| 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 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | /*! \file russia.hpp |
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| 21 | \brief Russian calendar |
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| 22 | */ |
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| 23 | |
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| 24 | #ifndef quantlib_russia_calendar_hpp |
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| 25 | #define quantlib_russia_calendar_hpp |
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| 26 | |
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| 27 | #include <ql/time/calendar.hpp> |
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| 28 | |
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| 29 | namespace QuantLib { |
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| 30 | |
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| 31 | //! Russian calendars |
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| 32 | /*! Public holidays (see <http://www.cbr.ru/eng/>:): |
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| 33 | <ul> |
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| 34 | <li>Saturdays</li> |
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| 35 | <li>Sundays</li> |
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| 36 | <li>New Year holidays, January 1st to 5th (only 1st and 2nd |
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| 37 | until 2005)</li> |
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| 38 | <li>Christmas, January 7th (possibly moved to Monday)</li> |
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| 39 | <li>Defender of the Fatherland Day, February 23rd (possibly |
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| 40 | moved to Monday)</li> |
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| 41 | <li>International Women's Day, March 8th (possibly moved to |
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| 42 | Monday)</li> |
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| 43 | <li>Labour Day, May 1st (possibly moved to Monday)</li> |
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| 44 | <li>Victory Day, May 9th (possibly moved to Monday)</li> |
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| 45 | <li>Russia Day, June 12th (possibly moved to Monday)</li> |
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| 46 | <li>Unity Day, November 4th (possibly moved to Monday)</li> |
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| 47 | </ul> |
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| 48 | |
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| 49 | Holidays for the Moscow Exchange (MOEX) taken from |
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| 50 | <http://moex.com/s726> and related pages. These holidays are |
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| 51 | <em>not</em> consistent year-to-year, may or may not correlate |
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| 52 | to public holidays, and are only available for dates since the |
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| 53 | introduction of the MOEX 'brand' (a merger of the stock and |
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| 54 | futures markets). |
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| 55 | |
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| 56 | \ingroup calendars |
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| 57 | */ |
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| 58 | class Russia : public Calendar { |
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| 59 | private: |
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| 60 | class SettlementImpl final : public Calendar::OrthodoxImpl { |
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| 61 | public: |
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| 62 | std::string name() const override { return "Russian settlement" ; } |
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| 63 | bool isBusinessDay(const Date&) const override; |
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| 64 | }; |
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| 65 | class ExchangeImpl final : public Calendar::OrthodoxImpl { |
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| 66 | public: |
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| 67 | std::string name() const override { return "Moscow exchange" ; } |
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| 68 | bool isBusinessDay(const Date&) const override; |
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| 69 | }; |
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| 70 | public: |
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| 71 | //! Russian calendars |
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| 72 | enum Market { Settlement, //!< generic settlement calendar |
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| 73 | MOEX //!< Moscow Exchange calendar |
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| 74 | }; |
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| 75 | Russia(Market = Settlement); |
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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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