QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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southafrica.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5 Copyright (C) 2023, 2024 Skandinaviska Enskilda Banken AB (publ)
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
22
23namespace QuantLib {
24
26 // all calendar instances share the same implementation instance
27 static ext::shared_ptr<Calendar::Impl> impl(new SouthAfrica::Impl);
28 impl_ = impl;
29 }
30
31 bool SouthAfrica::Impl::isBusinessDay(const Date& date) const {
32 Weekday w = date.weekday();
33 Day d = date.dayOfMonth(), dd = date.dayOfYear();
34 Month m = date.month();
35 Year y = date.year();
36 Day em = easterMonday(y);
37 if (isWeekend(w)
38 // New Year's Day (possibly moved to Monday)
39 || ((d == 1 || (d == 2 && w == Monday)) && m == January)
40 // Good Friday
41 || (dd == em-3)
42 // Family Day
43 || (dd == em)
44 // Human Rights Day, March 21st (possibly moved to Monday)
45 || ((d == 21 || (d == 22 && w == Monday))
46 && m == March)
47 // Freedom Day, April 27th (possibly moved to Monday)
48 || ((d == 27 || (d == 28 && w == Monday))
49 && m == April)
50 // Election Day, April 14th 2004
51 || (d == 14 && m == April && y == 2004)
52 // Workers Day, May 1st (possibly moved to Monday)
53 || ((d == 1 || (d == 2 && w == Monday))
54 && m == May)
55 // Youth Day, June 16th (possibly moved to Monday)
56 || ((d == 16 || (d == 17 && w == Monday))
57 && m == June)
58 // National Women's Day, August 9th (possibly moved to Monday)
59 || ((d == 9 || (d == 10 && w == Monday))
60 && m == August)
61 // Heritage Day, September 24th (possibly moved to Monday)
62 || ((d == 24 || (d == 25 && w == Monday))
63 && m == September)
64 // Day of Reconciliation, December 16th
65 // (possibly moved to Monday)
66 || ((d == 16 || (d == 17 && w == Monday))
67 && m == December)
68 // Christmas
69 || (d == 25 && m == December)
70 // Day of Goodwill (possibly moved to Monday)
71 || ((d == 26 || (d == 27 && w == Monday))
72 && m == December)
73 // one-shot: Election day 2009
74 || (d == 22 && m == April && y == 2009)
75 // one-shot: Election day 2016
76 || (d == 3 && m == August && y == 2016)
77 // one-shot: Election day 2021
78 || (d == 1 && m == November && y == 2021)
79 // one-shot: In lieu of Christmas falling on Sunday in 2022
80 || (d == 27 && m == December && y == 2022)
81 // one-shot: Special holiday to celebrate winning of Rugby World Cup 2023
82 || (d == 15 && m == December && y == 2023)
83 // one-shot: Election day 2024
84 || (d == 29 && m == May && y == 2024)
85 )
86 return false; // NOLINT(readability-simplify-boolean-expr)
87 return true;
88 }
89
90}
91
static Day easterMonday(Year)
expressed relative to first day of year
Definition: calendar.cpp:199
bool isWeekend(Weekday) const override
Definition: calendar.cpp:195
ext::shared_ptr< Impl > impl_
Definition: calendar.hpp:72
Concrete date class.
Definition: date.hpp:125
Month month() const
Definition: date.cpp:82
Year year() const
Definition: date.cpp:93
Day dayOfMonth() const
Definition: date.hpp:400
Weekday weekday() const
Definition: date.hpp:395
Day dayOfYear() const
One-based (Jan 1st = 1)
Definition: date.hpp:404
bool isBusinessDay(const Date &) const override
Definition: southafrica.cpp:31
Date d
Integer Year
Year number.
Definition: date.hpp:87
Integer Day
Day number.
Definition: date.hpp:53
Month
Month names.
Definition: date.hpp:57
@ December
Definition: date.hpp:68
@ August
Definition: date.hpp:64
@ January
Definition: date.hpp:57
@ May
Definition: date.hpp:61
@ March
Definition: date.hpp:59
@ April
Definition: date.hpp:60
@ November
Definition: date.hpp:67
@ June
Definition: date.hpp:62
@ September
Definition: date.hpp:65
@ Monday
Definition: weekday.hpp:42
Definition: any.hpp:35
South-African calendar.