/* -*- 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. */ #include #include namespace QuantLib { Indonesia::Indonesia(Market market) { // all calendar instances share the same implementation instance static boost::shared_ptr bejImpl( new Indonesia::BejImpl); switch (market) { case BEJ: case JSX: impl_ = bejImpl; break; default: QL_FAIL("unknown market"); } } bool Indonesia::BejImpl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(); Month m = date.month(); Year y = date.year(); Day dd = date.dayOfYear(); Day em = easterMonday(y); if (isWeekend(w) // New Year's Day || (d == 1 && m == January) // Good Friday || (dd == em-3) // Ascension Thursday || (dd == em+38) // Independence Day || (d == 17 && m == August) // Christmas || (d == 25 && m == December) ) return false; if (y == 2005) { if (// Idul Adha (d == 21 && m == January) // Imlek || (d == 9 && m == February) // Moslem's New Year Day || (d == 10 && m == February) // Nyepi || (d == 11 && m == March) // Birthday of Prophet Muhammad SAW || (d == 22 && m == April) // Waisak || (d == 24 && m == May) // Ascension of Prophet Muhammad SAW || (d == 2 && m == September) // Idul Fitri || ((d == 3 || d == 4) && m == November) // National leaves || ((d == 2 || d == 7 || d == 8) && m == November) || (d == 26 && m == December) ) return false; } if (y == 2006) { if (// Idul Adha (d == 10 && m == January) // Moslem's New Year Day || (d == 31 && m == January) // Nyepi || (d == 30 && m == March) // Birthday of Prophet Muhammad SAW || (d == 10 && m == April) // Ascension of Prophet Muhammad SAW || (d == 21 && m == August) // Idul Fitri || ((d == 24 || d == 25) && m == October) // National leaves || ((d == 23 || d == 26 || d == 27) && m == October) ) return false; } if (y == 2007) { if (// Nyepi (d == 19 && m == March) // Waisak || (d == 1 && m == June) // Ied Adha || (d == 20 && m == December) // National leaves || (d == 18 && m == May) || ((d == 12 || d == 15 || d == 16) && m == October) || ((d == 21 || d == 24) && m == October) ) return false; } return true; } }