| 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) 2000, 2001, 2002, 2003 RiskMap 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 | #include <ql/time/calendars/target.hpp> |
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| 21 | |
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| 22 | namespace QuantLib { |
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| 23 | |
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| 24 | TARGET::TARGET() { |
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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 TARGET::Impl); |
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| 27 | impl_ = impl; |
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| 28 | } |
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| 29 | |
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| 30 | bool TARGET::Impl::isBusinessDay(const Date& date) const { |
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| 31 | Weekday w = date.weekday(); |
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| 32 | Day d = date.dayOfMonth(), dd = date.dayOfYear(); |
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| 33 | Month m = date.month(); |
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| 34 | Year y = date.year(); |
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| 35 | Day em = easterMonday(y); |
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| 36 | if (isWeekend(w) |
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| 37 | // New Year's Day |
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| 38 | || (d == 1 && m == January) |
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| 39 | // Good Friday |
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| 40 | || (dd == em-3 && y >= 2000) |
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| 41 | // Easter Monday |
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| 42 | || (dd == em && y >= 2000) |
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| 43 | // Labour Day |
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| 44 | || (d == 1 && m == May && y >= 2000) |
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| 45 | // Christmas |
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| 46 | || (d == 25 && m == December) |
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| 47 | // Day of Goodwill |
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| 48 | || (d == 26 && m == December && y >= 2000) |
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| 49 | // December 31st, 1998, 1999, and 2001 only |
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| 50 | || (d == 31 && m == December && |
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| 51 | (y == 1998 || y == 1999 || y == 2001))) |
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| 52 | return false; // NOLINT(readability-simplify-boolean-expr) |
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| 53 | return true; |
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| 54 | } |
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| 55 | |
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| 56 | } |
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| 57 | |
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| 58 | |
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