| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|
| 2 | |
|---|
| 3 | /* |
|---|
| 4 | Copyright (C) 2003 StatPro Italia srl |
|---|
| 5 | Copyright (C) 2022 Skandinaviska Enskilda Banken AB (publ) |
|---|
| 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 | #include <ql/time/calendars/denmark.hpp> |
|---|
| 22 | |
|---|
| 23 | namespace QuantLib { |
|---|
| 24 | |
|---|
| 25 | Denmark::Denmark() { |
|---|
| 26 | // all calendar instances share the same implementation instance |
|---|
| 27 | static ext::shared_ptr<Calendar::Impl> impl(new Denmark::Impl); |
|---|
| 28 | impl_ = impl; |
|---|
| 29 | } |
|---|
| 30 | |
|---|
| 31 | bool Denmark::Impl::isBusinessDay(const Date& date) const { |
|---|
| 32 | Weekday w = date.weekday(); |
|---|
| 33 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
|---|
| 34 | Month m = date.month(); |
|---|
| 35 | Year y = date.year(); |
|---|
| 36 | Day em = easterMonday(y); |
|---|
| 37 | if (isWeekend(w) |
|---|
| 38 | // Maunday Thursday |
|---|
| 39 | || (dd == em-4) |
|---|
| 40 | // Good Friday |
|---|
| 41 | || (dd == em-3) |
|---|
| 42 | // Easter Monday |
|---|
| 43 | || (dd == em) |
|---|
| 44 | // General Prayer Day |
|---|
| 45 | || (dd == em+25 && y <= 2023) |
|---|
| 46 | // Ascension |
|---|
| 47 | || (dd == em+38) |
|---|
| 48 | // Day after Ascension |
|---|
| 49 | || (dd == em+39 && y >= 2009) |
|---|
| 50 | // Whit Monday |
|---|
| 51 | || (dd == em+49) |
|---|
| 52 | // New Year's Day |
|---|
| 53 | || (d == 1 && m == January) |
|---|
| 54 | // Constitution Day, June 5th |
|---|
| 55 | || (d == 5 && m == June) |
|---|
| 56 | // Christmas Eve |
|---|
| 57 | || (d == 24 && m == December) |
|---|
| 58 | // Christmas |
|---|
| 59 | || (d == 25 && m == December) |
|---|
| 60 | // Boxing Day |
|---|
| 61 | || (d == 26 && m == December) |
|---|
| 62 | // New Year's Eve |
|---|
| 63 | || (d == 31 && m == December)) |
|---|
| 64 | return false; // NOLINT(readability-simplify-boolean-expr) |
|---|
| 65 | return true; |
|---|
| 66 | } |
|---|
| 67 | |
|---|
| 68 | } |
|---|
| 69 | |
|---|
| 70 | |
|---|
