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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005 Sercan Atalik
Copyright (C) 2010 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/turkey.hpp>
namespace QuantLib {
Turkey::Turkey() {
// all calendar instances share the same implementation instance
static boost::shared_ptr<Calendar::Impl> impl(new Turkey::Impl);
impl_ = impl;
}
bool Turkey::Impl::isWeekend(Weekday w) const {
return w == Saturday || w == Sunday;
}
bool Turkey::Impl::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)
// 23 nisan / National Holiday
|| (d == 23 && m == April)
// 1 may/ National Holiday
|| (d == 1 && m == May)
// 19 may/ National Holiday
|| (d == 19 && m == May)
// 30 aug/ National Holiday
|| (d == 30 && m == August)
///29 ekim National Holiday
|| (d == 29 && m == October))
return false;
// Local Holidays
if (y == 2004) {
// Kurban
if ((m == February && d <= 4)
// Ramadan
|| (m == November && d >= 14 && d <= 16))
return false;
} else if (y == 2005) {
// Kurban
if ((m == January && d >= 19 && d <= 21)
// Ramadan
|| (m == November && d >= 2 && d <= 5))
return false;
} else if (y == 2006) {
// Kurban
if ((m == January && d >= 10 && d <= 13)
// Ramadan
|| (m == October && d >= 23 && d <= 25)
// Kurban
|| (m == December && d == 31))
return false;
} else if (y == 2007) {
// Kurban
if ((m == January && d <= 3)
// Ramadan
|| (m == October && d >= 12 && d <= 14)
// Kurban
|| (m == December && d >= 20 && d <= 23))
return false;
} else if (y == 2008) {
// Ramadan
if ((m == September && d == 30)
|| (m == October && d <= 2)
// Kurban
|| (m == December && d >= 8 && d <= 11))
return false;
} else if (y == 2009) {
// Ramadan
if ((m == September && d >= 20 && d <= 22)
// Kurban
|| (m == November && d >= 27 && d <= 30))
return false;
} else if (y == 2010) {
// Ramadan
if ((m == September && d >= 9 && d <= 11)
// Kurban
|| (m == November && d >= 16 && d <= 19))
return false;
} else if (y == 2011) {
// not clear from borsainstanbul.com
if ((m == October && d == 1)
|| (m == November && d >= 9 && d <= 13))
return false;
} else if (y == 2012) {
// Ramadan
if ((m == August && d >= 18 && d <= 21)
// Kurban
|| (m == October && d >= 24 && d <= 28))
return false;
} else if (y == 2013) {
// Ramadan
if ((m == August && d >= 7 && d <= 10)
// Kurban
|| (m == October && d >= 14 && d <= 18)
// additional holiday for Republic Day
|| (m == October && d == 28))
return false;
} else if (y == 2014) {
// Ramadan
if ((m == July && d >= 27 && d <= 30)
// Kurban
|| (m == October && d >= 4 && d <= 7)
// additional holiday for Republic Day
|| (m == October && d == 29))
return false;
}
return true;
}
}
|
