/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 FIMAT Group Copyright (C) 2005, 2006, 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 namespace QuantLib { Taiwan::Taiwan(Market) { // all calendar instances share the same implementation instance static boost::shared_ptr impl(new Taiwan::TsecImpl); impl_ = impl; } bool Taiwan::TsecImpl::isWeekend(Weekday w) const { return w == Saturday || w == Sunday; } bool Taiwan::TsecImpl::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) // Peace Memorial Day || (d == 28 && m == February) // Labor Day || (d == 1 && m == May) // Double Tenth || (d == 10 && m == October) ) return false; if (y == 2002) { // Dragon Boat Festival and Moon Festival fall on Saturday if (// Chinese Lunar New Year (d >= 9 && d <= 17 && m == February) // Tomb Sweeping Day || (d == 5 && m == April) ) return false; } if (y == 2003) { // Tomb Sweeping Day falls on Saturday if (// Chinese Lunar New Year ((d >= 31 && m == January) || (d <= 5 && m == February)) // Dragon Boat Festival || (d == 4 && m == June) // Moon Festival || (d == 11 && m == September) ) return false; } if (y == 2004) { // Tomb Sweeping Day falls on Sunday if (// Chinese Lunar New Year (d >= 21 && d <= 26 && m == January) // Dragon Boat Festival || (d == 22 && m == June) // Moon Festival || (d == 28 && m == September) ) return false; } if (y == 2005) { // Dragon Boat and Moon Festival fall on Saturday or Sunday if (// Chinese Lunar New Year (d >= 6 && d <= 13 && m == February) // Tomb Sweeping Day || (d == 5 && m == April) // make up for Labor Day, not seen in other years || (d == 2 && m == May) ) return false; } if (y == 2006) { // Dragon Boat and Moon Festival fall on Saturday or Sunday if (// Chinese Lunar New Year ((d >= 28 && m == January) || (d <= 5 && m == February)) // Tomb Sweeping Day || (d == 5 && m == April) // Dragon Boat Festival || (d == 31 && m == May) // Moon Festival || (d == 6 && m == October) ) return false; } if (y == 2007) { if (// Chinese Lunar New Year (d >= 17 && d <= 25 && m == February) // Tomb Sweeping Day || (d == 5 && m == April) // adjusted holidays || (d == 6 && m == April) || (d == 18 && m == June) // Dragon Boat Festival || (d == 19 && m == June) // adjusted holiday || (d == 24 && m == September) // Moon Festival || (d == 25 && m == September) ) return false; } return true; } }