File: romania.hpp

package info (click to toggle)
quantlib 1.41-2
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid
  • size: 41,480 kB
  • sloc: cpp: 400,885; makefile: 6,547; python: 214; sh: 150; lisp: 86
file content (81 lines) | stat: -rw-r--r-- 2,773 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2010 StatPro Italia srl
 Copyright (C) 2015 Riccardo Barone
 Copyright (C) 2018 Matthias Lungwitz

 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 romania.hpp
    \brief Romanian calendar
*/

#ifndef quantlib_romania_calendar_hpp
#define quantlib_romania_calendar_hpp

#include <ql/time/calendar.hpp>

namespace QuantLib {

    //! Romanian calendars
    /*! Public holidays:
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li> Day after New Year's Day, January 2nd</li>
        <li>Unification Day, January 24th</li>
        <li>Orthodox Easter (only Sunday and Monday)</li>
        <li>Labour Day, May 1st</li>
        <li>Pentecost with Monday (50th and 51st days after the 
            Othodox Easter)</li>
        <li>Children's Day, June 1st (since 2017)</li>
        <li>St Marys Day, August 15th</li>
        <li>Feast of St Andrew, November 30th</li>
        <li>National Day, December 1st</li>
        <li>Christmas, December 25th</li>
        <li>2nd Day of Christmas, December 26th</li>
        </ul>
        
        Holidays for the Bucharest stock exchange
        (data from <http://www.bvb.ro/Marketplace/TradingCalendar/index.aspx>):
        all public holidays, plus a few one-off closing days (2014 only).

        \ingroup calendars
    */
    class Romania : public Calendar {
      private:
        class PublicImpl : public Calendar::OrthodoxImpl {
          public:
            std::string name() const override { return "Romania"; }
            bool isBusinessDay(const Date&) const override;
        };
        class BVBImpl final : public PublicImpl {
          public:
            std::string name() const override { return "Bucharest stock exchange"; }
            bool isBusinessDay(const Date&) const override;
        };
      public:
        enum Market { Public,     //!< Public holidays
                      BVB         //!< Bucharest stock-exchange
        };
        Romania(Market market = BVB);
    };

}


#endif