unitedarabemirates.hpp

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/*
Copyright (C) 2022 Quaternion Risk Management Ltd
All rights reserved.
 
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.
*/
 
#ifndef OREPLUS_UNITEDARABEMIRATES_HPP
#define OREPLUS_UNITEDARABEMIRATES_HPP
 
#include <ql/time/calendar.hpp>
 
namespace QuantExt {
using namespace QuantLib;
 
//! Islamic Weekends-only calendar
/*! This calendar has no bank holidays except for UAE weekends
    (Saturdays and Sundays starting from 01.01.2022).
 
    \ingroup calendars
*/
class UnitedArabEmirates : public Calendar {
private:
    class Impl : public Calendar::Impl {
    public:
        std::string name() const override { return "United Arab Emirates"; }
        bool isWeekend(Weekday) const override;
        bool isBusinessDay(const Date&) const override;
    };
public:
    UnitedArabEmirates();
};
 
}
 
#endif // OREPLUS_UNITEDARABEMIRATES_HPP