1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 FIMAT Group
5 Copyright (C) 2008, 2009, 2010, 2011 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 china.hpp
22 \brief Chinese calendar
23*/
24
25#ifndef quantlib_chinese_calendar_hpp
26#define quantlib_chinese_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! Chinese calendar
33 /*! Holidays:
34 <ul>
35 <li>Saturdays</li>
36 <li>Sundays</li>
37 <li>New Year's day, January 1st (possibly followed by one or
38 two more holidays)</li>
39 <li>Labour Day, first week in May</li>
40 <li>National Day, one week from October 1st</li>
41 </ul>
42
43 Other holidays for which no rule is given (data available for
44 2004-2019 only):
45 <ul>
46 <li>Chinese New Year</li>
47 <li>Ching Ming Festival</li>
48 <li>Tuen Ng Festival</li>
49 <li>Mid-Autumn Festival</li>
50 <li>70th anniversary of the victory of anti-Japaneses war</li>
51 </ul>
52
53 SSE data from <http://www.sse.com.cn/>
54 IB data from <http://www.chinamoney.com.cn/>
55
56 \ingroup calendars
57 */
58 class China : public Calendar {
59 private:
60 class SseImpl final : public Calendar::Impl {
61 public:
62 std::string name() const override { return "Shanghai stock exchange"; }
63 bool isWeekend(Weekday) const override;
64 bool isBusinessDay(const Date&) const override;
65 };
66
67 class IbImpl final : public Calendar::Impl {
68 public:
69 IbImpl()
70 : sseImpl(ext::make_shared<China::SseImpl>()) {}
71 std::string name() const override { return "China inter bank market"; }
72 bool isWeekend(Weekday) const override;
73 bool isBusinessDay(const Date&) const override;
74
75 private:
76 ext::shared_ptr<Calendar::Impl> sseImpl;
77 };
78 public:
79 enum Market { SSE, //!< Shanghai stock exchange
80 IB //!< Interbank calendar
81 };
82 China(Market m = SSE);
83 };
84
85}
86
87
88#endif
89

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