1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5 Copyright (C) 2007 StatPro Italia 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 canada.hpp
22 \brief Canadian calendar
23*/
24
25#ifndef quantlib_canadian_calendar_hpp
26#define quantlib_canadian_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! Canadian calendar
33 /*! Banking holidays
34 (data from <http://www.bankofcanada.ca/en/about/holiday.html>):
35 <ul>
36 <li>Saturdays</li>
37 <li>Sundays</li>
38 <li>New Year's Day, January 1st (possibly moved to Monday)</li>
39 <li>Family Day, third Monday of February (since 2008)</li>
40 <li>Good Friday</li>
41 <li>Victoria Day, the Monday on or preceding May 24th</li>
42 <li>Canada Day, July 1st (possibly moved to Monday)</li>
43 <li>Provincial Holiday, first Monday of August</li>
44 <li>Labour Day, first Monday of September</li>
45 <li>National Day for Truth and Reconciliation, September 30th (possibly moved to Monday)</li>
46 <li>Thanksgiving Day, second Monday of October</li>
47 <li>Remembrance Day, November 11th (possibly moved to Monday)</li>
48 <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>
49 <li>Boxing Day, December 26th (possibly moved to Monday or
50 Tuesday)</li>
51 </ul>
52
53 Holidays for the Toronto stock exchange
54 (data from <http://www.tsx.com/en/about_tsx/market_hours.html>):
55 <ul>
56 <li>Saturdays</li>
57 <li>Sundays</li>
58 <li>New Year's Day, January 1st (possibly moved to Monday)</li>
59 <li>Family Day, third Monday of February (since 2008)</li>
60 <li>Good Friday</li>
61 <li>Victoria Day, the Monday on or preceding May 24th</li>
62 <li>Canada Day, July 1st (possibly moved to Monday)</li>
63 <li>Provincial Holiday, first Monday of August</li>
64 <li>Labour Day, first Monday of September</li>
65 <li>Thanksgiving Day, second Monday of October</li>
66 <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>
67 <li>Boxing Day, December 26th (possibly moved to Monday or
68 Tuesday)</li>
69 </ul>
70
71 \ingroup calendars
72 */
73 class Canada : public Calendar {
74 private:
75 class SettlementImpl final : public Calendar::WesternImpl {
76 public:
77 std::string name() const override { return "Canada"; }
78 bool isBusinessDay(const Date&) const override;
79 };
80 class TsxImpl final : public Calendar::WesternImpl {
81 public:
82 std::string name() const override { return "TSX"; }
83 bool isBusinessDay(const Date&) const override;
84 };
85 public:
86 enum Market { Settlement, //!< generic settlement calendar
87 TSX //!< Toronto stock exchange calendar
88 };
89 Canada(Market market = Settlement);
90 };
91
92}
93
94
95#endif
96

source code of quantlib/ql/time/calendars/canada.hpp