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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005, 2006 Piter Dias
Copyright (C) 2007 Richard Gomes
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/brazil.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Brazil::Brazil(Brazil::Market market) {
// all calendar instances on the same market share the same
// implementation instance
static ext::shared_ptr<Calendar::Impl> settlementImpl(
new Brazil::SettlementImpl);
static ext::shared_ptr<Calendar::Impl> exchangeImpl(
new Brazil::ExchangeImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case Exchange:
impl_ = exchangeImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Brazil::SettlementImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
Day dd = date.dayOfYear();
Day em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Tiradentes Day
|| (d == 21 && m == April)
// Labor Day
|| (d == 1 && m == May)
// Independence Day
|| (d == 7 && m == September)
// Nossa Sra. Aparecida Day
|| (d == 12 && m == October)
// All Souls Day
|| (d == 2 && m == November)
// Republic Day
|| (d == 15 && m == November)
// Black Awareness Day
|| (d == 20 && m == November && y >= 2024)
// Christmas
|| (d == 25 && m == December)
// Passion of Christ
|| (dd == em-3)
// Carnival
|| (dd == em-49 || dd == em-48)
// Corpus Christi
|| (dd == em+59)
)
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool Brazil::ExchangeImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
Day dd = date.dayOfYear();
Day em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Sao Paulo City Day
|| (d == 25 && m == January && y < 2022)
// Tiradentes Day
|| (d == 21 && m == April)
// Labor Day
|| (d == 1 && m == May)
// Revolution Day
|| (d == 9 && m == July && y < 2022)
// Independence Day
|| (d == 7 && m == September)
// Nossa Sra. Aparecida Day
|| (d == 12 && m == October)
// All Souls Day
|| (d == 2 && m == November)
// Republic Day
|| (d == 15 && m == November)
// Black Consciousness Day
|| (d == 20 && m == November && y >= 2007 && y != 2022 && y != 2023)
// Christmas Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Passion of Christ
|| (dd == em-3)
// Carnival
|| (dd == em-49 || dd == em-48)
// Corpus Christi
|| (dd == em+59)
// last business day of the year
|| (m == December && (d == 31 || (d >= 29 && w == Friday)))
)
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
}
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