1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | |
3 | /* |
4 | Copyright (C) 2004 Ferdinando Ametrano |
5 | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
6 | |
7 | This file is part of QuantLib, a free-software/open-source library |
8 | for financial quantitative analysts and developers - http://quantlib.org/ |
9 | |
10 | QuantLib is free software: you can redistribute it and/or modify it |
11 | under the terms of the QuantLib license. You should have received a |
12 | copy of the license along with this program; if not, please email |
13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
14 | <http://quantlib.org/license.shtml>. |
15 | |
16 | This program is distributed in the hope that it will be useful, but WITHOUT |
17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
19 | */ |
20 | |
21 | /*! \file italy.hpp |
22 | \brief Italian calendars |
23 | */ |
24 | |
25 | #ifndef quantlib_italy_calendar_hpp |
26 | #define quantlib_italy_calendar_hpp |
27 | |
28 | #include <ql/time/calendar.hpp> |
29 | |
30 | namespace QuantLib { |
31 | |
32 | //! Italian calendars |
33 | /*! Public holidays: |
34 | <ul> |
35 | <li>Saturdays</li> |
36 | <li>Sundays</li> |
37 | <li>New Year's Day, January 1st</li> |
38 | <li>Epiphany, January 6th</li> |
39 | <li>Easter Monday</li> |
40 | <li>Liberation Day, April 25th</li> |
41 | <li>Labour Day, May 1st</li> |
42 | <li>Republic Day, June 2nd (since 2000)</li> |
43 | <li>Assumption, August 15th</li> |
44 | <li>All Saint's Day, November 1st</li> |
45 | <li>Immaculate Conception Day, December 8th</li> |
46 | <li>Christmas Day, December 25th</li> |
47 | <li>St. Stephen's Day, December 26th</li> |
48 | </ul> |
49 | |
50 | Holidays for the stock exchange (data from http://www.borsaitalia.it): |
51 | <ul> |
52 | <li>Saturdays</li> |
53 | <li>Sundays</li> |
54 | <li>New Year's Day, January 1st</li> |
55 | <li>Good Friday</li> |
56 | <li>Easter Monday</li> |
57 | <li>Labour Day, May 1st</li> |
58 | <li>Assumption, August 15th</li> |
59 | <li>Christmas' Eve, December 24th</li> |
60 | <li>Christmas, December 25th</li> |
61 | <li>St. Stephen, December 26th</li> |
62 | <li>New Year's Eve, December 31st</li> |
63 | </ul> |
64 | |
65 | \ingroup calendars |
66 | |
67 | \test the correctness of the returned results is tested against a |
68 | list of known holidays. |
69 | */ |
70 | class Italy : public Calendar { |
71 | private: |
72 | class SettlementImpl final : public Calendar::WesternImpl { |
73 | public: |
74 | std::string name() const override { return "Italian settlement" ; } |
75 | bool isBusinessDay(const Date&) const override; |
76 | }; |
77 | class ExchangeImpl final : public Calendar::WesternImpl { |
78 | public: |
79 | std::string name() const override { return "Milan stock exchange" ; } |
80 | bool isBusinessDay(const Date&) const override; |
81 | }; |
82 | public: |
83 | //! Italian calendars |
84 | enum Market { Settlement, //!< generic settlement calendar |
85 | Exchange //!< Milan stock-exchange calendar |
86 | }; |
87 | Italy(Market market = Settlement); |
88 | }; |
89 | |
90 | } |
91 | |
92 | |
93 | #endif |
94 | |