QuantLib: a free/open-source library for quantitative finance
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turkey.cpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005 Sercan Atalik
5 Copyright (C) 2010 StatPro Italia srl
6 Copyright (C) 2018 Matthias Lungwitz
7 Copyright (C) 2022 Skandinaviska Enskilda Banken AB (publ)
8
9 This file is part of QuantLib, a free-software/open-source library
10 for financial quantitative analysts and developers - http://quantlib.org/
11
12 QuantLib is free software: you can redistribute it and/or modify it
13 under the terms of the QuantLib license. You should have received a
14 copy of the license along with this program; if not, please email
15 <quantlib-dev@lists.sf.net>. The license is also available online at
16 <http://quantlib.org/license.shtml>.
17
18 This program is distributed in the hope that it will be useful, but WITHOUT
19 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
20 FOR A PARTICULAR PURPOSE. See the license for more details.
21*/
22
23#include <ql/time/calendars/turkey.hpp>
24
25namespace QuantLib {
26
27 Turkey::Turkey() {
28 // all calendar instances share the same implementation instance
29 static ext::shared_ptr<Calendar::Impl> impl(new Turkey::Impl);
30 impl_ = impl;
31 }
32
33 bool Turkey::Impl::isWeekend(Weekday w) const {
34 return w == Saturday || w == Sunday;
35 }
36
37 bool Turkey::Impl::isBusinessDay(const Date& date) const {
38 Weekday w = date.weekday();
39 Day d = date.dayOfMonth();
40 Month m = date.month();
41 Year y = date.year();
42
43 if (isWeekend(w)
44 // New Year's Day
45 || (d == 1 && m == January)
46 // 23 nisan / National Holiday
47 || (d == 23 && m == April)
48 // 1 may/ National Holiday
49 || (d == 1 && m == May)
50 // 19 may/ National Holiday
51 || (d == 19 && m == May)
52 // 15 july / National Holiday (since 2017)
53 || (d == 15 && m == July && y >= 2017)
54 // 30 aug/ National Holiday
55 || (d == 30 && m == August)
57 || (d == 29 && m == October))
58 return false;
59
60 // Local Holidays
61 if (y == 2004) {
62 // Kurban
63 if ((m == February && d <= 4)
64 // Ramadan
65 || (m == November && d >= 14 && d <= 16))
66 return false;
67 } else if (y == 2005) {
68 // Kurban
69 if ((m == January && d >= 19 && d <= 21)
70 // Ramadan
71 || (m == November && d >= 2 && d <= 5))
72 return false;
73 } else if (y == 2006) {
74 // Kurban
75 if ((m == January && d >= 10 && d <= 13)
76 // Ramadan
77 || (m == October && d >= 23 && d <= 25)
78 // Kurban
79 || (m == December && d == 31))
80 return false;
81 } else if (y == 2007) {
82 // Kurban
83 if ((m == January && d <= 3)
84 // Ramadan
85 || (m == October && d >= 12 && d <= 14)
86 // Kurban
87 || (m == December && d >= 20 && d <= 23))
88 return false;
89 } else if (y == 2008) {
90 // Ramadan
91 if ((m == September && d == 30)
92 || (m == October && d <= 2)
93 // Kurban
94 || (m == December && d >= 8 && d <= 11))
95 return false;
96 } else if (y == 2009) {
97 // Ramadan
98 if ((m == September && d >= 20 && d <= 22)
99 // Kurban
100 || (m == November && d >= 27 && d <= 30))
101 return false;
102 } else if (y == 2010) {
103 // Ramadan
104 if ((m == September && d >= 9 && d <= 11)
105 // Kurban
106 || (m == November && d >= 16 && d <= 19))
107 return false;
108 } else if (y == 2011) {
109 // not clear from borsainstanbul.com
110 if ((m == October && d == 1)
111 || (m == November && d >= 9 && d <= 13))
112 return false;
113 } else if (y == 2012) {
114 // Ramadan
115 if ((m == August && d >= 18 && d <= 21)
116 // Kurban
117 || (m == October && d >= 24 && d <= 28))
118 return false;
119 } else if (y == 2013) {
120 // Ramadan
121 if ((m == August && d >= 7 && d <= 10)
122 // Kurban
123 || (m == October && d >= 14 && d <= 18)
124 // additional holiday for Republic Day
125 || (m == October && d == 28))
126 return false;
127 } else if (y == 2014) {
128 // Ramadan
129 if ((m == July && d >= 27 && d <= 30)
130 // Kurban
131 || (m == October && d >= 4 && d <= 7)
132 // additional holiday for Republic Day
133 || (m == October && d == 29))
134 return false;
135 } else if (y == 2015) {
136 // Ramadan
137 if ((m == July && d >= 17 && d <= 19)
138 // Kurban
139 || (m == October && d >= 24 && d <= 27))
140 return false;
141 } else if (y == 2016) {
142 // Ramadan
143 if ((m == July && d >= 5 && d <= 7)
144 // Kurban
145 || (m == September && d >= 12 && d <= 15))
146 return false;
147 } else if (y == 2017) {
148 // Ramadan
149 if ((m == June && d >= 25 && d <= 27)
150 // Kurban
151 || (m == September && d >= 1 && d <= 4))
152 return false;
153 } else if (y == 2018) {
154 // Ramadan
155 if ((m == June && d >= 15 && d <= 17)
156 // Kurban
157 || (m == August && d >= 21 && d <= 24))
158 return false;
159 } else if (y == 2019) {
160 // Ramadan
161 if ((m == June && d >= 4 && d <= 6)
162 // Kurban
163 || (m == August && d >= 11 && d <= 14))
164 return false;
165 } else if (y == 2020) {
166 // Ramadan
167 if ((m == May && d >= 24 && d <= 26)
168 // Kurban
169 || (m == July && d == 31) || (m == August && d >= 1 && d <= 3))
170 return false;
171 } else if (y == 2021) {
172 // Ramadan
173 if ((m == May && d >= 13 && d <= 15)
174 // Kurban
175 || (m == July && d >= 20 && d <= 23))
176 return false;
177 } else if (y == 2022) {
178 // Ramadan
179 if ((m == May && d >= 2 && d <= 4)
180 // Kurban
181 || (m == July && d >= 9 && d <= 12))
182 return false;
183 } else if (y == 2023) {
184 // Ramadan
185 if ((m == April && d >= 21 && d <= 23)
186 // Kurban
187 // July 1 is also a holiday but falls on a Saturday which is already flagged
188 || (m == June && d >= 28 && d <= 30))
189 return false;
190 } else if (y == 2024) {
191 // Note: Holidays >= 2024 are not yet officially anounced by borsaistanbul.com
192 // and need further validation
193 // Ramadan
194 if ((m == April && d >= 10 && d <= 12)
195 // Kurban
196 || (m == June && d >= 17 && d <= 19))
197 return false;
198 } else if (y == 2025) {
199 // Ramadan
200 if ((m == March && d == 31) || (m == April && d >= 1 && d <= 2)
201 // Kurban
202 || (m == June && d >= 6 && d <= 9))
203 return false;
204 } else if (y == 2026) {
205 // Ramadan
206 if ((m == March && d >= 20 && d <= 22)
207 // Kurban
208 || (m == May && d >= 26 && d <= 29))
209 return false;
210 } else if (y == 2027) {
211 // Ramadan
212 if ((m == March && d >= 10 && d <= 12)
213 // Kurban
214 || (m == May && d >= 16 && d <= 19))
215 return false;
216 } else if (y == 2028) {
217 // Ramadan
218 if ((m == February && d >= 27 && d <= 29)
219 // Kurban
220 || (m == May && d >= 4 && d <= 7))
221 return false;
222 } else if (y == 2029) {
223 // Ramadan
224 if ((m == February && d >= 15 && d <= 17)
225 // Kurban
226 || (m == April && d >= 23 && d <= 26))
227 return false;
228 } else if (y == 2030) {
229 // Ramadan
230 if ((m == February && d >= 5 && d <= 7)
231 // Kurban
232 || (m == April && d >= 13 && d <= 16))
233 return false;
234 } else if (y == 2031) {
235 // Ramadan
236 if ((m == January && d >= 25 && d <= 27)
237 // Kurban
238 || (m == April && d >= 2 && d <= 5))
239 return false;
240 } else if (y == 2032) {
241 // Ramadan
242 if ((m == January && d >= 14 && d <= 16)
243 // Kurban
244 || (m == March && d >= 21 && d <= 24))
245 return false;
246 } else if (y == 2033) {
247 // Ramadan
248 if ((m == January && d >= 3 && d <= 5) || (m == December && d == 23)
249 // Kurban
250 || (m == March && d >= 11 && d <= 14))
251 return false;
252 } else if (y == 2034) {
253 // Ramadan
254 if ((m == December && d >= 12 && d <= 14)
255 // Kurban
256 || (m == February && d == 28) || (m == March && d >= 1 && d <= 3))
257 return false;
258 }
259 return true;
260 }
261
262}
263
QuantLib::Calendar::isWeekend
bool isWeekend(Weekday w) const
Definition: calendar.hpp:255
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::Turkey::Impl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition: turkey.cpp:37
QuantLib::Turkey::Impl::isWeekend
bool isWeekend(Weekday) const override
Definition: turkey.cpp:33
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::November
@ November
Definition: date.hpp:67
QuantLib::October
@ October
Definition: date.hpp:66
QuantLib::June
@ June
Definition: date.hpp:62
QuantLib::September
@ September
Definition: date.hpp:65
QuantLib::Sunday
@ Sunday
Definition: weekday.hpp:41
QuantLib::Saturday
@ Saturday
Definition: weekday.hpp:47
QuantLib
Definition: any.hpp:35
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