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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 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/canada.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Canada::Canada(Canada::Market market) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> settlementImpl(
new Canada::SettlementImpl);
static boost::shared_ptr<Calendar::Impl> tsxImpl(new Canada::TsxImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case TSX:
impl_ = tsxImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Canada::SettlementImpl::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 (possibly moved to Monday)
|| ((d == 1 || (d == 2 && w == Monday)) && m == January)
// Family Day (third Monday in February, since 2008)
|| ((d >= 15 && d <= 21) && w == Monday && m == February
&& y >= 2008)
// Good Friday
|| (dd == em-3)
// The Monday on or preceding 24 May (Victoria Day)
|| (d > 17 && d <= 24 && w == Monday && m == May)
// July 1st, possibly moved to Monday (Canada Day)
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m==July)
// first Monday of August (Provincial Holiday)
|| (d <= 7 && w == Monday && m == August)
// first Monday of September (Labor Day)
|| (d <= 7 && w == Monday && m == September)
// second Monday of October (Thanksgiving Day)
|| (d > 7 && d <= 14 && w == Monday && m == October)
// November 11th (possibly moved to Monday)
|| ((d == 11 || ((d == 12 || d == 13) && w == Monday))
&& m == November)
// Christmas (possibly moved to Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
&& m == December)
// Boxing Day (possibly moved to Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
&& m == December)
)
return false;
return true;
}
bool Canada::TsxImpl::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 (possibly moved to Monday)
|| ((d == 1 || (d == 2 && w == Monday)) && m == January)
// Family Day (third Monday in February, since 2008)
|| ((d >= 15 && d <= 21) && w == Monday && m == February
&& y >= 2008)
// Good Friday
|| (dd == em-3)
// The Monday on or preceding 24 May (Victoria Day)
|| (d > 17 && d <= 24 && w == Monday && m == May)
// July 1st, possibly moved to Monday (Canada Day)
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m==July)
// first Monday of August (Provincial Holiday)
|| (d <= 7 && w == Monday && m == August)
// first Monday of September (Labor Day)
|| (d <= 7 && w == Monday && m == September)
// second Monday of October (Thanksgiving Day)
|| (d > 7 && d <= 14 && w == Monday && m == October)
// Christmas (possibly moved to Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
&& m == December)
// Boxing Day (possibly moved to Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
&& m == December)
)
return false;
return true;
}
}
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