brazil.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2005, 2006 Piter Dias
 Copyright (C) 2007 Richard Gomes
 
 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 brazil.hpp
    \brief Brazilian calendar
*/
 
#ifndef quantlib_brazilian_calendar_hpp
#define quantlib_brazilian_calendar_hpp
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
    //! Brazilian calendar
    /*! Banking holidays:
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li>Tiradentes's Day, April 21th</li>
        <li>Labour Day, May 1st</li>
        <li>Independence Day, September 7th</li>
        <li>Nossa Sra. Aparecida Day, October 12th</li>
        <li>All Souls Day, November 2nd</li>
        <li>Republic Day, November 15th</li>
        <li>Black Awareness Day, November 20th (since 2024)</li>
        <li>Christmas, December 25th</li>
        <li>Passion of Christ</li>
        <li>Carnival</li>
        <li>Corpus Christi</li>
        </ul>
 
        Holidays for the Bovespa stock exchange
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li>Sao Paulo City Day, January 25th (up to 2021 included)</li>
        <li>Tiradentes's Day, April 21th</li>
        <li>Labour Day, May 1st</li>
        <li>Revolution Day, July 9th</li>
        <li>Independence Day, September 7th</li>
        <li>Nossa Sra. Aparecida Day, October 12th</li>
        <li>All Souls Day, November 2nd</li>
        <li>Republic Day, November 15th</li>
        <li>Black Consciousness Day, November 20th (since 2007)</li>
        <li>Christmas Eve, December 24th</li>
        <li>Christmas, December 25th</li>
        <li>Passion of Christ</li>
        <li>Carnival</li>
        <li>Corpus Christi</li>
        <li>the last business day of the year</li>
        </ul>
 
        \ingroup calendars
 
        \test the correctness of the returned results is tested
              against a list of known holidays.
    */
    class Brazil : public Calendar {
      private:
        class SettlementImpl final : public Calendar::WesternImpl {
          public:
            std::string name() const override { return "Brazil"; }
            bool isBusinessDay(const Date&) const override;
        };
        class ExchangeImpl final : public Calendar::WesternImpl {
          public:
            std::string name() const override { return "BOVESPA"; }
            bool isBusinessDay(const Date&) const override;
        };
      public:
        //! Brazilian calendars
        enum Market { Settlement,            //!< generic settlement calendar
                      Exchange               //!< BOVESPA calendar
        };
        Brazil(Market market = Settlement);
    };
 
}
 
 
#endif