QuantLib: a free/open-source library for quantitative finance
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mexico.cpp
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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 Copyright (C) 2024 Skandinaviska Enskilda Banken AB (publ)
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
22
23namespace QuantLib {
24
26 // all calendar instances share the same implementation instance
27 static ext::shared_ptr<Calendar::Impl> impl(new Mexico::BmvImpl);
28 impl_ = impl;
29 }
30
31 bool Mexico::BmvImpl::isBusinessDay(const Date& date) const {
32 Weekday w = date.weekday();
33 Day d = date.dayOfMonth(), dd = date.dayOfYear();
34 Month m = date.month();
35 Year y = date.year();
36 Day em = easterMonday(y);
37 if (isWeekend(w)
38 // New Year's Day
39 || (d == 1 && m == January)
40 // Constitution Day
41 || (y <= 2005 && d == 5 && m == February)
42 || (y >= 2006 && d <= 7 && w == Monday && m == February)
43 // Birthday of Benito Juarez
44 || (y <= 2005 && d == 21 && m == March)
45 || (y >= 2006 && (d >= 15 && d <= 21) && w == Monday && m == March)
46 // Holy Thursday
47 || (dd == em-4)
48 // Good Friday
49 || (dd == em-3)
50 // Labour Day
51 || (d == 1 && m == May)
52 // National Day
53 || (d == 16 && m == September)
54 // Inauguration Day
55 || (d == 1 && m == October && y >= 2024 && (y - 2024) % 6 == 0)
56 // All Souls Day
57 || (d == 2 && m == November)
58 // Revolution Day
59 || (y <= 2005 && d == 20 && m == November)
60 || (y >= 2006 && (d >= 15 && d <= 21) && w == Monday && m == November)
61 // Our Lady of Guadalupe
62 || (d == 12 && m == December)
63 // Christmas
64 || (d == 25 && m == December))
65 return false; // NOLINT(readability-simplify-boolean-expr)
66 return true;
67 }
68
69}
70
static Day easterMonday(Year)
expressed relative to first day of year
Definition: calendar.cpp:199
bool isWeekend(Weekday) const override
Definition: calendar.cpp:195
ext::shared_ptr< Impl > impl_
Definition: calendar.hpp:72
Concrete date class.
Definition: date.hpp:125
Month month() const
Definition: date.cpp:82
Year year() const
Definition: date.cpp:93
Day dayOfMonth() const
Definition: date.hpp:400
Weekday weekday() const
Definition: date.hpp:395
Day dayOfYear() const
One-based (Jan 1st = 1)
Definition: date.hpp:404
bool isBusinessDay(const Date &) const override
Definition: mexico.cpp:31
Mexico(Market m=BMV)
Definition: mexico.cpp:25
Date d
Integer Year
Year number.
Definition: date.hpp:87
Integer Day
Day number.
Definition: date.hpp:53
Month
Month names.
Definition: date.hpp:57
@ December
Definition: date.hpp:68
@ January
Definition: date.hpp:57
@ May
Definition: date.hpp:61
@ March
Definition: date.hpp:59
@ February
Definition: date.hpp:58
@ November
Definition: date.hpp:67
@ October
Definition: date.hpp:66
@ September
Definition: date.hpp:65
@ Monday
Definition: weekday.hpp:42
Mexican calendars.
Definition: any.hpp:35