1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
---|---|
2 | |
3 | /* |
4 | Copyright (C) 2004 StatPro Italia srl |
5 | |
6 | This file is part of QuantLib, a free-software/open-source library |
7 | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | |
9 | QuantLib is free software: you can redistribute it and/or modify it |
10 | under the terms of the QuantLib license. You should have received a |
11 | copy of the license along with this program; if not, please email |
12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | <http://quantlib.org/license.shtml>. |
14 | |
15 | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | */ |
19 | |
20 | #include <ql/time/calendars/france.hpp> |
21 | #include <ql/errors.hpp> |
22 | |
23 | namespace QuantLib { |
24 | |
25 | France::France(France::Market market) { |
26 | // all calendar instances on the same market share the same |
27 | // implementation instance |
28 | static ext::shared_ptr<Calendar::Impl> settlementImpl( |
29 | new France::SettlementImpl); |
30 | static ext::shared_ptr<Calendar::Impl> exchangeImpl( |
31 | new France::ExchangeImpl); |
32 | switch (market) { |
33 | case Settlement: |
34 | impl_ = settlementImpl; |
35 | break; |
36 | case Exchange: |
37 | impl_ = exchangeImpl; |
38 | break; |
39 | default: |
40 | QL_FAIL("unknown market"); |
41 | } |
42 | } |
43 | |
44 | |
45 | bool France::SettlementImpl::isBusinessDay(const Date& date) const { |
46 | Weekday w = date.weekday(); |
47 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
48 | Month m = date.month(); |
49 | Year y = date.year(); |
50 | Day em = easterMonday(y); |
51 | if (isWeekend(w) |
52 | // Jour de l'An |
53 | || (d == 1 && m == January) |
54 | // Lundi de Paques |
55 | || (dd == em) |
56 | // Fete du Travail |
57 | || (d == 1 && m == May) |
58 | // Victoire 1945 |
59 | || (d == 8 && m == May) |
60 | // Ascension |
61 | || (d == 10 && m == May) |
62 | // Pentecote |
63 | || (d == 21 && m == May) |
64 | // Fete nationale |
65 | || (d == 14 && m == July) |
66 | // Assomption |
67 | || (d == 15 && m == August) |
68 | // Toussaint |
69 | || (d == 1 && m == November) |
70 | // Armistice 1918 |
71 | || (d == 11 && m == November) |
72 | // Noel |
73 | || (d == 25 && m == December)) |
74 | |
75 | return false; // NOLINT(readability-simplify-boolean-expr) |
76 | return true; |
77 | } |
78 | |
79 | |
80 | bool France::ExchangeImpl::isBusinessDay(const Date& date) const { |
81 | Weekday w = date.weekday(); |
82 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
83 | Month m = date.month(); |
84 | Year y = date.year(); |
85 | Day em = easterMonday(y); |
86 | if (isWeekend(w) |
87 | // Jour de l'An |
88 | || (d == 1 && m == January) |
89 | // Good Friday |
90 | || (dd == em-3) |
91 | // Easter Monday |
92 | || (dd == em) |
93 | // Labor Day |
94 | || (d == 1 && m == May) |
95 | // Christmas Eve |
96 | || (d == 24 && m == December) |
97 | // Christmas Day |
98 | || (d == 25 && m == December) |
99 | // Boxing Day |
100 | || (d == 26 && m == December) |
101 | // New Year's Eve |
102 | || (d == 31 && m == December)) |
103 | |
104 | return false; // NOLINT(readability-simplify-boolean-expr) |
105 | return true; |
106 | } |
107 | |
108 | } |
109 | |
110 |