| 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) 2005 StatPro Italia srl |
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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 | /*! \file mexico.hpp |
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| 21 | \brief Mexican calendars |
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| 22 | */ |
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| 23 | |
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| 24 | #ifndef quantlib_mexico_calendar_hpp |
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| 25 | #define quantlib_mexico_calendar_hpp |
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| 26 | |
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| 27 | #include <ql/time/calendar.hpp> |
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| 28 | |
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| 29 | namespace QuantLib { |
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| 30 | |
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| 31 | //! %Mexican calendars |
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| 32 | /*! Holidays for the Mexican stock exchange |
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| 33 | (data from <http://www.bmv.com.mx/>): |
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| 34 | <ul> |
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| 35 | <li>Saturdays</li> |
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| 36 | <li>Sundays</li> |
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| 37 | <li>New Year's Day, January 1st</li> |
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| 38 | <li>Constitution Day, first Monday in February |
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| 39 | (February 5th before 2006)</li> |
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| 40 | <li>Birthday of Benito Juarez, third Monday in February |
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| 41 | (March 21st before 2006)</li> |
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| 42 | <li>Holy Thursday</li> |
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| 43 | <li>Good Friday</li> |
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| 44 | <li>Labour Day, May 1st</li> |
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| 45 | <li>National Day, September 16th</li> |
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| 46 | <li>All Souls Day, November 2nd (bank holiday, not a public one)</li> |
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| 47 | <li>Revolution Day, third Monday in November |
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| 48 | (November 20th before 2006)</li> |
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| 49 | <li>Our Lady of Guadalupe, December 12th</li> |
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| 50 | <li>Christmas, December 25th</li> |
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| 51 | </ul> |
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| 52 | |
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| 53 | \ingroup calendars |
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| 54 | */ |
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| 55 | class Mexico : public Calendar { |
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| 56 | private: |
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| 57 | class BmvImpl final : public Calendar::WesternImpl { |
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| 58 | public: |
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| 59 | std::string name() const override { return "Mexican stock exchange" ; } |
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| 60 | bool isBusinessDay(const Date&) const override; |
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| 61 | }; |
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| 62 | public: |
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| 63 | enum Market { BMV //!< Mexican stock exchange |
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| 64 | }; |
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| 65 | Mexico(Market m = BMV); |
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| 66 | }; |
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| 67 | |
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| 68 | } |
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| 69 | |
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| 70 | |
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| 71 | #endif |
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| 72 | |
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