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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2010 StatPro Italia srl
Copyright (C) 2015 Riccardo Barone
Copyright (C) 2018 Matthias Lungwitz
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/romania.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Romania::Romania(Market market) {
// all calendar instances share the same implementation instance
static ext::shared_ptr<Calendar::Impl> publicImpl =
ext::make_shared<Romania::PublicImpl>();
static ext::shared_ptr<Calendar::Impl> bvbImpl =
ext::make_shared<Romania::BVBImpl>();
switch (market) {
case Public:
impl_ = publicImpl;
break;
case BVB:
impl_ = bvbImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Romania::PublicImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth(), dd = date.dayOfYear();
Month m = date.month();
Year y = date.year();
Day em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Day after New Year's Day
|| (d == 2 && m == January)
// Unification Day
|| (d == 24 && m == January)
// Orthodox Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Pentecost
|| (dd == em+49)
// Children's Day (since 2017)
|| (d == 1 && m == June && y >= 2017)
// St Marys Day
|| (d == 15 && m == August)
// Feast of St Andrew
|| (d == 30 && m == November)
// National Day
|| (d == 1 && m == December)
// Christmas
|| (d == 25 && m == December)
// 2nd Day of Chritsmas
|| (d == 26 && m == December))
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool Romania::BVBImpl::isBusinessDay(const Date& date) const {
if (!PublicImpl::isBusinessDay(date))
return false;
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
if (// one-off closing days
(d == 24 && m == December && y == 2014) ||
(d == 31 && m == December && y == 2014)
)
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
}
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