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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2021 Anubhav Pandey
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/chile.hpp>
namespace QuantLib {
namespace {
// Celebrated on the Winter Solstice day, except in 2021, when it was the day after.
inline bool isAboriginalPeopleDay(Day d, Month m, Year y) {
static const unsigned char aboriginalPeopleDay[] = {
21, 21, 21, 20, 20, 21, 21, 20, 20, // 2021-2029
21, 21, 20, 20, 21, 21, 20, 20, 21, 21, // 2030-2039
20, 20, 21, 21, 20, 20, 21, 21, 20, 20, // 2040-2049
20, 21, 20, 20, 20, 21, 20, 20, 20, 21, // 2050-2059
20, 20, 20, 21, 20, 20, 20, 21, 20, 20, // 2060-2069
20, 21, 20, 20, 20, 21, 20, 20, 20, 20, // 2070-2079
20, 20, 20, 20, 20, 20, 20, 20, 20, 20, // 2080-2089
20, 20, 20, 20, 20, 20, 20, 20, 20, 20, // 2090-2099
21, 21, 21, 21, 21, 21, 21, 21, 20, 21, // 2100-2109
21, 21, 20, 21, 21, 21, 20, 21, 21, 21, // 2110-2119
20, 21, 21, 21, 20, 21, 21, 21, 20, 21, // 2120-2129
21, 21, 20, 21, 21, 21, 20, 20, 21, 21, // 2130-2139
20, 20, 21, 21, 20, 20, 21, 21, 20, 20, // 2140-2149
21, 21, 20, 20, 21, 21, 20, 20, 21, 21, // 2150-2159
20, 20, 21, 21, 20, 20, 21, 21, 20, 20, // 2160-2169
20, 21, 20, 20, 20, 21, 20, 20, 20, 21, // 2170-2179
20, 20, 20, 21, 20, 20, 20, 21, 20, 20, // 2180-2189
20, 21, 20, 20, 20, 21, 20, 20, 20, 20 // 2190-2199
};
return m == June && y >= 2021 && d == aboriginalPeopleDay[y-2021];
}
}
Chile::Chile(Market) {
// all calendar instances share the same implementation instance
static ext::shared_ptr<Calendar::Impl> impl(new Chile::SseImpl);
impl_ = impl;
}
bool Chile::SseImpl::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)
|| (d == 2 && m == January && w == Monday && y > 2016)
// Papal visit in 2018
|| (d == 16 && m == January && y == 2018)
// Good Friday
|| (dd == em-3)
// Easter Saturday
|| (dd == em-2)
// Census Day in 2017
|| (d == 19 && m == April && y == 2017)
// Labour Day
|| (d == 1 && m == May)
// Navy Day
|| (d == 21 && m == May)
// Day of Aboriginal People
|| isAboriginalPeopleDay(d, m, y)
// St. Peter and St. Paul
|| (d >= 26 && d <= 29 && m == June && w == Monday)
|| (d == 2 && m == July && w == Monday)
// Our Lady of Mount Carmel
|| (d == 16 && m == July)
// Assumption Day
|| (d == 15 && m == August)
// Independence Day
|| (d == 16 && m == September && y == 2022)
|| (d == 17 && m == September && ((w == Monday && y >= 2007) || (w == Friday && y > 2016)))
|| (d == 18 && m == September)
// Army Day
|| (d == 19 && m == September)
|| (d == 20 && m == September && w == Friday && y >= 2007)
// Discovery of Two Worlds
|| (d >= 9 && d <= 12 && m == October && w == Monday)
|| (d == 15 && m == October && w == Monday)
// Reformation Day
|| (((d == 27 && m == October && w == Friday)
|| (d == 31 && m == October && w != Tuesday && w != Wednesday)
|| (d == 2 && m == November && w == Friday)) && y >= 2008)
// All Saints' Day
|| (d == 1 && m == November)
// Immaculate Conception
|| (d == 8 && m == December)
// Christmas Day
|| (d == 25 && m == December)
// New Year's Eve
|| (d == 31 && m == December)
)
return false;
return true;
}
}
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