taiwan.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2004 FIMAT Group
 Copyright (C) 2005, 2006, 2007, 2008, 2009, 2011 StatPro Italia srl
 Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
 
 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 taiwan.hpp
    \brief Taiwanese calendars
*/
 
#ifndef quantlib_taiwanese_calendar_hpp
#define quantlib_taiwanese_calendar_hpp
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
    //! Taiwanese calendars
    /*! Holidays for the Taiwan stock exchange
        (data from <https://www.twse.com.tw/en/trading/holiday.html>):
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li>Peace Memorial Day, February 28</li>
        <li>Labor Day, May 1st</li>
        <li>Double Tenth National Day, October 10th</li>
        </ul>
 
        Other holidays for which no rule is given
        (data available for 2002-2024 only:)
        <ul>
        <li>Chinese Lunar New Year</li>
        <li>Tomb Sweeping Day</li>
        <li>Dragon Boat Festival</li>
        <li>Moon Festival</li>
        </ul>
 
        \ingroup calendars
    */
    class Taiwan : public Calendar {
      private:
        class TsecImpl final : public Calendar::Impl {
          public:
            std::string name() const override { return "Taiwan stock exchange"; }
            bool isWeekend(Weekday) const override;
            bool isBusinessDay(const Date&) const override;
        };
      public:
        enum Market { TSEC    //!< Taiwan stock exchange
        };
        Taiwan(Market m = TSEC);
    };
 
}
 
 
#endif