| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2004 Ferdinando Ametrano |
| 5 | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
| 6 | |
| 7 | This file is part of QuantLib, a free-software/open-source library |
| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 9 | |
| 10 | QuantLib is free software: you can redistribute it and/or modify it |
| 11 | under the terms of the QuantLib license. You should have received a |
| 12 | copy of the license along with this program; if not, please email |
| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 14 | <http://quantlib.org/license.shtml>. |
| 15 | |
| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 19 | */ |
| 20 | |
| 21 | /*! \file austria.hpp |
| 22 | \brief Austrian calendars |
| 23 | */ |
| 24 | |
| 25 | #ifndef quantlib_austria_calendar_hpp |
| 26 | #define quantlib_austria_calendar_hpp |
| 27 | |
| 28 | #include <ql/time/calendar.hpp> |
| 29 | |
| 30 | namespace QuantLib { |
| 31 | |
| 32 | //! Austrian calendars |
| 33 | /*! Public holidays: |
| 34 | <ul> |
| 35 | <li>Saturdays</li> |
| 36 | <li>Sundays</li> |
| 37 | <li>New Year's Day, January 1st</li> |
| 38 | <li>Epiphany, January 6th</li> |
| 39 | <li>Easter Monday</li> |
| 40 | <li>Ascension Thursday</li> |
| 41 | <li>Whit Monday</li> |
| 42 | <li>Corpus Christi</li> |
| 43 | <li>Labour Day, May 1st</li> |
| 44 | <li>Assumption Day, August 15th</li> |
| 45 | <li>National Holiday, October 26th, since 1967</li> |
| 46 | <li>All Saints Day, November 1st</li> |
| 47 | <li>National Holiday, November 12th, 1919-1934</li> |
| 48 | <li>Immaculate Conception Day, December 8th</li> |
| 49 | <li>Christmas, December 25th</li> |
| 50 | <li>St. Stephen, December 26th</li> |
| 51 | </ul> |
| 52 | |
| 53 | Holidays for the stock exchange (data from https://www.wienerborse.at/en/trading/trading-information/trading-calendar/): |
| 54 | <ul> |
| 55 | <li>Saturdays</li> |
| 56 | <li>Sundays</li> |
| 57 | <li>New Year's Day, January 1st</li> |
| 58 | <li>Good Friday</li> |
| 59 | <li>Easter Monday</li> |
| 60 | <li>Whit Monday</li> |
| 61 | <li>Labour Day, May 1st</li> |
| 62 | <li>National Holiday, October 26th, since 1967</li> |
| 63 | <li>National Holiday, November 12th, 1919-1934</li> |
| 64 | <li>Christmas Eve, December 24th</li> |
| 65 | <li>Christmas, December 25th</li> |
| 66 | <li>St. Stephen, December 26th</li> |
| 67 | <li>Exchange Holiday</li> |
| 68 | </ul> |
| 69 | |
| 70 | \ingroup calendars |
| 71 | */ |
| 72 | class Austria : public Calendar { |
| 73 | private: |
| 74 | class SettlementImpl final : public Calendar::WesternImpl { |
| 75 | public: |
| 76 | std::string name() const override { return "Austrian settlement" ; } |
| 77 | bool isBusinessDay(const Date&) const override; |
| 78 | }; |
| 79 | class ExchangeImpl final : public Calendar::WesternImpl { |
| 80 | public: |
| 81 | std::string name() const override { return "Vienna stock exchange" ; } |
| 82 | bool isBusinessDay(const Date&) const override; |
| 83 | }; |
| 84 | public: |
| 85 | //! Austrian calendars |
| 86 | enum Market { Settlement, //!< generic settlement calendar |
| 87 | Exchange //!< Vienna stock-exchange calendar |
| 88 | }; |
| 89 | explicit Austria(Market market = Settlement); |
| 90 | }; |
| 91 | |
| 92 | } |
| 93 | |
| 94 | |
| 95 | #endif |
| 96 | |