/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #include namespace QuantLib { Canada::Canada() { // all calendar instances share the same implementation instance static boost::shared_ptr impl(new Canada::Impl); impl_ = impl; } bool Canada::Impl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(), dd = date.dayOfYear(); Month m = date.month(); Year y = date.year(); Day em = easterMonday(y); if (isWeekend(w) // New Year's Day (possibly moved to Monday) || ((d == 1 || (d == 2 && w == Monday)) && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // The Monday on or preceding 24 May (Victoria Day) || (d > 17 && d <= 24 && w == Monday && m == May) // July 1st, possibly moved to Monday (Canada Day) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m==July) // first Monday of August (Provincial Holiday) || (d <= 7 && w == Monday && m == August) // first Monday of September (Labor Day) || (d <= 7 && w == Monday && m == September) // second Monday of October (Thanksgiving Day) || (d > 7 && d <= 14 && w == Monday && m == October) // November 11th || (d == 11 && m == November) // Christmas (possibly moved to Monday or Tuesday) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == December) // Boxing Day (possibly moved to Monday or Tuesday) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == December) ) return false; return true; } }