/* -*- 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. */ /*! \file germany.hpp \brief German calendars */ #ifndef quantlib_germany_calendar_hpp #define quantlib_germany_calendar_hpp #include namespace QuantLib { //! German calendars /*! Public holidays:
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Ascension Thursday
  • Whit Monday
  • Corpus Christi
  • Labour Day, May 1st
  • National Day, October 3rd
  • Christmas Eve, December 24th
  • Christmas, December 25th
  • Boxing Day, December 26th
  • New Year's Eve, December 31st
Holidays for the Frankfurt Stock exchange (data from http://deutsche-boerse.com/):
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st
Holidays for the Xetra exchange (data from http://deutsche-boerse.com/):
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st
Holidays for the Eurex exchange (data from http://www.eurexchange.com/index.html):
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • Christmas Holiday, December 26th
  • New Year's Eve, December 31st
\ingroup calendars \test the correctness of the returned results is tested against a list of known holidays. */ class Germany : public Calendar { private: class SettlementImpl : public Calendar::WesternImpl { public: std::string name() const { return "German settlement"; } bool isBusinessDay(const Date&) const; }; class FrankfurtStockExchangeImpl : public Calendar::WesternImpl { public: std::string name() const { return "Frankfurt stock exchange"; } bool isBusinessDay(const Date&) const; }; class XetraImpl : public Calendar::WesternImpl { public: std::string name() const { return "Xetra"; } bool isBusinessDay(const Date&) const; }; class EurexImpl : public Calendar::WesternImpl { public: std::string name() const { return "Eurex"; } bool isBusinessDay(const Date&) const; }; public: //! German calendars enum Market { Settlement, //!< generic settlement calendar FrankfurtStockExchange, //!< Frankfurt stock-exchange Xetra, //!< Xetra Eurex //!< Eurex }; Germany(Market market = FrankfurtStockExchange); }; } #endif