QuantLib: a free/open-source library for quantitative finance
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japan.hpp
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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
29namespace 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 class
abstract base class for calendar implementations
Definition: calendar.hpp:64
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: japan.cpp:36
std::string name() const override
Definition: japan.hpp:66
bool isWeekend(Weekday) const override
Definition: japan.cpp:32
Japanese calendar.
Definition: japan.hpp:62
Definition: any.hpp:35