| 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) 2005, 2006, 2007, 2008, 2009, 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 taiwan.hpp |
|---|
| 22 | \brief Taiwanese calendars |
|---|
| 23 | */ |
|---|
| 24 | |
|---|
| 25 | #ifndef quantlib_taiwanese_calendar_hpp |
|---|
| 26 | #define quantlib_taiwanese_calendar_hpp |
|---|
| 27 | |
|---|
| 28 | #include <ql/time/calendar.hpp> |
|---|
| 29 | |
|---|
| 30 | namespace QuantLib { |
|---|
| 31 | |
|---|
| 32 | //! Taiwanese calendars |
|---|
| 33 | /*! Holidays for the Taiwan stock exchange |
|---|
| 34 | (data from <https://www.twse.com.tw/en/trading/holiday.html>): |
|---|
| 35 | <ul> |
|---|
| 36 | <li>Saturdays</li> |
|---|
| 37 | <li>Sundays</li> |
|---|
| 38 | <li>New Year's Day, January 1st</li> |
|---|
| 39 | <li>Peace Memorial Day, February 28</li> |
|---|
| 40 | <li>Labor Day, May 1st</li> |
|---|
| 41 | <li>Double Tenth National Day, October 10th</li> |
|---|
| 42 | </ul> |
|---|
| 43 | |
|---|
| 44 | Other holidays for which no rule is given |
|---|
| 45 | (data available for 2002-2023 only:) |
|---|
| 46 | <ul> |
|---|
| 47 | <li>Chinese Lunar New Year</li> |
|---|
| 48 | <li>Tomb Sweeping Day</li> |
|---|
| 49 | <li>Dragon Boat Festival</li> |
|---|
| 50 | <li>Moon Festival</li> |
|---|
| 51 | </ul> |
|---|
| 52 | |
|---|
| 53 | \ingroup calendars |
|---|
| 54 | */ |
|---|
| 55 | class Taiwan : public Calendar { |
|---|
| 56 | private: |
|---|
| 57 | class TsecImpl final : public Calendar::Impl { |
|---|
| 58 | public: |
|---|
| 59 | std::string name() const override { return "Taiwan stock exchange" ; } |
|---|
| 60 | bool isWeekend(Weekday) const override; |
|---|
| 61 | bool isBusinessDay(const Date&) const override; |
|---|
| 62 | }; |
|---|
| 63 | public: |
|---|
| 64 | enum Market { TSEC //!< Taiwan stock exchange |
|---|
| 65 | }; |
|---|
| 66 | Taiwan(Market m = TSEC); |
|---|
| 67 | }; |
|---|
| 68 | |
|---|
| 69 | } |
|---|
| 70 | |
|---|
| 71 | |
|---|
| 72 | #endif |
|---|
| 73 | |
|---|
