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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/poland.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Poland::Poland(Poland::Market market) {
// all calendar instances share the same implementation instance
static auto settlementImpl = ext::make_shared<Poland::SettlementImpl>();
static auto wseImpl = ext::make_shared<Poland::WseImpl>();
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case WSE:
impl_ = wseImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Poland::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)
// Easter Monday
|| (dd == em)
// Corpus Christi
|| (dd == em+59)
// New Year's Day
|| (d == 1 && m == January)
// Epiphany
|| (d == 6 && m == January && y >= 2011)
// May Day
|| (d == 1 && m == May)
// Constitution Day
|| (d == 3 && m == May)
// Assumption of the Blessed Virgin Mary
|| (d == 15 && m == August)
// All Saints Day
|| (d == 1 && m == November)
// Independence Day
|| (d ==11 && m == November)
// Christmas
|| (d == 25 && m == December)
// 2nd Day of Christmas
|| (d == 26 && m == December))
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool Poland::WseImpl::isBusinessDay(const Date& date) const {
// Additional holidays for Warsaw Stock Exchange
// see https://www.gpw.pl/session-details
Day d = date.dayOfMonth();
Month m = date.month();
if (
(d == 24 && m == December)
|| (d == 31 && m == December)
) return false; // NOLINT(readability-simplify-boolean-expr)
return SettlementImpl::isBusinessDay(date);
}
}
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