argentina.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2005 StatPro Italia srl
 
 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 argentina.hpp
    \brief Argentinian calendars
*/
 
#ifndef quantlib_argentinian_calendar_hpp
#define quantlib_argentinian_calendar_hpp
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
    //! Argentinian calendars
    /*! Holidays for the Buenos Aires stock exchange
        (data from <http://www.merval.sba.com.ar/>):
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li>Holy Thursday</li>
        <li>Good Friday</li>
        <li>Labour Day, May 1st</li>
        <li>May Revolution, May 25th</li>
        <li>Death of General Manuel Belgrano, third Monday of June</li>
        <li>Independence Day, July 9th</li>
        <li>Death of General José de San Martín, third Monday of August</li>
        <li>Columbus Day, October 12th (moved to preceding Monday if
            on Tuesday or Wednesday and to following if on Thursday
            or Friday)</li>
        <li>Immaculate Conception, December 8th</li>
        <li>Christmas Eve, December 24th</li>
        <li>New Year's Eve, December 31th</li>
        </ul>
 
        \ingroup calendars
    */
    class Argentina : public Calendar {
      private:
        class MervalImpl final : public Calendar::WesternImpl {
          public:
            std::string name() const override { return "Buenos Aires stock exchange"; }
            bool isBusinessDay(const Date&) const override;
        };
      public:
        enum Market { Merval   //!< Buenos Aires stock exchange calendar
        };
        Argentina(Market m = Merval);
    };
 
}
 
 
#endif