/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 Ferdinando Ametrano Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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 { UnitedKingdom::UnitedKingdom(UnitedKingdom::Market market) { // all calendar instances on the same market share the same // implementation instance static boost::shared_ptr settlementImpl( new UnitedKingdom::SettlementImpl); static boost::shared_ptr exchangeImpl( new UnitedKingdom::ExchangeImpl); static boost::shared_ptr metalsImpl( new UnitedKingdom::MetalsImpl); switch (market) { case Settlement: impl_ = settlementImpl; break; case Exchange: impl_ = exchangeImpl; break; case Metals: impl_ = metalsImpl; break; default: QL_FAIL("unknown market"); } } bool UnitedKingdom::SettlementImpl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(), dd = date.dayOfYear(); Month m = date.month(); Year y = date.year(); Day em = easterMonday(y); if (isWeekend(w) // New Year's Day (possibly moved to Monday) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // first Monday of May (Early May Bank Holiday) || (d <= 7 && w == Monday && m == May) // last Monday of May (Spring Bank Holiday) || (d >= 25 && w == Monday && m == May && y != 2002) // last Monday of August (Summer Bank Holiday) || (d >= 25 && w == Monday && m == August) // Christmas (possibly moved to Monday or Tuesday) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == December) // Boxing Day (possibly moved to Monday or Tuesday) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == December) // June 3rd, 2002 only (Golden Jubilee Bank Holiday) // June 4rd, 2002 only (special Spring Bank Holiday) || ((d == 3 || d == 4) && m == June && y == 2002) // December 31st, 1999 only || (d == 31 && m == December && y == 1999)) return false; return true; } bool UnitedKingdom::ExchangeImpl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(), dd = date.dayOfYear(); Month m = date.month(); Year y = date.year(); Day em = easterMonday(y); if (isWeekend(w) // New Year's Day (possibly moved to Monday) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // first Monday of May (Early May Bank Holiday) || (d <= 7 && w == Monday && m == May) // last Monday of May (Spring Bank Holiday) || (d >= 25 && w == Monday && m == May && y != 2002) // last Monday of August (Summer Bank Holiday) || (d >= 25 && w == Monday && m == August) // Christmas (possibly moved to Monday or Tuesday) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == December) // Boxing Day (possibly moved to Monday or Tuesday) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == December) // June 3rd, 2002 only (Golden Jubilee Bank Holiday) // June 4rd, 2002 only (special Spring Bank Holiday) || ((d == 3 || d == 4) && m == June && y == 2002) // December 31st, 1999 only || (d == 31 && m == December && y == 1999)) return false; return true; } bool UnitedKingdom::MetalsImpl::isBusinessDay(const Date& date) const { Weekday w = date.weekday(); Day d = date.dayOfMonth(), dd = date.dayOfYear(); Month m = date.month(); Year y = date.year(); Day em = easterMonday(y); if (isWeekend(w) // New Year's Day (possibly moved to Monday) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) // Good Friday || (dd == em-3) // Easter Monday || (dd == em) // first Monday of May (Early May Bank Holiday) || (d <= 7 && w == Monday && m == May) // last Monday of May (Spring Bank Holiday) || (d >= 25 && w == Monday && m == May && y != 2002) // last Monday of August (Summer Bank Holiday) || (d >= 25 && w == Monday && m == August) // Christmas (possibly moved to Monday or Tuesday) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == December) // Boxing Day (possibly moved to Monday or Tuesday) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == December) // June 3rd, 2002 only (Golden Jubilee Bank Holiday) // June 4rd, 2002 only (special Spring Bank Holiday) || ((d == 3 || d == 4) && m == June && y == 2002) // December 31st, 1999 only || (d == 31 && m == December && y == 1999)) return false; return true; } }