romania.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2010 StatPro Italia srl
 Copyright (C) 2015 Riccardo Barone
 Copyright (C) 2018 Matthias Lungwitz
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
/*! \file romania.hpp
    \brief Romanian calendar
*/
 
#ifndef quantlib_romania_calendar_hpp
#define quantlib_romania_calendar_hpp
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
    //! Romanian calendars
    /*! Public holidays:
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li> Day after New Year's Day, January 2nd</li>
        <li>Unification Day, January 24th</li>
        <li>Orthodox Easter (only Sunday and Monday)</li>
        <li>Labour Day, May 1st</li>
        <li>Pentecost with Monday (50th and 51st days after the 
            Othodox Easter)</li>
        <li>Children's Day, June 1st (since 2017)</li>
        <li>St Marys Day, August 15th</li>
        <li>Feast of St Andrew, November 30th</li>
        <li>National Day, December 1st</li>
        <li>Christmas, December 25th</li>
        <li>2nd Day of Christmas, December 26th</li>
        </ul>
        
        Holidays for the Bucharest stock exchange
        (data from <http://www.bvb.ro/Marketplace/TradingCalendar/index.aspx>):
        all public holidays, plus a few one-off closing days (2014 only).
 
        \ingroup calendars
    */
    class Romania : public Calendar {
      private:
        class PublicImpl : public Calendar::OrthodoxImpl {
          public:
            std::string name() const override { return "Romania"; }
            bool isBusinessDay(const Date&) const override;
        };
        class BVBImpl final : public PublicImpl {
          public:
            std::string name() const override { return "Bucharest stock exchange"; }
            bool isBusinessDay(const Date&) const override;
        };
      public:
        enum Market { Public,     //!< Public holidays
                      BVB         //!< Bucharest stock-exchange
        };
        Romania(Market market = BVB);
    };
 
}
 
 
#endif