1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
|
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000-2003 RiskMap srl
Copyright (C) 2003 Kawanishi Tomoya
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/japan.hpp>
namespace QuantLib {
Japan::Japan() {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> impl(new Japan::Impl);
impl_ = impl;
}
bool Japan::Impl::isWeekend(Weekday w) const {
return w == Saturday || w == Sunday;
}
bool Japan::Impl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
// equinox calculation
const Time exact_vernal_equinox_time = 20.69115;
const Time exact_autumnal_equinox_time = 23.09;
const Time diff_per_year = 0.242194;
const Time moving_amount = (y-2000)*diff_per_year;
Integer number_of_leap_years = (y-2000)/4+(y-2000)/100-(y-2000)/400;
Day ve = // vernal equinox day
Day(exact_vernal_equinox_time
+ moving_amount - number_of_leap_years);
Day ae = // autumnal equinox day
Day(exact_autumnal_equinox_time
+ moving_amount - number_of_leap_years);
// checks
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Bank Holiday
|| (d == 2 && m == January)
// Bank Holiday
|| (d == 3 && m == January)
// Coming of Age Day (2nd Monday in January),
// was January 15th until 2000
|| (w == Monday && (d >= 8 && d <= 14) && m == January
&& y >= 2000)
|| ((d == 15 || (d == 16 && w == Monday)) && m == January
&& y < 2000)
// National Foundation Day
|| ((d == 11 || (d == 12 && w == Monday)) && m == February)
// Vernal Equinox
|| ((d == ve || (d == ve+1 && w == Monday)) && m == March)
// Greenery Day
|| ((d == 29 || (d == 30 && w == Monday)) && m == April)
// Constitution Memorial Day
|| (d == 3 && m == May)
// Holiday for a Nation
|| (d == 4 && m == May)
// Children's Day
|| (d == 5 && m == May)
// any of the three above observed later if on Saturday or Sunday
|| (d == 6 && m == May
&& (w == Monday || w == Tuesday || w == Wednesday))
// Marine Day (3rd Monday in July),
// was July 20th until 2003, not a holiday before 1996
|| (w == Monday && (d >= 15 && d <= 21) && m == July
&& y >= 2003)
|| ((d == 20 || (d == 21 && w == Monday)) && m == July
&& y >= 1996 && y < 2003)
// Respect for the Aged Day (3rd Monday in September),
// was September 15th until 2003
|| (w == Monday && (d >= 15 && d <= 21) && m == September
&& y >= 2003)
|| ((d == 15 || (d == 16 && w == Monday)) && m == September
&& y < 2003)
// If a single day falls between Respect for the Aged Day
// and the Autumnal Equinox, it is holiday
|| (w == Tuesday && d+1 == ae && d >= 16 && d <= 22
&& m == September && y >= 2003)
// Autumnal Equinox
|| ((d == ae || (d == ae+1 && w == Monday)) && m == September)
// Health and Sports Day (2nd Monday in October),
// was October 10th until 2000
|| (w == Monday && (d >= 8 && d <= 14) && m == October
&& y >= 2000)
|| ((d == 10 || (d == 11 && w == Monday)) && m == October
&& y < 2000)
// National Culture Day
|| ((d == 3 || (d == 4 && w == Monday)) && m == November)
// Labor Thanksgiving Day
|| ((d == 23 || (d == 24 && w == Monday)) && m == November)
// Emperor's Birthday
|| ((d == 23 || (d == 24 && w == Monday)) && m == December
&& y >= 1989)
// Bank Holiday
|| (d == 31 && m == December)
// one-shot holidays
// Marriage of Prince Akihito
|| (d == 10 && m == April && y == 1959)
// Rites of Imperial Funeral
|| (d == 24 && m == February && y == 1989)
// Enthronement Ceremony
|| (d == 12 && m == November && y == 1990)
// Marriage of Prince Naruhito
|| (d == 9 && m == June && y == 1993))
return false;
return true;
}
}
|
