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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, 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/china.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
China::China(Market m) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> sseImpl(new China::SseImpl);
switch (m) {
case SSE:
impl_ = sseImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool China::SseImpl::isWeekend(Weekday w) const {
return w == Saturday || w == Sunday;
}
bool China::SseImpl::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)
|| (y == 2005 && d == 3 && m == January)
|| (y == 2006 && (d == 2 || d == 3) && m == January)
|| (y == 2007 && d <= 3 && m == January)
|| (y == 2007 && d == 31 && m == December)
|| (y == 2009 && d == 2 && m == January)
|| (y == 2011 && d == 3 && m == January)
|| (y == 2012 && (d == 2 || d == 3) && m == January)
|| (y == 2013 && d <= 3 && m == January)
// Chinese New Year
|| (y == 2004 && d >= 19 && d <= 28 && m == January)
|| (y == 2005 && d >= 7 && d <= 15 && m == February)
|| (y == 2006 && ((d >= 26 && m == January) ||
(d <= 3 && m == February)))
|| (y == 2007 && d >= 17 && d <= 25 && m == February)
|| (y == 2008 && d >= 6 && d <= 12 && m == February)
|| (y == 2009 && d >= 26 && d <= 30 && m == January)
|| (y == 2010 && d >= 15 && d <= 19 && m == January)
|| (y == 2011 && d >= 2 && d <= 8 && m == February)
|| (y == 2012 && d >= 23 && d <= 28 && m == January)
|| (y == 2013 && d >= 11 && d <= 15 && m == February)
// Ching Ming Festival
|| (y <= 2008 && d == 4 && m == April)
|| (y == 2009 && d == 6 && m == April)
|| (y == 2010 && d == 5 && m == April)
|| (y == 2011 && d >=3 && d <= 5 && m == April)
|| (y == 2012 && d >= 2 && d <= 4 && m == April)
|| (y == 2013 && d >= 4 && d <= 5 && m == April)
// Labor Day
|| (y <= 2007 && d >= 1 && d <= 7 && m == May)
|| (y == 2008 && d >= 1 && d <= 2 && m == May)
|| (y == 2009 && d == 1 && m == May)
|| (y == 2010 && d == 3 && m == May)
|| (y == 2011 && d == 2 && m == May)
|| (y == 2012 && ((d == 30 && m == April) ||
(d == 1 && m == May)))
|| (y == 2013 && ((d >= 29 && m == April) ||
(d == 1 && m == May)))
// Tuen Ng Festival
|| (y <= 2008 && d == 9 && m == June)
|| (y == 2009 && (d == 28 || d == 29) && m == May)
|| (y == 2010 && d >= 14 && d <= 16 && m == June)
|| (y == 2011 && d >= 4 && d <= 6 && m == June)
|| (y == 2012 && d >= 22 && d <= 24 && m == June)
|| (y == 2013 && d >= 10 && d <= 12 && m == June)
// Mid-Autumn Festival
|| (y <= 2008 && d == 15 && m == September)
|| (y == 2010 && d >= 22 && d <= 24 && m == September)
|| (y == 2011 && d >= 10 && d <= 12 && m == September)
|| (y == 2012 && d == 30 && m == September)
|| (y == 2013 && d >= 19 && d <= 20 && m == September)
// National Day
|| (y <= 2007 && d >= 1 && d <= 7 && m == October)
|| (y == 2008 && ((d >= 29 && m == September) ||
(d <= 3 && m == October)))
|| (y == 2009 && d >= 1 && d <= 8 && m == October)
|| (y == 2010 && d >= 1 && d <= 7 && m == October)
|| (y == 2011 && d >= 1 && d <= 7 && m == October)
|| (y == 2012 && d >= 1 && d <= 7 && m == October)
|| (y == 2013 && d >= 1 && d <= 7 && m == October)
)
return false;
return true;
}
}
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