QuantLib: a free/open-source library for quantitative finance
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taiwan.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 FIMAT Group
5 Copyright (C) 2005, 2006, 2007, 2008, 2009, 2010, 2011 StatPro Italia srl
6 Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22#include <ql/time/calendars/taiwan.hpp>
23
24namespace QuantLib {
25
26 Taiwan::Taiwan(Market) {
27 // all calendar instances share the same implementation instance
28 static ext::shared_ptr<Calendar::Impl> impl(new Taiwan::TsecImpl);
29 impl_ = impl;
30 }
31
32 bool Taiwan::TsecImpl::isWeekend(Weekday w) const {
33 return w == Saturday || w == Sunday;
34 }
35
36 bool Taiwan::TsecImpl::isBusinessDay(const Date& date) const {
37 Weekday w = date.weekday();
38 Day d = date.dayOfMonth();
39 Month m = date.month();
40 Year y = date.year();
41
42 if (isWeekend(w)
43 // New Year's Day
44 || (d == 1 && m == January)
45 // Peace Memorial Day
46 || (d == 28 && m == February)
47 // Labor Day
48 || (d == 1 && m == May)
49 // Double Tenth
50 || (d == 10 && m == October)
51 )
52 return false;
53
54 if (y == 2002) {
55 // Dragon Boat Festival and Moon Festival fall on Saturday
56 if (// Chinese Lunar New Year
57 (d >= 9 && d <= 17 && m == February)
58 // Tomb Sweeping Day
59 || (d == 5 && m == April)
60 )
61 return false;
62 }
63
64 if (y == 2003) {
65 // Tomb Sweeping Day falls on Saturday
66 if (// Chinese Lunar New Year
67 ((d >= 31 && m == January) || (d <= 5 && m == February))
68 // Dragon Boat Festival
69 || (d == 4 && m == June)
70 // Moon Festival
71 || (d == 11 && m == September)
72 )
73 return false;
74 }
75
76 if (y == 2004) {
77 // Tomb Sweeping Day falls on Sunday
78 if (// Chinese Lunar New Year
79 (d >= 21 && d <= 26 && m == January)
80 // Dragon Boat Festival
81 || (d == 22 && m == June)
82 // Moon Festival
83 || (d == 28 && m == September)
84 )
85 return false;
86 }
87
88 if (y == 2005) {
89 // Dragon Boat and Moon Festival fall on Saturday or Sunday
90 if (// Chinese Lunar New Year
91 (d >= 6 && d <= 13 && m == February)
92 // Tomb Sweeping Day
93 || (d == 5 && m == April)
94 // make up for Labor Day, not seen in other years
95 || (d == 2 && m == May)
96 )
97 return false;
98 }
99
100 if (y == 2006) {
101 // Dragon Boat and Moon Festival fall on Saturday or Sunday
102 if (// Chinese Lunar New Year
103 ((d >= 28 && m == January) || (d <= 5 && m == February))
104 // Tomb Sweeping Day
105 || (d == 5 && m == April)
106 // Dragon Boat Festival
107 || (d == 31 && m == May)
108 // Moon Festival
109 || (d == 6 && m == October)
110 )
111 return false;
112 }
113
114 if (y == 2007) {
115 if (// Chinese Lunar New Year
116 (d >= 17 && d <= 25 && m == February)
117 // Tomb Sweeping Day
118 || (d == 5 && m == April)
119 // adjusted holidays
120 || (d == 6 && m == April)
121 || (d == 18 && m == June)
122 // Dragon Boat Festival
123 || (d == 19 && m == June)
124 // adjusted holiday
125 || (d == 24 && m == September)
126 // Moon Festival
127 || (d == 25 && m == September)
128 )
129 return false;
130 }
131
132 if (y == 2008) {
133 if (// Chinese Lunar New Year
134 (d >= 4 && d <= 11 && m == February)
135 // Tomb Sweeping Day
136 || (d == 4 && m == April)
137 )
138 return false;
139 }
140
141 if (y == 2009) {
142 if (// Public holiday
143 (d == 2 && m == January)
144 // Chinese Lunar New Year
145 || (d >= 24 && m == January)
146 // Tomb Sweeping Day
147 || (d == 4 && m == April)
148 // Dragon Boat Festival
149 || ((d == 28 || d == 29) && m == May)
150 // Moon Festival
151 || (d == 3 && m == October)
152 )
153 return false;
154 }
155
156 if (y == 2010) {
157 if (// Chinese Lunar New Year
158 (d >= 13 && d <= 21 && m == January)
159 // Tomb Sweeping Day
160 || (d == 5 && m == April)
161 // Dragon Boat Festival
162 || (d == 16 && m == May)
163 // Moon Festival
164 || (d == 22 && m == September)
165 )
166 return false;
167 }
168
169 if (y == 2011) {
170 if (// Spring Festival
171 (d >= 2 && d <= 7 && m == February)
172 // Children's Day
173 || (d == 4 && m == April)
174 // Tomb Sweeping Day
175 || (d == 5 && m == April)
176 // Labour Day
177 || (d == 2 && m == May)
178 // Dragon Boat Festival
179 || (d == 6 && m == June)
180 // Mid-Autumn Festival
181 || (d == 12 && m == September)
182 )
183 return false;
184 }
185
186 if (y == 2012) {
187 if (// Spring Festival
188 (d >= 23 && d <= 27 && m == January)
189 // Peace Memorial Day
190 || (d == 27 && m == February)
191 // Children's Day
192 // Tomb Sweeping Day
193 || (d == 4 && m == April)
194 // Labour Day
195 || (d == 1 && m == May)
196 // Dragon Boat Festival
197 || (d == 23 && m == June)
198 // Mid-Autumn Festival
199 || (d == 30 && m == September)
200 // Memorial Day:
201 // Founding of the Republic of China
202 || (d == 31 && m == December)
203 )
204 return false;
205 }
206
207 if (y == 2013) {
208 if (// Spring Festival
209 (d >= 10 && d <= 15 && m == February)
210 // Children's Day
211 || (d == 4 && m == April)
212 // Tomb Sweeping Day
213 || (d == 5 && m == April)
214 // Labour Day
215 || (d == 1 && m == May)
216 // Dragon Boat Festival
217 || (d == 12 && m == June)
218 // Mid-Autumn Festival
219 || (d >= 19 && d <= 20 && m == September)
220 )
221 return false;
222 }
223
224 if (y == 2014) {
225 if (// Lunar New Year
226 (d >= 28 && d <= 30 && m == January)
227 // Spring Festival
228 || ((d == 31 && m == January) || (d <= 4 && m == February))
229 // Children's Day
230 || (d == 4 && m == April)
231 // Tomb Sweeping Day
232 || (d == 5 && m == April)
233 // Dragon Boat Festival
234 || (d == 2 && m == June)
235 // Mid-Autumn Festival
236 || (d == 8 && m == September)
237 )
238 return false;
239 }
240
241 if (y == 2015) {
242 if (// adjusted holidays
243 (d == 2 && m == January)
244 // Lunar New Year
245 || (d >= 18 && d <= 23 && m == February)
246 // adjusted holidays
247 || (d == 27 && m == February)
248 // adjusted holidays
249 || (d == 3 && m == April)
250 // adjusted holidays
251 || (d == 6 && m == April)
252 // adjusted holidays
253 || (d == 19 && m == June)
254 // adjusted holidays
255 || (d == 28 && m == September)
256 // adjusted holidays
257 || (d == 9 && m == October)
258 )
259 return false;
260 }
261
262 if (y == 2016) {
263 if (// Lunar New Year
264 (d >= 8 && d <= 12 && m == February)
265 // adjusted holidays
266 || (d == 29 && m == February)
267 // Children's Day
268 || (d == 4 && m == April)
269 // adjusted holidays
270 || (d == 5 && m == April)
271 // adjusted holidays
272 || (d == 2 && m == May)
273 // Dragon Boat Festival
274 || (d == 9 && m == June)
275 // adjusted holidays
276 || (d == 10 && m == June)
277 // Mid-Autumn Festival
278 || (d == 15 && m == September)
279 // adjusted holidays
280 || (d == 16 && m == September)
281 )
282 return false;
283 }
284
285 if (y == 2017) {
286 if (// adjusted holidays
287 (d == 2 && m == January)
288 // Lunar New Year
289 || ((d >= 27 && m == January) || (d == 1 && m == February))
290 // adjusted holidays
291 || (d == 27 && m == February)
292 // adjusted holidays
293 || (d == 3 && m == April)
294 // Children's Day
295 || (d == 4 && m == April)
296 // adjusted holidays
297 || (d == 29 && m == May)
298 // Dragon Boat Festival
299 || (d == 30 && m == May)
300 // Mid-Autumn Festival
301 || (d == 4 && m == October)
302 // adjusted holidays
303 || (d == 9 && m == October)
304 )
305 return false;
306 }
307
308 if (y == 2018) {
309 if (// Lunar New Year
310 (d >= 15 && d <= 20 && m == February)
311 // Children's Day
312 || (d == 4 && m == April)
313 // Tomb Sweeping Day
314 || (d == 5 && m == April)
315 // adjusted holidays
316 || (d == 6 && m == April)
317 // Dragon Boat Festival
318 || (d == 18 && m == June)
319 // Mid-Autumn Festival
320 || (d == 24 && m == September)
321 // adjusted holidays
322 || (d == 31 && m == December)
323 )
324 return false;
325 }
326
327 if (y == 2019) {
328 if (// Lunar New Year
329 (d >= 4 && d <= 8 && m == February)
330 // adjusted holidays
331 || (d == 1 && m == March)
332 // Children's Day
333 || (d == 4 && m == April)
334 // Tomb Sweeping Day
335 || (d == 5 && m == April)
336 // Dragon Boat Festival
337 || (d == 7 && m == June)
338 // Mid-Autumn Festival
339 || (d == 13 && m == September)
340 // adjusted holidays
341 || (d == 11 && m == October)
342 )
343 return false;
344 }
345
346 if (y == 2020) {
347 if (// adjusted holiday
348 (d == 23 && m == January)
349 // Lunar New Year
350 || (d >= 24 && d <= 29 && m == January)
351 // adjusted holiday
352 || (d == 2 && m == April)
353 // adjusted holiday
354 || (d == 3 && m == April)
355 // Dragon Boat Festival
356 || (d == 25 && m == June)
357 // adjusted holiday
358 || (d == 26 && m == June)
359 // Mid-Autumn Festival
360 || (d == 1 && m == October)
361 // adjusted holiday
362 || (d == 2 && m == October)
363 // adjusted holiday
364 || (d == 9 && m == October)
365 )
366 return false;
367 }
368
369 if (y == 2021) {
370 // Tomb Sweeping Day falls on Sunday
371 if (// adjusted holiday
372 (d == 10 && m == February)
373 // Lunar New Year
374 || (d >= 11 && d <= 16 && m == February)
375 // adjusted holiday
376 || (d == 1 && m == March)
377 // Children's Day
378 || (d == 2 && m == April)
379 // adjusted holiday
380 || (d == 5 && m == April)
381 // adjusted holiday
382 || (d == 30 && m == April)
383 // Dragon Boat Festival
384 || (d == 14 && m == June)
385 // adjusted holiday
386 || (d == 20 && m == September)
387 // Mid-Autumn Festival
388 || (d == 21 && m == September)
389 // adjusted holiday
390 || (d == 11 && m == October)
391 // adjusted holiday
392 || (d == 31 && m == December)
393 )
394 return false;
395 }
396
397 if (y == 2022) {
398 // Mid-Autumn Festival falls on Saturday
399 if ( // Lunar New Year
400 ((d == 31 && m == January) || (d <= 4 && m == February))
401 // Children's Day
402 || (d == 4 && m == April)
403 // Tomb Sweeping Day
404 || (d == 5 && m == April)
405 // adjusted holiday
406 || (d == 2 && m == May)
407 // Dragon Boat Festival
408 || (d == 3 && m == June)
409 // adjusted holiday
410 || (d == 9 && m == September)
411 )
412 return false;
413 }
414
415 if (y == 2023) {
416 if (// adjusted holiday
417 (d == 2 && m == January)
418 // adjusted holiday
419 || (d == 20 && m == January)
420 // Lunar New Year
421 || (d >= 21 && d <= 24 && m == January)
422 // adjusted holiday
423 || (d >= 25 && d <= 27 && m == January)
424 // adjusted holiday
425 || (d == 27 && m == February)
426 // adjusted holiday
427 || (d == 3 && m == April)
428 // Children's Day
429 || (d == 4 && m == April)
430 // Tomb Sweeping Day
431 || (d == 5 && m == April)
432 // Dragon Boat Festival
433 || (d == 22 && m == June)
434 // adjusted holiday
435 || (d == 23 && m == June)
436 // Mid-Autumn Festival
437 || (d == 29 && m == September)
438 // adjusted holiday
439 || (d == 9 && m == October)
440 )
441 return false;
442 }
443
444 if (y == 2024) {
445 if ( // adjusted holiday
446 (d == 8 && m == February)
447 // Lunar New Year
448 || (d >= 9 && d <= 12 && m == February)
449 // adjusted holiday
450 || (d >= 13 && d <= 14 && m == February)
451 // Children's Day
452 || (d == 4 && m == April)
453 // Tomb-sweeping Day
454 || (d == 5 && m == April)
455 // Dragon Boat Festival
456 || (d == 10 && m == June)
457 // Mid-autumn/Moon Festival
458 || (d == 17 && m == September)
459 )
460 return false;
461 }
462
463 return true;
464 }
465
466}
QuantLib::Calendar::isWeekend
bool isWeekend(Weekday w) const
Definition: calendar.hpp:255
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::Taiwan::TsecImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition: taiwan.cpp:36
QuantLib::Taiwan::TsecImpl::isWeekend
bool isWeekend(Weekday) const override
Definition: taiwan.cpp:32
QuantLib::Taiwan::Taiwan
Taiwan(Market m=TSEC)
Definition: taiwan.cpp:26
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::April
@ April
Definition: date.hpp:60
QuantLib::October
@ October
Definition: date.hpp:66
QuantLib::June
@ June
Definition: date.hpp:62
QuantLib::September
@ September
Definition: date.hpp:65
QuantLib::Sunday
@ Sunday
Definition: weekday.hpp:41
QuantLib::Saturday
@ Saturday
Definition: weekday.hpp:47
QuantLib
Definition: any.hpp:35
taiwan.hpp
Taiwanese calendars.
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