| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2005, 2006 Piter Dias |
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| 5 | Copyright (C) 2007 Richard Gomes |
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| 6 | |
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| 7 | This file is part of QuantLib, a free-software/open-source library |
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| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 9 | |
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| 10 | QuantLib is free software: you can redistribute it and/or modify it |
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| 11 | under the terms of the QuantLib license. You should have received a |
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| 12 | copy of the license along with this program; if not, please email |
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| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 14 | <http://quantlib.org/license.shtml>. |
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| 15 | |
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| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 19 | */ |
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| 20 | |
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| 21 | #include <ql/time/calendars/brazil.hpp> |
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| 22 | #include <ql/errors.hpp> |
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| 23 | |
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| 24 | namespace QuantLib { |
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| 25 | |
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| 26 | Brazil::Brazil(Brazil::Market market) { |
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| 27 | // all calendar instances on the same market share the same |
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| 28 | // implementation instance |
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| 29 | static ext::shared_ptr<Calendar::Impl> settlementImpl( |
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| 30 | new Brazil::SettlementImpl); |
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| 31 | static ext::shared_ptr<Calendar::Impl> exchangeImpl( |
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| 32 | new Brazil::ExchangeImpl); |
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| 33 | switch (market) { |
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| 34 | case Settlement: |
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| 35 | impl_ = settlementImpl; |
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| 36 | break; |
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| 37 | case Exchange: |
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| 38 | impl_ = exchangeImpl; |
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| 39 | break; |
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| 40 | default: |
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| 41 | QL_FAIL("unknown market" ); |
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| 42 | } |
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| 43 | } |
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| 44 | |
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| 45 | bool Brazil::SettlementImpl::isBusinessDay(const Date& date) const { |
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| 46 | Weekday w = date.weekday(); |
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| 47 | Day d = date.dayOfMonth(); |
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| 48 | Month m = date.month(); |
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| 49 | Year y = date.year(); |
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| 50 | Day dd = date.dayOfYear(); |
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| 51 | Day em = easterMonday(y); |
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| 52 | |
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| 53 | if (isWeekend(w) |
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| 54 | // New Year's Day |
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| 55 | || (d == 1 && m == January) |
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| 56 | // Tiradentes Day |
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| 57 | || (d == 21 && m == April) |
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| 58 | // Labor Day |
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| 59 | || (d == 1 && m == May) |
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| 60 | // Independence Day |
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| 61 | || (d == 7 && m == September) |
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| 62 | // Nossa Sra. Aparecida Day |
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| 63 | || (d == 12 && m == October) |
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| 64 | // All Souls Day |
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| 65 | || (d == 2 && m == November) |
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| 66 | // Republic Day |
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| 67 | || (d == 15 && m == November) |
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| 68 | // Christmas |
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| 69 | || (d == 25 && m == December) |
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| 70 | // Passion of Christ |
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| 71 | || (dd == em-3) |
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| 72 | // Carnival |
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| 73 | || (dd == em-49 || dd == em-48) |
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| 74 | // Corpus Christi |
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| 75 | || (dd == em+59) |
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| 76 | ) |
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| 77 | return false; // NOLINT(readability-simplify-boolean-expr) |
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| 78 | return true; |
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| 79 | } |
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| 80 | |
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| 81 | bool Brazil::ExchangeImpl::isBusinessDay(const Date& date) const { |
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| 82 | Weekday w = date.weekday(); |
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| 83 | Day d = date.dayOfMonth(); |
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| 84 | Month m = date.month(); |
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| 85 | Year y = date.year(); |
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| 86 | Day dd = date.dayOfYear(); |
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| 87 | Day em = easterMonday(y); |
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| 88 | |
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| 89 | if (isWeekend(w) |
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| 90 | // New Year's Day |
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| 91 | || (d == 1 && m == January) |
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| 92 | // Sao Paulo City Day |
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| 93 | || (d == 25 && m == January) |
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| 94 | // Tiradentes Day |
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| 95 | || (d == 21 && m == April) |
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| 96 | // Labor Day |
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| 97 | || (d == 1 && m == May) |
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| 98 | // Revolution Day |
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| 99 | || (d == 9 && m == July) |
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| 100 | // Independence Day |
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| 101 | || (d == 7 && m == September) |
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| 102 | // Nossa Sra. Aparecida Day |
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| 103 | || (d == 12 && m == October) |
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| 104 | // All Souls Day |
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| 105 | || (d == 2 && m == November) |
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| 106 | // Republic Day |
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| 107 | || (d == 15 && m == November) |
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| 108 | // Black Consciousness Day |
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| 109 | || (d == 20 && m == November && y >= 2007) |
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| 110 | // Christmas Eve |
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| 111 | || (d == 24 && m == December) |
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| 112 | // Christmas |
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| 113 | || (d == 25 && m == December) |
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| 114 | // Passion of Christ |
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| 115 | || (dd == em-3) |
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| 116 | // Carnival |
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| 117 | || (dd == em-49 || dd == em-48) |
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| 118 | // Corpus Christi |
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| 119 | || (dd == em+59) |
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| 120 | // last business day of the year |
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| 121 | || (m == December && (d == 31 || (d >= 29 && w == Friday))) |
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| 122 | ) |
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| 123 | return false; // NOLINT(readability-simplify-boolean-expr) |
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| 124 | return true; |
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| 125 | } |
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| 126 | |
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| 127 | } |
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| 128 | |
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| 129 | |
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