QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
ql
time
calendars
japan.hpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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 japan.hpp
21
\brief Japanese calendar
22
*/
23
24
#ifndef quantlib_japanese_calendar_hpp
25
#define quantlib_japanese_calendar_hpp
26
27
#include <
ql/time/calendar.hpp
>
28
29
namespace
QuantLib
{
30
31
//! Japanese calendar
32
/*! Holidays:
33
<ul>
34
<li>Saturdays</li>
35
<li>Sundays</li>
36
<li>New Year's Day, January 1st</li>
37
<li>Bank Holiday, January 2nd</li>
38
<li>Bank Holiday, January 3rd</li>
39
<li>Coming of Age Day, 2nd Monday in January</li>
40
<li>National Foundation Day, February 11th</li>
41
<li>Emperor's Birthday, February 23rd since 2020 and December 23rd before</li>
42
<li>Vernal Equinox</li>
43
<li>Greenery Day, April 29th</li>
44
<li>Constitution Memorial Day, May 3rd</li>
45
<li>Holiday for a Nation, May 4th</li>
46
<li>Children's Day, May 5th</li>
47
<li>Marine Day, 3rd Monday in July</li>
48
<li>Mountain Day, August 11th (from 2016 onwards)</li>
49
<li>Respect for the Aged Day, 3rd Monday in September</li>
50
<li>Autumnal Equinox</li>
51
<li>Health and Sports Day, 2nd Monday in October</li>
52
<li>National Culture Day, November 3rd</li>
53
<li>Labor Thanksgiving Day, November 23rd</li>
54
<li>Bank Holiday, December 31st</li>
55
<li>a few one-shot holidays</li>
56
</ul>
57
Holidays falling on a Sunday are observed on the Monday following
58
except for the bank holidays associated with the new year.
59
60
\ingroup calendars
61
*/
62
class
Japan
:
public
Calendar
{
63
private
:
64
class
Impl
final :
public
Calendar::Impl
{
65
public
:
66
std::string
name
()
const override
{
return
"Japan"
; }
67
bool
isWeekend
(
Weekday
)
const override
;
68
bool
isBusinessDay
(
const
Date
&)
const override
;
69
};
70
public
:
71
Japan
();
72
};
73
74
}
75
76
77
#endif
calendar.hpp
calendar class
QuantLib::Calendar::Impl
abstract base class for calendar implementations
Definition:
calendar.hpp:64
QuantLib::Calendar
calendar class
Definition:
calendar.hpp:61
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::Japan::Impl
Definition:
japan.hpp:64
QuantLib::Japan::Impl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
japan.cpp:36
QuantLib::Japan::Impl::name
std::string name() const override
Definition:
japan.hpp:66
QuantLib::Japan::Impl::isWeekend
bool isWeekend(Weekday) const override
Definition:
japan.cpp:32
QuantLib::Japan
Japanese calendar.
Definition:
japan.hpp:62
QuantLib::Japan::Japan
Japan()
Definition:
japan.cpp:26
QuantLib::Weekday
Weekday
Definition:
weekday.hpp:41
QuantLib
Definition:
any.hpp:35
Generated by
Doxygen
1.9.5