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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Ferdinando Ametrano
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 germany.hpp
\brief German calendars
*/
#ifndef quantlib_germany_calendar_hpp
#define quantlib_germany_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! German calendars
/*! Public holidays:
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Ascension Thursday</li>
<li>Whit Monday</li>
<li>Corpus Christi</li>
<li>Labour Day, May 1st</li>
<li>National Day, October 3rd</li>
<li>Christmas Eve, December 24th</li>
<li>Christmas, December 25th</li>
<li>Boxing Day, December 26th</li>
</ul>
Holidays for the Frankfurt Stock exchange
(data from http://deutsche-boerse.com/):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Labour Day, May 1st</li>
<li>Christmas' Eve, December 24th</li>
<li>Christmas, December 25th</li>
<li>Christmas Holiday, December 26th</li>
</ul>
Holidays for the Xetra exchange
(data from http://deutsche-boerse.com/):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Labour Day, May 1st</li>
<li>Christmas' Eve, December 24th</li>
<li>Christmas, December 25th</li>
<li>Christmas Holiday, December 26th</li>
</ul>
Holidays for the Eurex exchange
(data from http://www.eurexchange.com/index.html):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Labour Day, May 1st</li>
<li>Christmas' Eve, December 24th</li>
<li>Christmas, December 25th</li>
<li>Christmas Holiday, December 26th</li>
<li>New Year's Eve, December 31st</li>
</ul>
Holidays for the Euwax exchange
(data from http://www.boerse-stuttgart.de):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Labour Day, May 1st</li>
<li>Whit Monday</li>
<li>Christmas' Eve, December 24th</li>
<li>Christmas, December 25th</li>
<li>Christmas Holiday, December 26th</li>
</ul>
\ingroup calendars
\test the correctness of the returned results is tested
against a list of known holidays.
*/
class Germany : public Calendar {
private:
class SettlementImpl final : public Calendar::WesternImpl {
public:
std::string name() const override { return "German settlement"; }
bool isBusinessDay(const Date&) const override;
};
class FrankfurtStockExchangeImpl final : public Calendar::WesternImpl {
public:
std::string name() const override { return "Frankfurt stock exchange"; }
bool isBusinessDay(const Date&) const override;
};
class XetraImpl final : public Calendar::WesternImpl {
public:
std::string name() const override { return "Xetra"; }
bool isBusinessDay(const Date&) const override;
};
class EurexImpl final : public Calendar::WesternImpl {
public:
std::string name() const override { return "Eurex"; }
bool isBusinessDay(const Date&) const override;
};
class EuwaxImpl final : public Calendar::WesternImpl {
public:
std::string name() const override { return "Euwax"; }
bool isBusinessDay(const Date&) const override;
};
public:
//! German calendars
enum Market { Settlement, //!< generic settlement calendar
FrankfurtStockExchange, //!< Frankfurt stock-exchange
Xetra, //!< Xetra
Eurex, //!< Eurex
Euwax //!< Euwax
};
Germany(Market market = FrankfurtStockExchange);
};
}
#endif
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