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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 FIMAT Group
Copyright (C) 2008, 2009, 2010, 2011 StatPro Italia 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.
*/
/*! \file china.hpp
\brief Chinese calendar
*/
#ifndef quantlib_chinese_calendar_hpp
#define quantlib_chinese_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! Chinese calendar
/*! Holidays:
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's day, January 1st (possibly followed by one or
two more holidays)</li>
<li>Labour Day, first week in May</li>
<li>National Day, one week from October 1st</li>
</ul>
Other holidays for which no rule is given (data available for
2004-2019 only):
<ul>
<li>Chinese New Year</li>
<li>Ching Ming Festival</li>
<li>Tuen Ng Festival</li>
<li>Mid-Autumn Festival</li>
<li>70th anniversary of the victory of anti-Japaneses war</li>
</ul>
SSE data from <http://www.sse.com.cn/>
IB data from <http://www.chinamoney.com.cn/>
\ingroup calendars
*/
class China : public Calendar {
private:
class SseImpl final : public Calendar::Impl {
public:
std::string name() const override { return "Shanghai stock exchange"; }
bool isWeekend(Weekday) const override;
bool isBusinessDay(const Date&) const override;
};
class IbImpl final : public Calendar::Impl {
public:
IbImpl()
: sseImpl(ext::make_shared<China::SseImpl>()) {}
std::string name() const override { return "China inter bank market"; }
bool isWeekend(Weekday) const override;
bool isBusinessDay(const Date&) const override;
private:
ext::shared_ptr<Calendar::Impl> sseImpl;
};
public:
enum Market { SSE, //!< Shanghai stock exchange
IB //!< Interbank calendar
};
China(Market m = SSE);
};
}
#endif
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