| 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 | |
|---|
