| 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) 2021 Anubhav Pandey |
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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/chile.hpp> |
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| 21 | |
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| 22 | namespace QuantLib { |
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| 23 | |
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| 24 | Chile::Chile(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> impl(new Chile::SseImpl); |
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| 27 | impl_ = impl; |
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| 28 | } |
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| 29 | |
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| 30 | bool Chile::SseImpl::isBusinessDay(const Date& date) const { |
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| 31 | Weekday w = date.weekday(); |
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| 32 | Day d = date.dayOfMonth(); |
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| 33 | Month m = date.month(); |
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| 34 | Year y = date.year(); |
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| 35 | Day dd = date.dayOfYear(); |
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| 36 | Day em = easterMonday(y); |
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| 37 | |
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| 38 | if (isWeekend(w) |
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| 39 | // New Year's Day |
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| 40 | || (d == 1 && m == January) |
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| 41 | || (d == 2 && m == January && w == Monday && y > 2016) |
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| 42 | // Good Friday |
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| 43 | || (dd == em-3) |
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| 44 | // Easter Saturday |
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| 45 | || (dd == em-2) |
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| 46 | // Labour Day |
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| 47 | || (d == 1 && m == May) |
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| 48 | // Navy Day |
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| 49 | || (d == 21 && m == May) |
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| 50 | // Day of Aboriginal People |
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| 51 | || (d == 21 && m == June && y >= 2021) |
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| 52 | // St. Peter and St. Paul |
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| 53 | || (d >= 26 && d <= 29 && m == June && w == Monday) |
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| 54 | || (d == 2 && m == July && w == Monday) |
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| 55 | // Our Lady of Mount Carmel |
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| 56 | || (d == 16 && m == July) |
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| 57 | // Assumption Day |
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| 58 | || (d == 15 && m == August) |
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| 59 | // Independence Day |
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| 60 | || (d == 17 && m == September && ((w == Monday && y >= 2007) || (w == Friday && y > 2016))) |
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| 61 | || (d == 18 && m == September) |
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| 62 | // Army Day |
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| 63 | || (d == 19 && m == September) |
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| 64 | || (d == 20 && m == September && w == Friday && y >= 2007) |
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| 65 | // Discovery of Two Worlds |
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| 66 | || (d >= 9 && d <= 12 && m == October && w == Monday) |
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| 67 | || (d == 15 && m == October && w == Monday) |
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| 68 | // Reformation Day |
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| 69 | || (((d == 27 && m == October && w == Friday) |
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| 70 | || (d == 31 && m == October && w != Tuesday && w != Wednesday) |
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| 71 | || (d == 2 && m == November && w == Friday)) && y >= 2008) |
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| 72 | // All Saints' Day |
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| 73 | || (d == 1 && m == November) |
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| 74 | // Immaculate Conception |
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| 75 | || (d == 8 && m == December) |
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| 76 | // Christmas Day |
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| 77 | || (d == 25 && m == December) |
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| 78 | ) |
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| 79 | return false; |
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| 80 | |
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| 81 | return true; |
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| 82 | } |
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| 83 | |
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| 84 | } |
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| 85 | |
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| 86 | |
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