/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2000-2003 RiskMap srl Copyright (C) 2003 Kawanishi Tomoya 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 { Japan::Japan() { // all calendar instances share the same implementation instance static boost::shared_ptr impl(new Japan::Impl); impl_ = impl; } bool Japan::Impl::isWeekend(Weekday w) const { return w == Saturday || w == Sunday; } bool Japan::Impl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(); Month m = date.month(); Year y = date.year(); // equinox calculation const Time exact_vernal_equinox_time = 20.69115; const Time exact_autumnal_equinox_time = 23.09; const Time diff_per_year = 0.242194; const Time moving_amount = (y-2000)*diff_per_year; Integer number_of_leap_years = (y-2000)/4+(y-2000)/100-(y-2000)/400; Day ve = // vernal equinox day Day(exact_vernal_equinox_time + moving_amount - number_of_leap_years); Day ae = // autumnal equinox day Day(exact_autumnal_equinox_time + moving_amount - number_of_leap_years); // checks if (isWeekend(w) // New Year's Day || (d == 1 && m == January) // Bank Holiday || (d == 2 && m == January) // Bank Holiday || (d == 3 && m == January) // Coming of Age Day (2nd Monday in January), // was January 15th until 2000 || (w == Monday && (d >= 8 && d <= 14) && m == January && y >= 2000) || ((d == 15 || (d == 16 && w == Monday)) && m == January && y < 2000) // National Foundation Day || ((d == 11 || (d == 12 && w == Monday)) && m == February) // Vernal Equinox || ((d == ve || (d == ve+1 && w == Monday)) && m == March) // Greenery Day || ((d == 29 || (d == 30 && w == Monday)) && m == April) // Constitution Memorial Day || (d == 3 && m == May) // Holiday for a Nation || (d == 4 && m == May) // Children's Day || ((d == 5 || (d == 6 && w == Monday)) && m == May) // Marine Day (3rd Monday in July), // was July 20th until 2003, not a holiday before 1996 || (w == Monday && (d >= 15 && d <= 21) && m == July && y >= 2003) || ((d == 20 || (d == 21 && w == Monday)) && m == July && y >= 1996 && y < 2003) // Respect for the Aged Day (3rd Monday in September), // was September 15th until 2003 || (w == Monday && (d >= 15 && d <= 21) && m == September && y >= 2003) || ((d == 15 || (d == 16 && w == Monday)) && m == September && y < 2003) // If a single day falls between Respect for the Aged Day // and the Autumnal Equinox, it is holiday || (w == Tuesday && d+1 == ae && d >= 16 && d <= 22 && m == September && y >= 2003) // Autumnal Equinox || ((d == ae || (d == ae+1 && w == Monday)) && m == September) // Health and Sports Day (2nd Monday in October), // was October 10th until 2000 || (w == Monday && (d >= 8 && d <= 14) && m == October && y >= 2000) || ((d == 10 || (d == 11 && w == Monday)) && m == October && y < 2000) // National Culture Day || ((d == 3 || (d == 4 && w == Monday)) && m == November) // Labor Thanksgiving Day || ((d == 23 || (d == 24 && w == Monday)) && m == November) // Emperor's Birthday || ((d == 23 || (d == 24 && w == Monday)) && m == December && y >= 1989) // Bank Holiday || (d == 31 && m == December) // one-shot holidays // Marriage of Prince Akihito || (d == 10 && m == April && y == 1959) // Rites of Imperial Funeral || (d == 24 && m == February && y == 1989) // Enthronement Ceremony || (d == 12 && m == November && y == 1990) // Marriage of Prince Naruhito || (d == 9 && m == June && y == 1993)) return false; return true; } }