CME::Impl Class Reference

Inheritance diagram for CME::Impl:

Collaboration diagram for CME::Impl:

Public Member Functions
std::string	name () const override
bool	isBusinessDay (const QuantLib::Date &d) const override

Detailed Description

Definition at line 36 of file cme.hpp.

Member Function Documentation

name()

std::string name ( ) const

override

Definition at line 38 of file cme.hpp.

{ return "CME Group"; }

isBusinessDay()

bool isBusinessDay ( const QuantLib::Date &  d ) const

override

Definition at line 32 of file cme.cpp.

                                                  {
 
    Weekday w = date.weekday();
    Day d = date.dayOfMonth();
    Month m = date.month();
    Year y = date.year();
 
    Day dd = date.dayOfYear();
    Day em = easterMonday(y);
 
    if (isWeekend(w)
        // New Year's Day (possibly moved to Monday if on Sunday)
        || ((d == 1 || (d == 2 && w == Monday)) && m == January)
        // Martin Luther King's birthday (third Monday in January)
        || (y >= 1998 && (d >= 15 && d <= 21) && w == Monday && m == January)
        // Washington's birthday (third Monday in February)
        || ((d >= 15 && d <= 21) && w == Monday && m == February)
        // Good Friday
        || (dd == em - 3)
        // Memorial Day (last Monday in May)
        || (d >= 25 && w == Monday && m == May)
        // Independence Day (Monday if Sunday or Friday if Saturday)
        || ((d == 4 || (d == 5 && w == Monday) || (d == 3 && w == Friday)) && m == July)
        // Labor Day (first Monday in September)
        || (d <= 7 && w == Monday && m == September)
        // Thanksgiving Day (fourth Thursday in November)
        || ((d >= 22 && d <= 28) && w == Thursday && m == November)
        // Christmas (Monday if Sunday or Friday if Saturday)
        || ((d == 25 || (d == 26 && w == Monday) || (d == 24 && w == Friday)) && m == December))
        return false;
 
    return true;
}