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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/newzealand.hpp>
namespace QuantLib {
bool NewZealand::CommonImpl::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 or Tuesday)
|| ((d == 1 || (d == 3 && (w == Monday || w == Tuesday))) &&
m == January)
// Day after New Year's Day (possibly moved to Mon or Tuesday)
|| ((d == 2 || (d == 4 && (w == Monday || w == Tuesday))) &&
m == January)
// Waitangi Day. February 6th (possibly moved to Monday since 2013)
|| (d == 6 && m == February)
|| ((d == 7 || d == 8) && w == Monday && m == February && y > 2013)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// ANZAC Day. April 25th (possibly moved to Monday since 2013)
|| (d == 25 && m == April)
|| ((d == 26 || d == 27) && w == Monday && m == April && y > 2013)
// Queen's Birthday, first Monday in June
|| (d <= 7 && w == Monday && m == June)
// Labour Day, fourth Monday in October
|| ((d >= 22 && d <= 28) && 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)
// Matariki, it happens on Friday in June or July
// official calendar released by the NZ government for the
// next 30 years
|| (d == 20 && m == June && y == 2025)
|| (d == 21 && m == June && (y == 2030 || y == 2052))
|| (d == 24 && m == June && (y == 2022 || y == 2033 || y == 2044))
|| (d == 25 && m == June && (y == 2027 || y == 2038 || y == 2049))
|| (d == 28 && m == June && y == 2024)
|| (d == 29 && m == June && (y == 2035 || y == 2046))
|| (d == 30 && m == June && y == 2051)
|| (d == 2 && m == July && y == 2032)
|| (d == 3 && m == July && (y == 2043 || y == 2048))
|| (d == 6 && m == July && (y == 2029 || y == 2040))
|| (d == 7 && m == July && (y == 2034 || y == 2045))
|| (d == 10 && m == July && (y == 2026 || y == 2037))
|| (d == 11 && m == July && (y == 2031 || y == 2042))
|| (d == 14 && m == July && (y == 2023 || y == 2028))
|| (d == 15 && m == July && (y == 2039 || y == 2050))
|| (d == 18 && m == July && y == 2036)
|| (d == 19 && m == July && (y == 2041 || y == 2047))
// Queen Elizabeth's funeral
|| (d == 26 && m == September && y == 2022))
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool NewZealand::WellingtonImpl::isBusinessDay(const Date& date) const {
if (!NewZealand::CommonImpl::isBusinessDay(date))
return false;
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
// Anniversary Day, Monday nearest January 22nd
if ((d >= 19 && d <= 25) && w == Monday && m == January)
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool NewZealand::AucklandImpl::isBusinessDay(const Date& date) const {
if (!NewZealand::CommonImpl::isBusinessDay(date))
return false;
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
// Anniversary Day, Monday nearest January 29nd
if ((d >= 26 && w == Monday && m == January)
|| (d == 1 && w == Monday && m == February))
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
NewZealand::NewZealand(Market market) {
// all calendar instances for a given market share the same implementation instance
static auto wellingtonImpl = ext::make_shared<NewZealand::WellingtonImpl>();
static auto aucklandImpl = ext::make_shared<NewZealand::AucklandImpl>();
switch (market) {
case Wellington:
impl_ = wellingtonImpl;
break;
case Auckland:
impl_ = aucklandImpl;
break;
default:
QL_FAIL("unknown market");
}
}
}
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