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
30namespace 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

source code of quantlib/ql/time/calendars/italy.hpp