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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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
<https://www.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/australia.hpp>
namespace QuantLib {
Australia::Australia(Australia::Market market) {
// all calendar instances share the same implementation instance
static ext::shared_ptr<Calendar::Impl> settlementImpl(
new Australia::SettlementImpl);
static ext::shared_ptr<Calendar::Impl> asxImpl(
new Australia::AsxImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case ASX:
impl_ = asxImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Australia::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 (possibly moved to Monday)
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January)
// Australia Day, January 26th (possibly moved to Monday)
|| ((d == 26 || ((d == 27 || d == 28) && w == Monday)) &&
m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// ANZAC Day, April 25th
|| (d == 25 && m == April)
// Queen's Birthday, second Monday in June
|| ((d > 7 && d <= 14) && w == Monday && m == June)
// Bank Holiday, first Monday in August
|| (d <= 7 && w == Monday && m == August)
// Labour Day, first Monday in October
|| (d <= 7 && w == Monday && m == October)
// Christmas, December 25th (possibly Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
&& m == December)
// Boxing Day, December 26th (possibly Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
&& m == December)
// National Day of Mourning for Her Majesty, September 22 (only 2022)
|| (d == 22 && m == September && y == 2022))
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool Australia::AsxImpl::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 (possibly moved to Monday)
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January)
// Australia Day, January 26th (possibly moved to Monday)
|| ((d == 26 || ((d == 27 || d == 28) && w == Monday)) &&
m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// ANZAC Day, April 25th
|| (d == 25 && m == April)
// Queen's Birthday, second Monday in June
|| ((d > 7 && d <= 14) && w == Monday && m == June)
// Christmas, December 25th (possibly Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
&& m == December)
// Boxing Day, December 26th (possibly Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
&& m == December)
// National Day of Mourning for Her Majesty, September 22 (only 2022)
|| (d == 22 && m == September && y == 2022))
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
}
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