QuantLib: a free/open-source library for quantitative finance
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thailand.cpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2018 Matthias Groncki
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20#include <ql/time/calendars/thailand.hpp>
21
22namespace QuantLib {
23
24 Thailand::Thailand() {
25 // all calendar instances share the same implementation instance
26 static ext::shared_ptr<Calendar::Impl> impl(new Thailand::SetImpl);
27 impl_ = impl;
28 }
29
30 bool Thailand::SetImpl::isBusinessDay(const Date& date) const {
31 Weekday w = date.weekday();
32 Day d = date.dayOfMonth();
33 Month m = date.month();
34 Year y = date.year();
35
36 if (isWeekend(w)
37 // New Year's Day
38 || ((d == 1 || (d==3 && w==Monday)) && m == January)
39 // Chakri Memorial Day
40 || ((d == 6 || ((d==7 || d==8) && w==Monday)) && m == April)
41 // Songkran Festival
42 || ((d == 13 || d == 14 || d == 15) && m == April)
43 // Songkran Festival obersvence (usually not more then 1 holiday will be replaced)
44 || (d == 16 && (w == Monday || w == Tuesday) && m == April)
45 // Labor Day
46 || ((d == 1 || ((d==2 || d==3) && w==Monday)) && m == May)
47 // H.M. the King's Birthday
48 || ((d == 28 || ((d==29 || d==30) && w==Monday)) && m == July && y >= 2017)
49 // H.M. the Queen's Birthday
50 || ((d == 12 || ((d==13 || d==14) && w==Monday)) && m == August)
51 // H.M. King Bhumibol Adulyadej Memorial Day
52 || ((d == 13 || ((d==14 || d==15) && w==Monday)) && m == October && y >= 2017)
53 // H.M. King Bhumibol Adulyadej's Birthday
54 || ((d == 5 || ((d==6 || d==7) && w==Monday)) && m == December)
55 // Constitution Day
56 || ((d == 10 || ((d==11 || d==12) && w==Monday)) && m == December)
57 // New Year’s Eve
58 || (d == 31 && m == December)
59 // New Year’s Eve Observence
60 || ((d == 1 || d==2) && w == Monday && m == January)
61 )
62 return false;
63
64 if ((y == 2000) &&
65 ( (d==21 && m==February) // Makha Bucha Day (Substitution Day)
66 || (d==5 && m==May) // Coronation Day
67 || (d==17 && m==May) // Wisakha Bucha Day
68 || (d==17 && m==July) // Buddhist Lent Day
69 || (d==23 && m==October) // Chulalongkorn Day
70 ))
71 return false;
72
73 if ((y == 2001) &&
74 ( (d==8 && m==February) // Makha Bucha Day
75 || (d==7 && m==May) // Wisakha Bucha Day
76 || (d==8 && m==May) // Coronation Day (Substitution Day)
77 || (d==6 && m==July) // Buddhist Lent Day
78 || (d==23 && m==October) // Chulalongkorn Day
79 ))
80 return false;
81
82 // 2002, 2003 and 2004 are missing
83
84 if ((y == 2005) &&
85 ( (d==23 && m==February) // Makha Bucha Day
86 || (d==5 && m==May) // Coronation Day
87 || (d==23 && m==May) // Wisakha Bucha Day (Substitution Day for Sunday 22 May)
88 || (d==1 && m==July) // Mid Year Closing Day
89 || (d==22 && m==July) // Buddhist Lent Day
90 || (d==24 && m==October) // Chulalongkorn Day (Substitution Day for Sunday 23 October)
91 ))
92 return false;
93
94 if ((y == 2006) &&
95 ( (d==13 && m==February) // Makha Bucha Day
96 || (d==19 && m==April) // Special Holiday
97 || (d==5 && m==May) // Coronation Day
98 || (d==12 && m==May) // Wisakha Bucha Day
99 || (d==12 && m==June) // Special Holidays (Due to the auspicious occasion of the
100 // celebration of 60th Anniversary of His Majesty's Accession
101 // to the throne. For Bangkok, Samut Prakan, Nonthaburi,
102 // Pathumthani and Nakhon Pathom province)
103 || (d==13 && m==June) // Special Holidays (as above)
104 || (d==11 && m==July) // Buddhist Lent Day
105 || (d==23 && m==October) // Chulalongkorn Day
106 ))
107 return false;
108
109 if ((y == 2007) &&
110 ( (d==5 && m==March) // Makha Bucha Day (Substitution Day for Saturday 3 March)
111 || (d==7 && m==May) // Coronation Day (Substitution Day for Saturday 5 May)
112 || (d==31 && m==May) // Wisakha Bucha Day
113 || (d==30 && m==July) // Asarnha Bucha Day (Substitution Day for Sunday 29 July)
114 || (d==23 && m==October) // Chulalongkorn Day
115 || (d==24 && m==December) // Special Holiday
116 ))
117 return false;
118
119 if ((y == 2008) &&
120 ( (d==21 && m==February) // Makha Bucha Day
121 || (d==5 && m==May) // Coronation Day
122 || (d==19 && m==May) // Wisakha Bucha Day
123 || (d==1 && m==July) // Mid Year Closing Day
124 || (d==17 && m==July) // Asarnha Bucha Day
125 || (d==23 && m==October) // Chulalongkorn Day
126 ))
127 return false;
128
129 if ((y == 2009) &&
130 ( (d==2 && m==January) // Special Holiday
131 || (d==9 && m==February) // Makha Bucha Day
132 || (d==5 && m==May) // Coronation Day
133 || (d==8 && m==May) // Wisakha Bucha Day
134 || (d==1 && m==July) // Mid Year Closing Day
135 || (d==6 && m==July) // Special Holiday
136 || (d==7 && m==July) // Asarnha Bucha Day
137 || (d==23 && m==October) // Chulalongkorn Day
138 ))
139 return false;
140
141 if ((y == 2010) &&
142 ( (d==1 && m==March) // Substitution for Makha Bucha Day(Sunday 28 February)
143 || (d==5 && m==May) // Coronation Day
144 || (d==20 && m==May) // Special Holiday
145 || (d==21 && m==May) // Special Holiday
146 || (d==28 && m==May) // Wisakha Bucha Day
147 || (d==1 && m==July) // Mid Year Closing Day
148 || (d==26 && m==July) // Asarnha Bucha Day
149 || (d==13 && m==August) // Special Holiday
150 || (d==25 && m==October) // Substitution for Chulalongkorn Day(Saturday 23 October)
151 ))
152 return false;
153
154 if ((y == 2011) &&
155 ( (d==18 && m==February) // Makha Bucha Day
156 || (d==5 && m==May) // Coronation Day
157 || (d==16 && m==May) // Special Holiday
158 || (d==17 && m==May) // Wisakha Bucha Day
159 || (d==1 && m==July) // Mid Year Closing Day
160 || (d==15 && m==July) // Asarnha Bucha Day
161 || (d==24 && m==October) // Substitution for Chulalongkorn Day(Sunday 23 October)
162 ))
163 return false;
164
165 if ((y == 2012) &&
166 ( (d==3 && m==January) // Special Holiday
167 || (d==7 && m==March) // Makha Bucha Day 2/
168 || (d==9 && m==April) // Special Holiday
169 || (d==7 && m==May) // Substitution for Coronation Day(Saturday 5 May)
170 || (d==4 && m==June) // Wisakha Bucha Day
171 || (d==2 && m==August) // Asarnha Bucha Day
172 || (d==23 && m==October) // Chulalongkorn Day
173 ))
174 return false;
175
176 if ((y == 2013) &&
177 ( (d==25 && m==February) // Makha Bucha Day
178 || (d==6 && m==May) // Substitution for Coronation Day(Sunday 5 May)
179 || (d==24 && m==May) // Wisakha Bucha Day
180 || (d==1 && m==July) // Mid Year Closing Day
181 || (d==22 && m==July) // Asarnha Bucha Day 2/
182 || (d==23 && m==October) // Chulalongkorn Day
183 || (d==30 && m==December) // Special Holiday
184 ))
185 return false;
186
187 if ((y == 2014) &&
188 ( (d==14 && m==February) // Makha Bucha Day
189 || (d==5 && m==May) // Coronation Day
190 || (d==13 && m==May) // Wisakha Bucha Day
191 || (d==1 && m==July) // Mid Year Closing Day
192 || (d==11 && m==July) // Asarnha Bucha Day 1/
193 || (d==11 && m==August) // Special Holiday
194 || (d==23 && m==October) // Chulalongkorn Day
195 ))
196 return false;
197
198 if ((y == 2015) &&
199 ( (d==2 && m==January) // Special Holiday
200 || (d==4 && m==March) // Makha Bucha Day
201 || (d==4 && m==May) // Special Holiday
202 || (d==5 && m==May) // Coronation Day
203 || (d==1 && m==June) // Wisakha Bucha Day
204 || (d==1 && m==July) // Mid Year Closing Day
205 || (d==30 && m==July) // Asarnha Bucha Day 1/
206 || (d==23 && m==October) // Chulalongkorn Day
207 ))
208 return false;
209
210 if ((y == 2016) &&
211 ( (d==22 && m==February) // Makha Bucha Day
212 || (d==5 && m==May) // Coronation Day
213 || (d==6 && m==May) // Special Holiday
214 || (d==20 && m==May) // Wisakha Bucha Day
215 || (d==1 && m==July) // Mid Year Closing Day
216 || (d==18 && m==July) // Special Holiday
217 || (d==19 && m==July) // Asarnha Bucha Day 1/
218 || (d==24 && m==October) // Substitution for Chulalongkorn Day (Sunday 23rd October)
219 ))
220 return false;
221
222 if ((y == 2017) &&
223 ( (d == 13 && m == February) // Makha Bucha Day
224 || (d == 10 && m == May) // Wisakha Bucha Day
225 || (d == 10 && m == July) // Asarnha Bucha Day
226 || (d == 23 && m == October) // Chulalongkorn Day
227 || (d == 26 && m == October) // Special Holiday
228 ))
229 return false;
230
231 if ((y == 2018) &&
232 ( (d==1 && m==March) // Makha Bucha Day
233 || (d==29 && m==May) // Wisakha Bucha Day
234 || (d==27 && m==July) // Asarnha Bucha Day1
235 || (d==23 && m==October) // Chulalongkorn Day
236 ))
237 return false;
238
239 return true;
240 }
241
242}
QuantLib::Calendar::WesternImpl::isWeekend
bool isWeekend(Weekday) const override
Definition: calendar.cpp:189
QuantLib::Calendar::impl_
ext::shared_ptr< Impl > impl_
Definition: calendar.hpp:72
QuantLib::Date
Concrete date class.
Definition: date.hpp:125
QuantLib::Date::month
Month month() const
Definition: date.cpp:82
QuantLib::Date::year
Year year() const
Definition: date.cpp:93
QuantLib::Date::dayOfMonth
Day dayOfMonth() const
Definition: date.hpp:400
QuantLib::Date::weekday
Weekday weekday() const
Definition: date.hpp:395
QuantLib::Thailand::SetImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition: thailand.cpp:30
QuantLib::Year
Integer Year
Year number.
Definition: date.hpp:87
QuantLib::Day
Integer Day
Day number.
Definition: date.hpp:53
QuantLib::Month
Month
Month names.
Definition: date.hpp:57
QuantLib::Weekday
Weekday
Definition: weekday.hpp:41
QuantLib::December
@ December
Definition: date.hpp:68
QuantLib::August
@ August
Definition: date.hpp:64
QuantLib::January
@ January
Definition: date.hpp:57
QuantLib::July
@ July
Definition: date.hpp:63
QuantLib::May
@ May
Definition: date.hpp:61
QuantLib::March
@ March
Definition: date.hpp:59
QuantLib::February
@ February
Definition: date.hpp:58
QuantLib::April
@ April
Definition: date.hpp:60
QuantLib::October
@ October
Definition: date.hpp:66
QuantLib::June
@ June
Definition: date.hpp:62
QuantLib::Monday
@ Monday
Definition: weekday.hpp:42
QuantLib::Tuesday
@ Tuesday
Definition: weekday.hpp:43
QuantLib
Definition: any.hpp:35
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