/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2005, 2007 StatPro Italia 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. */ /*! \file india.hpp \brief Indian calendars */ #ifndef quantlib_indian_calendar_hpp #define quantlib_indian_calendar_hpp #include namespace QuantLib { //! Indian calendars /*! Holidays for the National Stock Exchange (data from ):
  • Saturdays
  • Sundays
  • Republic Day, January 26th
  • Good Friday
  • Ambedkar Jayanti, April 14th
  • Independence Day, August 15th
  • Gandhi Jayanti, October 2nd
  • Christmas, December 25th
Other holidays for which no rule is given (data available for 2005-2007 only:)
  • Bakri Id
  • Moharram
  • Mahashivratri
  • Holi
  • Ram Navami
  • Mahavir Jayanti
  • Id-E-Milad
  • Maharashtra Day
  • Buddha Pournima
  • Ganesh Chaturthi
  • Dasara
  • Laxmi Puja
  • Bhaubeej
  • Ramzan Id
  • Guru Nanak Jayanti
\ingroup calendars */ class India : public Calendar { private: class NseImpl : public Calendar::WesternImpl { public: std::string name() const { return "National Stock Exchange of India"; } bool isBusinessDay(const Date&) const; }; public: enum Market { NSE //!< National Stock Exchange }; India(Market m = NSE); }; } #endif