| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | #include <ql/time/calendars/australia.hpp> |
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| 21 | |
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| 22 | namespace QuantLib { |
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| 23 | |
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| 24 | Australia::Australia(Australia::Market market) { |
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| 25 | // all calendar instances share the same implementation instance |
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| 26 | static ext::shared_ptr<Calendar::Impl> settlementImpl( |
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| 27 | new Australia::SettlementImpl); |
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| 28 | static ext::shared_ptr<Calendar::Impl> asxImpl( |
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| 29 | new Australia::AsxImpl); |
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| 30 | switch (market) { |
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| 31 | case Settlement: |
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| 32 | impl_ = settlementImpl; |
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| 33 | break; |
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| 34 | case ASX: |
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| 35 | impl_ = asxImpl; |
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| 36 | break; |
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| 37 | default: |
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| 38 | QL_FAIL("unknown market" ); |
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| 39 | } |
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| 40 | } |
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| 41 | |
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| 42 | bool Australia::SettlementImpl::isBusinessDay(const Date& date) const { |
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| 43 | Weekday w = date.weekday(); |
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| 44 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
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| 45 | Month m = date.month(); |
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| 46 | Year y = date.year(); |
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| 47 | Day em = easterMonday(y); |
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| 48 | if (isWeekend(w) |
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| 49 | // New Year's Day (possibly moved to Monday) |
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| 50 | || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) |
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| 51 | // Australia Day, January 26th (possibly moved to Monday) |
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| 52 | || ((d == 26 || ((d == 27 || d == 28) && w == Monday)) && |
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| 53 | m == January) |
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| 54 | // Good Friday |
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| 55 | || (dd == em-3) |
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| 56 | // Easter Monday |
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| 57 | || (dd == em) |
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| 58 | // ANZAC Day, April 25th |
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| 59 | || (d == 25 && m == April) |
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| 60 | // Queen's Birthday, second Monday in June |
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| 61 | || ((d > 7 && d <= 14) && w == Monday && m == June) |
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| 62 | // Bank Holiday, first Monday in August |
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| 63 | || (d <= 7 && w == Monday && m == August) |
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| 64 | // Labour Day, first Monday in October |
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| 65 | || (d <= 7 && w == Monday && m == October) |
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| 66 | // Christmas, December 25th (possibly Monday or Tuesday) |
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| 67 | || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) |
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| 68 | && m == December) |
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| 69 | // Boxing Day, December 26th (possibly Monday or Tuesday) |
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| 70 | || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) |
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| 71 | && m == December) |
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| 72 | // National Day of Mourning for Her Majesty, September 22 (only 2022) |
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| 73 | || (d == 22 && m == September && y == 2022)) |
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| 74 | return false; // NOLINT(readability-simplify-boolean-expr) |
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| 75 | return true; |
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| 76 | } |
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| 77 | |
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| 78 | bool Australia::AsxImpl::isBusinessDay(const Date& date) const { |
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| 79 | Weekday w = date.weekday(); |
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| 80 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
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| 81 | Month m = date.month(); |
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| 82 | Year y = date.year(); |
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| 83 | Day em = easterMonday(y); |
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| 84 | if (isWeekend(w) |
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| 85 | // New Year's Day (possibly moved to Monday) |
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| 86 | || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) |
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| 87 | // Australia Day, January 26th (possibly moved to Monday) |
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| 88 | || ((d == 26 || ((d == 27 || d == 28) && w == Monday)) && |
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| 89 | m == January) |
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| 90 | // Good Friday |
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| 91 | || (dd == em-3) |
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| 92 | // Easter Monday |
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| 93 | || (dd == em) |
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| 94 | // ANZAC Day, April 25th |
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| 95 | || (d == 25 && m == April) |
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| 96 | // Queen's Birthday, second Monday in June |
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| 97 | || ((d > 7 && d <= 14) && w == Monday && m == June) |
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| 98 | // Christmas, December 25th (possibly Monday or Tuesday) |
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| 99 | || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) |
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| 100 | && m == December) |
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| 101 | // Boxing Day, December 26th (possibly Monday or Tuesday) |
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| 102 | || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) |
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| 103 | && m == December) |
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| 104 | // National Day of Mourning for Her Majesty, September 22 (only 2022) |
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| 105 | || (d == 22 && m == September && y == 2022)) |
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| 106 | return false; // NOLINT(readability-simplify-boolean-expr) |
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| 107 | return true; |
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| 108 | } |
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| 109 | |
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| 110 | } |
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