| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
| 5 | |
| 6 | This file is part of QuantLib, a free-software/open-source library |
| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 8 | |
| 9 | QuantLib is free software: you can redistribute it and/or modify it |
| 10 | under the terms of the QuantLib license. You should have received a |
| 11 | copy of the license along with this program; if not, please email |
| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 13 | <http://quantlib.org/license.shtml>. |
| 14 | |
| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 18 | */ |
| 19 | |
| 20 | /*! \file target.hpp |
| 21 | \brief TARGET calendar |
| 22 | */ |
| 23 | |
| 24 | #ifndef quantlib_target_calendar_h |
| 25 | #define quantlib_target_calendar_h |
| 26 | |
| 27 | #include <ql/time/calendar.hpp> |
| 28 | |
| 29 | namespace QuantLib { |
| 30 | |
| 31 | //! %TARGET calendar |
| 32 | /*! Holidays (see http://www.ecb.int): |
| 33 | <ul> |
| 34 | <li>Saturdays</li> |
| 35 | <li>Sundays</li> |
| 36 | <li>New Year's Day, January 1st</li> |
| 37 | <li>Good Friday (since 2000)</li> |
| 38 | <li>Easter Monday (since 2000)</li> |
| 39 | <li>Labour Day, May 1st (since 2000)</li> |
| 40 | <li>Christmas, December 25th</li> |
| 41 | <li>Day of Goodwill, December 26th (since 2000)</li> |
| 42 | <li>December 31st (1998, 1999, and 2001)</li> |
| 43 | </ul> |
| 44 | |
| 45 | \ingroup calendars |
| 46 | |
| 47 | \test the correctness of the returned results is tested |
| 48 | against a list of known holidays. |
| 49 | */ |
| 50 | class TARGET : public Calendar { |
| 51 | private: |
| 52 | class Impl final : public Calendar::WesternImpl { |
| 53 | public: |
| 54 | std::string name() const override { return "TARGET" ; } |
| 55 | bool isBusinessDay(const Date&) const override; |
| 56 | }; |
| 57 | public: |
| 58 | TARGET(); |
| 59 | }; |
| 60 | |
| 61 | } |
| 62 | |
| 63 | |
| 64 | #endif |
| 65 | |