QuantLib: a free/open-source library for quantitative finance
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ukraine.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005 StatPro Italia srl
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/*! \file ukraine.hpp
21 \brief Ukrainian calendars
22*/
23
24#ifndef quantlib_ukrainian_calendar_hpp
25#define quantlib_ukrainian_calendar_hpp
26
27#include <ql/time/calendar.hpp>
28
29namespace QuantLib {
30
31 //! Ukrainian calendars
32 /*! Holidays for the Ukrainian stock exchange
33 (data from <http://www.ukrse.kiev.ua/eng/>):
34 <ul>
35 <li>Saturdays</li>
36 <li>Sundays</li>
37 <li>New Year's Day, January 1st</li>
38 <li>Orthodox Christmas, January 7th</li>
39 <li>International Women's Day, March 8th</li>
40 <li>Easter Monday</li>
41 <li>Holy Trinity Day, 50 days after Easter</li>
42 <li>International Workers' Solidarity Days, May 1st and 2nd</li>
43 <li>Victory Day, May 9th</li>
44 <li>Constitution Day, June 28th</li>
45 <li>Independence Day, August 24th</li>
46 <li>Defender's Day, October 14th (since 2015)</li>
47 </ul>
48 Holidays falling on a Saturday or Sunday might be moved to the
49 following Monday.
50
51 \ingroup calendars
52 */
53 class Ukraine : public Calendar {
54 private:
55 class UseImpl final : public Calendar::OrthodoxImpl {
56 public:
57 std::string name() const override { return "Ukrainian stock exchange"; }
58 bool isBusinessDay(const Date&) const override;
59 };
60 public:
61 enum Market { USE //!< Ukrainian stock exchange
62 };
63 Ukraine(Market m = USE);
64 };
65
66}
67
68
69#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:179
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: ukraine.cpp:30
std::string name() const override
Definition: ukraine.hpp:57
Ukrainian calendars.
Definition: ukraine.hpp:53
@ USE
Ukrainian stock exchange.
Definition: ukraine.hpp:61
Definition: any.hpp:35