QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
time
calendars
mexico.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2005 StatPro Italia srl
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Copyright (C) 2024 Skandinaviska Enskilda Banken AB (publ)
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ql/time/calendars/mexico.hpp
>
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namespace
QuantLib
{
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Mexico::Mexico
(
Market
) {
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// all calendar instances share the same implementation instance
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static
ext::shared_ptr<Calendar::Impl> impl(
new
Mexico::BmvImpl
);
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impl_
= impl;
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}
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bool
Mexico::BmvImpl::isBusinessDay
(
const
Date
& date)
const
{
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Weekday
w = date.
weekday
();
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Day
d
= date.
dayOfMonth
(), dd = date.
dayOfYear
();
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Month
m = date.
month
();
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Year
y
= date.
year
();
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Day
em =
easterMonday
(
y
);
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if
(
isWeekend
(w)
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// New Year's Day
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|| (
d
== 1 && m ==
January
)
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// Constitution Day
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|| (
y
<= 2005 &&
d
== 5 && m ==
February
)
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|| (
y
>= 2006 &&
d
<= 7 && w ==
Monday
&& m ==
February
)
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// Birthday of Benito Juarez
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|| (
y
<= 2005 &&
d
== 21 && m ==
March
)
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|| (
y
>= 2006 && (
d
>= 15 &&
d
<= 21) && w ==
Monday
&& m ==
March
)
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// Holy Thursday
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|| (dd == em-4)
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// Good Friday
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|| (dd == em-3)
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// Labour Day
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|| (
d
== 1 && m ==
May
)
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// National Day
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|| (
d
== 16 && m ==
September
)
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// Inauguration Day
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|| (
d
== 1 && m ==
October
&&
y
>= 2024 && (
y
- 2024) % 6 == 0)
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// All Souls Day
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|| (
d
== 2 && m ==
November
)
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// Revolution Day
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|| (
y
<= 2005 &&
d
== 20 && m ==
November
)
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|| (
y
>= 2006 && (
d
>= 15 &&
d
<= 21) && w ==
Monday
&& m ==
November
)
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// Our Lady of Guadalupe
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|| (
d
== 12 && m ==
December
)
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// Christmas
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|| (
d
== 25 && m ==
December
))
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return
false
;
// NOLINT(readability-simplify-boolean-expr)
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return
true
;
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}
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}
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y
Real y
Definition:
andreasenhugevolatilityinterpl.cpp:46
QuantLib::Calendar::WesternImpl::easterMonday
static Day easterMonday(Year)
expressed relative to first day of year
Definition:
calendar.cpp:199
QuantLib::Calendar::WesternImpl::isWeekend
bool isWeekend(Weekday) const override
Definition:
calendar.cpp:195
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::Date::dayOfYear
Day dayOfYear() const
One-based (Jan 1st = 1)
Definition:
date.hpp:404
QuantLib::Mexico::BmvImpl
Definition:
mexico.hpp:59
QuantLib::Mexico::BmvImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
mexico.cpp:31
QuantLib::Mexico::Market
Market
Definition:
mexico.hpp:65
QuantLib::Mexico::Mexico
Mexico(Market m=BMV)
Definition:
mexico.cpp:25
d
Date d
Definition:
exchangeratemanager.cpp:32
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::January
@ January
Definition:
date.hpp:57
QuantLib::May
@ May
Definition:
date.hpp:61
QuantLib::March
@ March
Definition:
date.hpp:59
QuantLib::February
@ February
Definition:
date.hpp:58
QuantLib::November
@ November
Definition:
date.hpp:67
QuantLib::October
@ October
Definition:
date.hpp:66
QuantLib::September
@ September
Definition:
date.hpp:65
QuantLib::Monday
@ Monday
Definition:
weekday.hpp:42
mexico.hpp
Mexican calendars.
QuantLib
Definition:
any.hpp:35
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