france.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2004 Ferdinando Ametrano
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 
 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.
*/
 
#ifndef quantlib_france_calendar_hpp
#define quantlib_france_calendar_hpp
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
 
    class France : public Calendar {
      private:
        class SettlementImpl final : public Calendar::WesternImpl {
          public:
            std::string name() const override { return "French settlement"; }
            bool isBusinessDay(const Date&) const override;
        };
        class ExchangeImpl final : public Calendar::WesternImpl {
          public:
            std::string name() const override { return "Paris stock exchange"; }
            bool isBusinessDay(const Date&) const override;
        };
      public:
        enum Market { Settlement,     
                      Exchange        
        };
        explicit France(Market market = Settlement);
    };
 
}
 
 
#endif