QuantLib: a free/open-source library for quantitative finance
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france.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 Ferdinando Ametrano
5 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file france.hpp
22 \brief French calendars
23*/
24
25#ifndef quantlib_france_calendar_hpp
26#define quantlib_france_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! French calendars
33 /*! Public holidays:
34 <ul>
35 <li>Saturdays</li>
36 <li>Sundays</li>
37 <li>New Year's Day, January 1st</li>
38 <li>Easter Monday</li>
39 <li>Labour Day, May 1st</li>
40 <li>Armistice 1945, May 8th</li>
41 <li>Ascension, May 10th</li>
42 <li>Pentecôte, May 21st</li>
43 <li>Fête nationale, July 14th</li>
44 <li>Assumption, August 15th</li>
45 <li>All Saint's Day, November 1st</li>
46 <li>Armistice 1918, November 11th</li>
47 <li>Christmas Day, December 25th</li>
48 </ul>
49
50 Holidays for the stock exchange (data from https://www.stockmarketclock.com/exchanges/euronext-paris/market-holidays/):
51 <ul>
52 <li>Saturdays</li>
53 <li>Sundays</li>
54 <li>New Year's Day, January 1st</li>
55 <li>Good Friday</li>
56 <li>Easter Monday</li>
57 <li>Labour Day, May 1st</li>
58 <li>Christmas Eve, December 24th</li>
59 <li>Christmas Day, December 25th</li>
60 <li>Boxing Day, December 26th</li>
61 <li>New Year's Eve, December 31st</li>
62 </ul>
63
64 \ingroup calendars
65 */
66 class France : public Calendar {
67 private:
69 public:
70 std::string name() const override { return "French settlement"; }
71 bool isBusinessDay(const Date&) const override;
72 };
73 class ExchangeImpl final : public Calendar::WesternImpl {
74 public:
75 std::string name() const override { return "Paris stock exchange"; }
76 bool isBusinessDay(const Date&) const override;
77 };
78 public:
79 //! French calendars
80 enum Market { Settlement, //!< generic settlement calendar
81 Exchange //!< Paris stock-exchange calendar
82 };
83 explicit France(Market market = Settlement);
84 };
85
86}
87
88
89#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: france.cpp:80
std::string name() const override
Definition: france.hpp:75
bool isBusinessDay(const Date &) const override
Definition: france.cpp:45
std::string name() const override
Definition: france.hpp:70
French calendars.
Definition: france.hpp:66
Market
French calendars.
Definition: france.hpp:80
@ Settlement
generic settlement calendar
Definition: france.hpp:80
@ Exchange
Paris stock-exchange calendar.
Definition: france.hpp:81
Definition: any.hpp:35
settlement information
Definition: swaption.hpp:41