| 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) 2010 StatPro Italia srl |
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| 5 | Copyright (C) 2015 Riccardo Barone |
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| 6 | Copyright (C) 2018 Matthias Lungwitz |
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| 7 | |
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| 8 | This file is part of QuantLib, a free-software/open-source library |
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| 9 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 10 | |
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| 11 | QuantLib is free software: you can redistribute it and/or modify it |
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| 12 | under the terms of the QuantLib license. You should have received a |
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| 13 | copy of the license along with this program; if not, please email |
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| 14 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 15 | <http://quantlib.org/license.shtml>. |
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| 16 | |
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| 17 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 18 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 19 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 20 | */ |
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| 21 | |
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| 22 | /*! \file romania.hpp |
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| 23 | \brief Romanian calendar |
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| 24 | */ |
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| 25 | |
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| 26 | #ifndef quantlib_romania_calendar_hpp |
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| 27 | #define quantlib_romania_calendar_hpp |
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| 28 | |
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| 29 | #include <ql/time/calendar.hpp> |
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| 30 | |
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| 31 | namespace QuantLib { |
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| 32 | |
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| 33 | //! Romanian calendars |
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| 34 | /*! Public holidays: |
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| 35 | <ul> |
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| 36 | <li>Saturdays</li> |
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| 37 | <li>Sundays</li> |
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| 38 | <li>New Year's Day, January 1st</li> |
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| 39 | <li> Day after New Year's Day, January 2nd</li> |
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| 40 | <li>Unification Day, January 24th</li> |
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| 41 | <li>Orthodox Easter (only Sunday and Monday)</li> |
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| 42 | <li>Labour Day, May 1st</li> |
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| 43 | <li>Pentecost with Monday (50th and 51st days after the |
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| 44 | Othodox Easter)</li> |
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| 45 | <li>Children's Day, June 1st (since 2017)</li> |
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| 46 | <li>St Marys Day, August 15th</li> |
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| 47 | <li>Feast of St Andrew, November 30th</li> |
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| 48 | <li>National Day, December 1st</li> |
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| 49 | <li>Christmas, December 25th</li> |
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| 50 | <li>2nd Day of Christmas, December 26th</li> |
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| 51 | </ul> |
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| 52 | |
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| 53 | Holidays for the Bucharest stock exchange |
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| 54 | (data from <http://www.bvb.ro/Marketplace/TradingCalendar/index.aspx>): |
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| 55 | all public holidays, plus a few one-off closing days (2014 only). |
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| 56 | |
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| 57 | \ingroup calendars |
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| 58 | */ |
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| 59 | class Romania : public Calendar { |
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| 60 | private: |
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| 61 | class PublicImpl : public Calendar::OrthodoxImpl { |
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| 62 | public: |
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| 63 | std::string name() const override { return "Romania" ; } |
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| 64 | bool isBusinessDay(const Date&) const override; |
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| 65 | }; |
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| 66 | class BVBImpl final : public PublicImpl { |
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| 67 | public: |
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| 68 | std::string name() const override { return "Bucharest stock exchange" ; } |
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| 69 | bool isBusinessDay(const Date&) const override; |
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| 70 | }; |
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| 71 | public: |
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| 72 | enum Market { Public, //!< Public holidays |
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| 73 | BVB //!< Bucharest stock-exchange |
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| 74 | }; |
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| 75 | Romania(Market market = BVB); |
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| 76 | }; |
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| 77 | |
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| 78 | } |
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| 79 | |
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| 80 | |
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| 81 | #endif |
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| 82 | |
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