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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/hongkong.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
HongKong::HongKong(Market m) {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> impl(new HongKong::HkexImpl);
switch (m) {
case HKEx:
impl_ = impl;
break;
default:
QL_FAIL("unknown market");
}
}
bool HongKong::HkexImpl::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 || ((d == 2 || d == 3) && w == Monday))
&& m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labor Day
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == May)
// SAR Establishment Day
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == July)
// National Day
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday))
&& m == October)
// Christmas Day
|| (d == 25 && m == December)
// Boxing Day
|| (d == 26 && m == December)
)
return false;
if (y == 2004) {
if (// Lunar New Year
((d==22 || d==23 || d==24) && m == January)
// Ching Ming Festival
|| (d == 5 && m == April)
// Buddha's birthday
|| (d == 26 && m == May)
// Tuen NG festival
|| (d == 22 && m == June)
// Mid-autumn festival
|| (d == 29 && m == September)
// Chung Yeung
|| (d == 29 && m == September))
return false;
}
if (y == 2005) {
if (// Lunar New Year
((d==9 || d==10 || d==11) && m == February)
// Ching Ming Festival
|| (d == 5 && m == April)
// Buddha's birthday
|| (d == 16 && m == May)
// Tuen NG festival
|| (d == 11 && m == June)
// Mid-autumn festival
|| (d == 19 && m == September)
// Chung Yeung festival
|| (d == 11 && m == October))
return false;
}
if (y == 2006) {
if (// Lunar New Year
((d >= 28 && d <= 31) && m == January)
// Ching Ming Festival
|| (d == 5 && m == April)
// Buddha's birthday
|| (d == 5 && m == May)
// Tuen NG festival
|| (d == 31 && m == May)
// Mid-autumn festival
|| (d == 7 && m == October)
// Chung Yeung festival
|| (d == 30 && m == October))
return false;
}
if (y == 2007) {
if (// Lunar New Year
((d >= 17 && d <= 20) && m == February)
// Ching Ming Festival
|| (d == 5 && m == April)
// Buddha's birthday
|| (d == 24 && m == May)
// Tuen NG festival
|| (d == 19 && m == June)
// Mid-autumn festival
|| (d == 26 && m == September)
// Chung Yeung festival
|| (d == 19 && m == October))
return false;
}
if (y == 2008) {
if (// Lunar New Year
((d >= 7 && d <= 9) && m == February)
// Ching Ming Festival
|| (d == 4 && m == April)
// Buddha's birthday
|| (d == 12 && m == May)
// Tuen NG festival
|| (d == 9 && m == June)
// Mid-autumn festival
|| (d == 15 && m == September)
// Chung Yeung festival
|| (d == 7 && m == October))
return false;
}
if (y == 2009) {
if (// Lunar New Year
((d >= 26 && d <= 28) && m == January)
// Ching Ming Festival
|| (d == 4 && m == April)
// Buddha's birthday
|| (d == 2 && m == May)
// Tuen NG festival
|| (d == 28 && m == May)
// Mid-autumn festival
|| (d == 3 && m == October)
// Chung Yeung festival
|| (d == 26 && m == October))
return false;
}
if (y == 2010) {
if (// Lunar New Year
((d == 15 || d == 16) && m == February)
// Ching Ming Festival
|| (d == 6 && m == April)
// Buddha's birthday
|| (d == 21 && m == May)
// Tuen NG festival
|| (d == 16 && m == June)
// Mid-autumn festival
|| (d == 23 && m == September))
return false;
}
if (y == 2011) {
if (// Lunar New Year
((d == 3 || d == 4) && m == February)
// Ching Ming Festival
|| (d == 5 && m == April)
// Buddha's birthday
|| (d == 10 && m == May)
// Tuen NG festival
|| (d == 6 && m == June)
// Mid-autumn festival
|| (d == 13 && m == September)
// Chung Yeung festival
|| (d == 5 && m == October)
// Second day after Christmas
|| (d == 27 && m == December))
return false;
}
if (y == 2012) {
if (// Lunar New Year
(d >= 23 && d <= 25 && m == January)
// Ching Ming Festival
|| (d == 4 && m == April)
// Buddha's birthday
|| (d == 10 && m == May)
// Mid-autumn festival
|| (d == 1 && m == October)
// Chung Yeung festival
|| (d == 23 && m == October))
return false;
}
if (y == 2013) {
if (// Lunar New Year
(d >= 11 && d <= 13 && m == February)
// Ching Ming Festival
|| (d == 4 && m == April)
// Buddha's birthday
|| (d == 17 && m == May)
// Tuen Ng festival
|| (d == 12 && m == June)
// Mid-autumn festival
|| (d == 20 && m == September)
// Chung Yeung festival
|| (d == 14 && m == October))
return false;
}
if (y == 2014) {
if (// Lunar New Year
((d == 31 && m == January) || (d <= 3 && m == February))
// Buddha's birthday
|| (d == 6 && m == May)
// Tuen Ng festival
|| (d == 2 && m == June)
// Mid-autumn festival
|| (d == 9 && m == September)
// Chung Yeung festival
|| (d == 2 && m == October))
return false;
}
return true;
}
}
|
