QuantLib: a free/open-source library for quantitative finance
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australia.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 australia.hpp
21 \brief Australian calendar
22*/
23
24#ifndef quantlib_australian_calendar_hpp
25#define quantlib_australian_calendar_hpp
26
27#include <ql/time/calendar.hpp>
28
29namespace QuantLib {
30
31 //! Australian calendar
32 /*! Holidays:
33 <ul>
34 <li>Saturdays</li>
35 <li>Sundays</li>
36 <li>New Year's Day, January 1st (possibly moved to Monday)</li>
37 <li>Australia Day, January 26th (possibly moved to Monday)</li>
38 <li>Good Friday</li>
39 <li>Easter Monday</li>
40 <li>ANZAC Day. April 25th (possibly moved to Monday)</li>
41 <li>Queen's Birthday, second Monday in June</li>
42 <li>Bank Holiday, first Monday in August</li>
43 <li>Labour Day, first Monday in October</li>
44 <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>
45 <li>Boxing Day, December 26th (possibly moved to Monday or
46 Tuesday)</li>
47 <li>National Day of Mourning for Her Majesty, September 22, 2022</li>
48 </ul>
49
50 \ingroup calendars
51 */
52 class Australia : public Calendar {
53 private:
55 public:
56 std::string name() const override { return "Australia settlement"; }
57 bool isBusinessDay(const Date&) const override;
58 };
59 class AsxImpl final : public Calendar::WesternImpl {
60 public:
61 std::string name() const override { return "Australia exchange"; }
62 bool isBusinessDay(const Date&) const override;
63 };
64 public:
65 enum Market { Settlement, //!< generic settlement calendar
66 ASX, //!< Australia ASX calendar
67 };
68 Australia(Market market = Settlement);
69 };
70
71}
72
73#endif
calendar class
bool isBusinessDay(const Date &) const override
Definition: australia.cpp:78
std::string name() const override
Definition: australia.hpp:61
bool isBusinessDay(const Date &) const override
Definition: australia.cpp:42
std::string name() const override
Definition: australia.hpp:56
Australian calendar.
Definition: australia.hpp:52
@ ASX
Australia ASX calendar.
Definition: australia.hpp:66
@ Settlement
generic settlement calendar
Definition: australia.hpp:65
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
Definition: any.hpp:35
settlement information
Definition: swaption.hpp:41