/* -*- 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. */ /*! \file unitedkingdom.hpp \brief UK calendars */ #ifndef quantlib_united_kindgom_calendar_hpp #define quantlib_united_kindgom_calendar_hpp #include namespace QuantLib { //! United Kingdom calendars /*! Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):
  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas Day, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the stock exchange:
  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas Day, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the metals exchange:
  • Saturdays
  • Sundays
  • New Year's Day, January 1st (possibly moved to Monday)
  • Good Friday
  • Easter Monday
  • Early May Bank Holiday, first Monday of May
  • Spring Bank Holiday, last Monday of May
  • Summer Bank Holiday, last Monday of August
  • Christmas Day, December 25th (possibly moved to Monday or Tuesday)
  • Boxing Day, December 26th (possibly moved to Monday or Tuesday)
\ingroup calendars \todo add LIFFE \test the correctness of the returned results is tested against a list of known holidays. */ class UnitedKingdom : public Calendar { private: class SettlementImpl : public Calendar::WesternImpl { public: std::string name() const { return "UK settlement"; } bool isBusinessDay(const Date&) const; }; class ExchangeImpl : public Calendar::WesternImpl { public: std::string name() const { return "London stock exchange"; } bool isBusinessDay(const Date&) const; }; class MetalsImpl : public Calendar::WesternImpl { public: std::string name() const { return "London metals exchange"; } bool isBusinessDay(const Date&) const; }; public: //! UK calendars enum Market { Settlement, //!< generic settlement calendar Exchange, //!< London stock-exchange calendar Metals //|< London metals-exchange calendar }; UnitedKingdom(Market market = Settlement); }; } #endif