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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 FIMAT Group
Copyright (C) 2007, 2011 StatPro Italia srl
Copyright (C) 2008, 2011 Charles Chongseok Hyun
Copyright (C) 2015 Riccardo Barone
Copyright (C) 2015 Paolo Mazzocchi
Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
Copyright (C) 2023 Jonghee Lee
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/southkorea.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
SouthKorea::SouthKorea(Market market) {
// all calendar instances share the same implementation instance
static ext::shared_ptr<Calendar::Impl> settlementImpl(
new SouthKorea::SettlementImpl);
static ext::shared_ptr<Calendar::Impl> krxImpl(
new SouthKorea::KrxImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case KRX:
impl_ = krxImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool SouthKorea::SettlementImpl::isWeekend(Weekday w) const {
return w == Saturday || w == Sunday;
}
bool SouthKorea::SettlementImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth();
Month m = date.month();
Year y = date.year();
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Independence Day
|| (d == 1 && m == March)
|| (w == Monday && (d == 2 || d == 3) && m == March && y > 2021)
// Arbour Day
|| (d == 5 && m == April && y <= 2005)
// Labour Day
|| (d == 1 && m == May)
// Children's Day
|| (d == 5 && m == May)
|| (w == Monday && (d == 6 || d == 7) && m == May && y > 2013)
// Memorial Day
|| (d == 6 && m == June)
// Constitution Day
|| (d == 17 && m == July && y <= 2007)
// Liberation Day
|| (d == 15 && m == August)
|| (w == Monday && (d == 16 || d == 17) && m == August && y > 2020)
// National Foundation Day
|| (d == 3 && m == October)
|| (w == Monday && (d == 4 || d == 5) && m == October && y > 2020)
// Christmas Day
|| (d == 25 && m == December)
|| (w == Monday && (d == 26 || d == 27) && m == December && y > 2022)
// Lunar New Year
|| ((d == 21 || d == 22 || d == 23) && m == January && y == 2004)
|| ((d == 8 || d == 9 || d == 10) && m == February && y == 2005)
|| ((d == 28 || d == 29 || d == 30) && m == January && y == 2006)
|| ( d == 19 && m == February && y == 2007)
|| ((d == 6 || d == 7 || d == 8) && m == February && y == 2008)
|| ((d == 25 || d == 26 || d == 27) && m == January && y == 2009)
|| ((d == 13 || d == 14 || d == 15) && m == February && y == 2010)
|| ((d == 2 || d == 3 || d == 4) && m == February && y == 2011)
|| ((d == 23 || d == 24) && m == January && y == 2012)
|| ( d == 11 && m == February && y == 2013)
|| ((d == 30 || d == 31) && m == January && y == 2014)
|| ((d == 18 || d == 19 || d == 20) && m == February && y == 2015)
|| ((d >= 7 && d <= 10) && m == February && y == 2016)
|| ((d >= 27 && d <= 30) && m == January && y == 2017)
|| ((d == 15 || d == 16 || d == 17) && m == February && y == 2018)
|| ((d == 4 || d == 5 || d == 6) && m == February && y == 2019)
|| ((d >= 24 && d <= 27) && m == January && y == 2020)
|| ((d == 11 || d == 12 || d == 13) && m == February && y == 2021)
|| (((d == 31 && m == January) || ((d == 1 || d == 2)
&& m == February)) && y == 2022)
|| ((d == 23 || d == 24) && m == January && y == 2023)
|| ((d >= 9 && d <= 12) && m == February && y == 2024)
|| ((d == 28 || d == 29 || d == 30) && m == January && y == 2025)
|| ((d == 16 || d == 17 || d == 18) && m == February && y == 2026)
|| ((d == 8 || d == 9) && m == February && y == 2027)
|| ((d == 26 || d == 27 || d == 28) && m == January && y == 2028)
|| ((d == 12 || d == 13 || d == 14) && m == February && y == 2029)
|| ((d == 4 || d == 5) && m == February && y == 2030)
|| ((d == 22 || d == 23 || d == 24) && m == January && y == 2031)
|| ((d == 10 || d == 11 || d == 12) && m == February && y == 2032)
|| (((d == 31 && m == January) || ((d == 1|| d == 2)
&& m == February)) && y == 2033)
|| ((d == 20 || d == 21) && m == February && y == 2034)
|| ((d == 7 || d == 8 || d == 9) && m == February && y == 2035)
|| ((d == 28 || d == 29 || d == 30) && m == January && y == 2036)
|| ((d == 16 || d == 17) && m == February && y == 2037)
|| ((d == 3 || d == 4 || d == 5) && m == February && y == 2038)
|| ((d == 24 || d == 25 || d == 26) && m == January && y == 2039)
|| ((d == 13 || d == 14) && m == February && y == 2040)
|| (((d == 31 && m == January) || ((d == 1|| d == 2)
&& m == February)) && y == 2041)
|| ((d == 21 || d == 22 || d == 23) && m == January && y == 2042)
|| ((d == 9 || d == 10 || d == 11) && m == February && y == 2043)
|| ((((d == 29|| d == 30|| d == 31) && m == January)
|| (d == 1 && m == February)) && y == 2044)
|| ((d == 16 || d == 17 || d == 18) && m == February && y == 2045)
|| ((d == 5 || d == 6 || d == 7) && m == February && y == 2046)
|| ((d >= 25 && d <= 28) && m == January && y == 2047)
|| ((d == 13 || d == 14 || d == 15) && m == February && y == 2048)
|| ((d == 1 || d == 2 || d == 3) && m == February && y == 2049)
|| ((d == 24 || d == 25) && m == January && y == 2050)
// Election Days
|| (d == 15 && m == April && y == 2004) // National Assembly
|| (d == 31 && m == May && y == 2006) // Regional election
|| (d == 19 && m == December && y == 2007) // Presidency
|| (d == 9 && m == April && y == 2008) // National Assembly
|| (d == 2 && m == June && y == 2010) // Local election
|| (d == 11 && m == April && y == 2012) // National Assembly
|| (d == 19 && m == December && y == 2012) // Presidency
|| (d == 4 && m == June && y == 2014) // Local election
|| (d == 13 && m == April && y == 2016) // National Assembly
|| (d == 9 && m == May && y == 2017) // Presidency
|| (d == 13 && m == June && y == 2018) // Local election
|| (d == 15 && m == April && y == 2020) // National Assembly
|| (d == 9 && m == March && y == 2022) // Presidency
|| (d == 1 && m == June && y == 2022) // Local election
|| (d == 10 && m == April && y == 2024) // National Assembly
// Buddha's birthday
|| (d == 26 && m == May && y == 2004)
|| (d == 15 && m == May && y == 2005)
|| (d == 5 && m == May && y == 2006)
|| (d == 24 && m == May && y == 2007)
|| (d == 12 && m == May && y == 2008)
|| (d == 2 && m == May && y == 2009)
|| (d == 21 && m == May && y == 2010)
|| (d == 10 && m == May && y == 2011)
|| (d == 28 && m == May && y == 2012)
|| (d == 17 && m == May && y == 2013)
|| (d == 6 && m == May && y == 2014)
|| (d == 25 && m == May && y == 2015)
|| (d == 14 && m == May && y == 2016)
|| (d == 3 && m == May && y == 2017)
|| (d == 22 && m == May && y == 2018)
|| (d == 12 && m == May && y == 2019)
|| (d == 30 && m == April && y == 2020)
|| (d == 19 && m == May && y == 2021)
|| (d == 8 && m == May && y == 2022)
|| (d == 29 && m == May && y == 2023) // Substitute holiday
|| (d == 15 && m == May && y == 2024)
|| (d == 6 && m == May && y == 2025)
|| (d == 25 && m == May && y == 2026) // Substitute holiday
|| (d == 13 && m == May && y == 2027)
|| (d == 2 && m == May && y == 2028)
|| (d == 21 && m == May && y == 2029) // Substitute holiday
|| (d == 9 && m == May && y == 2030)
|| (d == 28 && m == May && y == 2031)
|| (d == 17 && m == May && y == 2032) // Substitute holiday
|| (d == 6 && m == May && y == 2033)
|| (d == 25 && m == May && y == 2034)
|| (d == 15 && m == May && y == 2035)
|| (d == 6 && m == May && y == 2036) // Substitute holiday
|| (d == 22 && m == May && y == 2037)
|| (d == 11 && m == May && y == 2038)
|| (d == 2 && m == May && y == 2039) // Substitute holiday
|| (d == 18 && m == May && y == 2040)
|| (d == 7 && m == May && y == 2041)
|| (d == 26 && m == May && y == 2042)
|| (d == 18 && m == May && y == 2043) // Substitute holiday
|| (d == 6 && m == May && y == 2044)
|| (d == 24 && m == May && y == 2045)
|| (d == 14 && m == May && y == 2046) // Substitute holiday
|| (d == 2 && m == May && y == 2047)
|| (d == 20 && m == May && y == 2048)
|| (d == 10 && m == May && y == 2049) // Substitute holiday
|| (d == 30 && m == May && y == 2050) // Substitute holiday
// Special holiday: 70 years from Independence Day
|| (d == 14 && m == August && y == 2015)
// Special temporary holiday
|| (d == 17 && m == August && y == 2020)
|| (d == 2 && m == October && y == 2023)
|| (d == 1 && m == October && y == 2024)
// Harvest Moon Day
|| ((d == 27 || d == 28 || d == 29) && m == September && y == 2004)
|| ((d == 17 || d == 18 || d == 19) && m == September && y == 2005)
|| ((d == 5 || d == 6 || d == 7) && m == October && y == 2006)
|| ((d == 24 || d == 25 || d == 26) && m == September && y == 2007)
|| ((d == 13 || d == 14 || d == 15) && m == September && y == 2008)
|| ((d == 2 || d == 3 || d == 4) && m == October && y == 2009)
|| ((d == 21 || d == 22 || d == 23) && m == September && y == 2010)
|| ((d == 12 || d == 13) && m == September && y == 2011)
|| ((d == 1) && m == October && y == 2012)
|| ((d == 18 || d == 19 || d == 20) && m == September && y == 2013)
|| ((d == 8 || d == 9 || d == 10) && m == September && y == 2014)
|| ((d == 28 || d == 29) && m == September && y == 2015)
|| ((d == 14 || d == 15 || d == 16) && m == September && y == 2016)
|| ((d >= 3 && d <= 6) && m == October && y == 2017)
|| ((d >= 23 && d <= 26) && m == September && y == 2018)
|| ((d == 12 || d == 13 || d == 14) && m == September && y == 2019)
|| (((d == 30 && m == September) || ((d == 1 || d == 2)
&& m == October)) && y == 2020)
|| ((d == 20 || d == 21 || d == 22) && m == September && y == 2021)
|| ((d == 9 || d == 10 || d == 11) && m == September && y == 2022)
|| ((d >= 9 && d <= 12) && m == September && y == 2022)
|| ((d == 28 || d == 29 || d == 30) && m == September && y == 2023)
|| ((d == 16 || d == 17 || d == 18) && m == September && y == 2024)
|| ((d == 6 || d == 7 || d == 8) && m == October && y == 2025)
|| ((d == 24 || d == 25 || d == 26) && m == September && y == 2026)
|| ((d == 14 || d == 15 || d == 16) && m == September && y == 2027)
|| ((d >= 2 && d <= 5) && m == October && y == 2028)
|| ((d >= 21 && d <= 24) && m == September && y == 2029)
|| ((d == 11 || d == 12 || d == 13) && m == September && y == 2030)
|| (((d == 30 && m == September) || ((d == 1 || d == 2)
&& m == October)) && y == 2031)
|| ((d == 20 || d == 21) && m == September && y == 2032)
|| ((d == 7 || d == 8 || d == 9) && m == September && y == 2033)
|| ((d == 26 || d == 27 || d == 28) && m == September && y == 2034)
|| ((d == 17 || d == 18) && m == September && y == 2035)
|| ((d >= 3 && d <= 7) && m == October && y == 2036)
|| ((d == 23 || d == 24 || d == 25) && m == September && y == 2037)
|| ((d == 13 || d == 14 || d == 15) && m == September && y == 2038)
|| ((d == 3 || d == 4 || d == 5) && m == October && y == 2039)
|| ((d == 20 || d == 21 || d == 22) && m == September && y == 2040)
|| ((d == 9 || d == 10 || d == 11) && m == September && y == 2041)
|| ((d == 29 || d == 30) && m == September && y == 2042)
|| ((d == 16 || d == 17 || d == 18) && m == September && y == 2043)
|| ((d == 4 || d == 5 || d == 6) && m == October && y == 2044)
|| ((d == 25 || d == 26 || d == 27) && m == September && y == 2045)
|| ((d >= 14 && d <= 17) && m == September && y == 2046)
|| ((d == 4 || d == 5 || d == 7) && m == October && y == 2047)
|| ((d == 21 || d == 22 || d == 23) && m == September && y == 2048)
|| ((d >= 10 && d <= 13) && m == September && y == 2049)
|| ((((d == 29|| d == 30) && m == September)
|| (d == 1 && m == October)) && y == 2050)
// Hangul Proclamation of Korea
|| (d == 9 && m == October && y >= 2013)
|| (w == Monday && (d == 10 || d == 11) && m == October && y > 2020)
)
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
}
bool SouthKorea::KrxImpl::isBusinessDay(const Date& date) const {
// public holidays
if ( !SettlementImpl::isBusinessDay(date) )
return false;
Day d = date.dayOfMonth();
Weekday w = date.weekday();
Month m = date.month();
Year y = date.year();
if (// Year-end closing
((((d == 29 || d == 30) && w == Friday) || d == 31)
&& m == December)
)
return false;
if (// occasional closing days (KRX day)
(d == 6 && m == May && y == 2016) ||
(d == 2 && m == October && y == 2017)
)
return false;
return true;
}
}
|
