/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 FIMAT Group Copyright (C) 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 { SouthKorea::SouthKorea(Market market) { // all calendar instances share the same implementation instance static boost::shared_ptr krxImpl( new SouthKorea::KrxImpl); switch (market) { case KRX: impl_ = krxImpl; break; default: QL_FAIL("unknown market"); } } bool SouthKorea::KrxImpl::isWeekend(Weekday w) const { return w == Saturday || w == Sunday; } bool SouthKorea::KrxImpl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(); Month m = date.month(); Year y = date.year(); if (isWeekend(w) // New Year's Day || (d == 1 && m == January) // Independence Day || (d == 1 && m == March) // Arbour Day || (d == 5 && m == April) // Labor Day || (d == 1 && m == May) // Children's Day || (d == 5 && m == May) // Memorial Day || (d == 6 && m == June) // Constitution Day || (d == 17 && m == July) // Liberation Day || (d == 15 && m == August) // National Foundation Day || (d == 3 && m == October) // Christmas Day || (d == 25 && m == December) // Lunar New Year 2004 || ((d == 21 || d==22 || d==23 || d==24 || d==26 ) && m == January && y==2004) || ((d == 8 || d==9 || d==10) && m == February && y==2005) || ((d==29 || d==30 || d==31 ) && m == January && y==2006) || (d==19 && m == February && y==2007) // Election Day 2004 || (d == 15 && m == April && y==2004) // Buddha's birthday || (d == 26 && m == May && y==2004) || (d == 15 && m == May && y==2005) || (d == 5 && m == May && y==2006) || (d == 24 && m == May && y==2007) // Harvest Moon Day || ((d == 27 || d == 28 || d == 29) && m == September && y==2004) || ((d == 17 || d == 18 || d == 19) && m == September && y==2005) || ((d == 5 || d == 6 || d == 7) && m == October && y==2006) || ((d == 24 || d == 25 || d == 26) && m == September && y==2007) ) return false; return true; } }