m == December && y == 2004)
|| (d == 30 && m == December && y == 2005)
|| (d == 29 && m == December && y == 2006)
|| (d == 31 && m == December && y == 2007)
|| (d == 31 && m == December && y == 2008)
|| (d == 31 && m == December && y == 2009)
|| (d == 31 && m == December && y == 2010)
|| (d == 30 && m == December && y == 2011)
|| (d == 31 && m == December && y == 2012)
)
return false;
return true;
}
}
|
