singapore.cpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2004 FIMAT Group
 Copyright (C) 2007, 2008, 2009, 2010 StatPro Italia 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.
*/
 
#include <ql/time/calendars/singapore.hpp>
 
namespace QuantLib {
 
    Singapore::Singapore(Market) {
        // all calendar instances share the same implementation instance
        static ext::shared_ptr<Calendar::Impl> impl(new Singapore::SgxImpl);
        impl_ = impl;
    }
 
    bool Singapore::SgxImpl::isBusinessDay(const Date& date) const {
        Weekday w = date.weekday();
        Day d = date.dayOfMonth(), dd = date.dayOfYear();
        Month m = date.month();
        Year y = date.year();
        Day em = easterMonday(y);
 
        if (isWeekend(w)
            // New Year's Day
            || ((d == 1 || (d == 2 && w == Monday)) && m == January)
            // Good Friday
            || (dd == em-3)
            // Labor Day
            || (d == 1 && m == May)
            // National Day
            || ((d == 9 || (d == 10 && w == Monday)) && m == August)
            // Christmas Day
            || (d == 25 && m == December)
 
            // Chinese New Year
            || ((d == 22 || d == 23) && m == January && y == 2004)
            || ((d == 9 || d == 10) && m == February && y == 2005)
            || ((d == 30 || d == 31) && m == January && y == 2006)
            || ((d == 19 || d == 20) && m == February && y == 2007)
            || ((d == 7 || d == 8) && m == February && y == 2008)
            || ((d == 26 || d == 27) && m == January && y == 2009)
            || ((d == 15 || d == 16) && m == January && y == 2010)
            || ((d == 23 || d == 24) && m == January && y == 2012)
            || ((d == 11 || d == 12) && m == February && y == 2013)
            || (d == 31 && m == January && y == 2014)
            || (d == 1 && m == February && y == 2014)
 
            // Hari Raya Haji
            || ((d == 1 || d == 2) && m == February && y == 2004)
            || (d == 21 && m == January && y == 2005)
            || (d == 10 && m == January && y == 2006)
            || (d == 2 && m == January && y == 2007)
            || (d == 20 && m == December && y == 2007)
            || (d == 8 && m == December && y == 2008)
            || (d == 27 && m == November && y == 2009)
            || (d == 17 && m == November && y == 2010)
            || (d == 26 && m == October && y == 2012)
            || (d == 15 && m == October && y == 2013)
            || (d == 6 && m == October && y == 2014)
 
            // Vesak Poya Day
            || (d == 2 && m == June && y == 2004)
            || (d == 22 && m == May && y == 2005)
            || (d == 12 && m == May && y == 2006)
            || (d == 31 && m == May && y == 2007)
            || (d == 18 && m == May && y == 2008)
            || (d == 9 && m == May && y == 2009)
            || (d == 28 && m == May && y == 2010)
            || (d == 5 && m == May && y == 2012)
            || (d == 24 && m == May && y == 2013)
            || (d == 13 && m == May && y == 2014)
 
            // Deepavali
            || (d == 11 && m == November && y == 2004)
            || (d == 8 && m == November && y == 2007)
            || (d == 28 && m == October && y == 2008)
            || (d == 16 && m == November && y == 2009)
            || (d == 5 && m == November && y == 2010)
            || (d == 13 && m == November && y == 2012)
            || (d == 2 && m == November && y == 2013)
            || (d == 23 && m == October && y == 2014)
 
            // Diwali
            || (d == 1 && m == November && y == 2005)
 
            // Hari Raya Puasa
            || ((d == 14 || d == 15) && m == November && y == 2004)
            || (d == 3 && m == November && y == 2005)
            || (d == 24 && m == October && y == 2006)
            || (d == 13 && m == October && y == 2007)
            || (d == 1 && m == October && y == 2008)
            || (d == 21 && m == September && y == 2009)
            || (d == 10 && m == September && y == 2010)
            || (d == 20 && m == August && y == 2012)
            || (d == 8 && m == August && y == 2013)
            || (d == 28 && m == July && y == 2014)
            )
            return false; // NOLINT(readability-simplify-boolean-expr)
 
        // https://api2.sgx.com/sites/default/files/2019-01/2019%20DT%20Calendar.pdf
        if (y == 2019)
        {
            if ( // Chinese New Year
                ((d == 5 || d == 6) && m == February)
                // Vesak Poya Day
                || (d == 20 && m == May)
                // Hari Raya Puasa
                || (d == 5 && m == June)
                // Hari Raya Haji
                || (d == 12 && m == August)
                // Deepavali
                || (d == 28 && m == October)
                )
                return false;
        }
 
        // https://api2.sgx.com/sites/default/files/2020-11/SGX%20Derivatives%20Trading%20Calendar%202020_Dec%20Update_D3.pdf
        if (y == 2020)
        {
            if ( // Chinese New Year
                (d == 27 && m == January)
                // Vesak Poya Day
                || (d == 7 && m == May)
                // Hari Raya Puasa
                || (d == 25 && m == May)
                // Hari Raya Haji
                || (d == 31 && m == July)
                // Deepavali
                || (d == 14 && m == November)
                )
                return false;
        }
 
        // https://api2.sgx.com/sites/default/files/2021-07/SGX_Derivatives%20Trading%20Calendar%202021%20%28Final%20-%20Jul%29.pdf
        if (y == 2021)
        {
            if ( // Chinese New Year
                (d == 12 && m == February)
                // Hari Raya Puasa
                || (d == 13 && m == May)
                // Vesak Poya Day
                || (d == 26 && m == May)
                // Hari Raya Haji
                || (d == 20 && m == July)
                // Deepavali
                || (d == 4 && m == November)
                )
                return false;
        }
 
        // https://api2.sgx.com/sites/default/files/2022-06/DT%20Trading%20Calendar%202022%20%28Final%29.pdf
        if (y == 2022)
        {
            if (// Chinese New Year
                ((d == 1 || d == 2) && m == February)
                // Labour Day
                || (d == 2 && m == May)
                // Hari Raya Puasa
                || (d == 3 && m == May)
                // Vesak Poya Day
                || (d == 16 && m == May)
                // Hari Raya Haji
                || (d == 11 && m == July)
                // Deepavali
                || (d == 24 && m == October)
                // Christmas Day
                || (d == 26 && m == December)
                )
                return false;
        }
 
        // https://api2.sgx.com/sites/default/files/2023-01/SGX%20Calendar%202023_0.pdf
        if (y == 2023)
        {
            if (// Chinese New Year
                ((d == 23 || d == 24) && m == January)
                // Hari Raya Puasa
                || (d == 22 && m == April)
                // Vesak Poya Day
                || (d == 2 && m == June)
                // Hari Raya Haji
                || (d == 29 && m == June)
                // Deepavali
                || (d == 13 && m == November))
                return false;
        }
        return true;
    }
 
}