/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 Ferdinando Ametrano 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 #include namespace QuantLib { Germany::Germany(Germany::Market market) { // all calendar instances on the same market share the same // implementation instance static boost::shared_ptr settlementImpl( new Germany::SettlementImpl); static boost::shared_ptr frankfurtStockExchangeImpl( new Germany::FrankfurtStockExchangeImpl); static boost::shared_ptr xetraImpl( new Germany::XetraImpl); static boost::shared_ptr eurexImpl( new Germany::EurexImpl); switch (market) { case Settlement: impl_ = settlementImpl; break; case FrankfurtStockExchange: impl_ = frankfurtStockExchangeImpl; break; case Xetra: impl_ = xetraImpl; break; case Eurex: impl_ = eurexImpl; break; default: QL_FAIL("unknown market"); } } bool Germany::SettlementImpl::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 || (d == 1 && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // Ascension Thursday || (dd == em+38) // Whit Monday || (dd == em+49) // Corpus Christi || (dd == em+59) // Labour Day || (d == 1 && m == May) // National Day || (d == 3 && m == October) // Christmas Eve || (d == 24 && m == December) // Christmas || (d == 25 && m == December) // Boxing Day || (d == 26 && m == December) // New Year's Eve || (d == 31 && m == December)) return false; return true; } bool Germany::FrankfurtStockExchangeImpl::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 || (d == 1 && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // Labour Day || (d == 1 && m == May) // Christmas' Eve || (d == 24 && m == December) // Christmas || (d == 25 && m == December) // Christmas Day || (d == 26 && m == December) // New Year's Eve || (d == 31 && m == December)) return false; return true; } bool Germany::XetraImpl::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 || (d == 1 && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // Labour Day || (d == 1 && m == May) // Christmas' Eve || (d == 24 && m == December) // Christmas || (d == 25 && m == December) // Christmas Day || (d == 26 && m == December) // New Year's Eve || (d == 31 && m == December)) return false; return true; } bool Germany::EurexImpl::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 || (d == 1 && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // Labour Day || (d == 1 && m == May) // Christmas' Eve || (d == 24 && m == December) // Christmas || (d == 25 && m == December) // Christmas Day || (d == 26 && m == December) // New Year's Eve || (d == 31 && m == December)) return false; return true; } }