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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Ferdinando Ametrano
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/germany.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Germany::Germany(Germany::Market market) {
// all calendar instances on the same market share the same
// implementation instance
static boost::shared_ptr<Calendar::Impl> settlementImpl(
new Germany::SettlementImpl);
static boost::shared_ptr<Calendar::Impl> frankfurtStockExchangeImpl(
new Germany::FrankfurtStockExchangeImpl);
static boost::shared_ptr<Calendar::Impl> xetraImpl(
new Germany::XetraImpl);
static boost::shared_ptr<Calendar::Impl> eurexImpl(
new Germany::EurexImpl);
static boost::shared_ptr<Calendar::Impl> euwaxImpl(
new Germany::EuwaxImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case FrankfurtStockExchange:
impl_ = frankfurtStockExchangeImpl;
break;
case Xetra:
impl_ = xetraImpl;
break;
case Eurex:
impl_ = eurexImpl;
break;
case Euwax:
impl_ = euwaxImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Germany::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
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Ascension Thursday
|| (dd == em+38)
// Whit Monday
|| (dd == em+49)
// Corpus Christi
|| (dd == em+59)
// Labour Day
|| (d == 1 && m == May)
// National Day
|| (d == 3 && m == October)
// Christmas Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Boxing Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December))
return false;
return true;
}
bool Germany::FrankfurtStockExchangeImpl::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)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December))
return false;
return true;
}
bool Germany::XetraImpl::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)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December))
return false;
return true;
}
bool Germany::EurexImpl::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)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December))
return false;
return true;
}
bool Germany::EuwaxImpl::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 ((w == Saturday || w == Sunday)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Whit Monday
|| (dd == em+49)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December))
return false;
return true;
}
}
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