calendarparser.hpp

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/*
 Copyright (C) 2022 Quaternion Risk Management Ltd
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file ored/utilities/calendarparser.hpp
    \brief calendar parser singleton class
    \ingroup utilities
*/
 
#pragma once
 
#include <map>
#include <ql/patterns/singleton.hpp>
#include <ql/time/calendar.hpp>
 
#include <boost/thread/shared_mutex.hpp>
#include <boost/thread/lock_types.hpp>
 
namespace ore {
namespace data {
 
class CalendarParser : public QuantLib::Singleton<CalendarParser, std::integral_constant<bool, true>> {
public:
    CalendarParser();
    QuantLib::Calendar parseCalendar(const std::string& name) const;
    QuantLib::Calendar addCalendar(const std::string baseName, std::string& newName);
    void reset();
    void resetAddedAndRemovedHolidays();
 
private:
    mutable boost::shared_mutex mutex_;
    std::map<std::string, QuantLib::Calendar> calendars_;
};
 
} // namespace data
} // namespace ore