QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
ql
time
calendars
chile.cpp
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) 2021 Anubhav Pandey
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
#include <
ql/time/calendars/chile.hpp
>
21
22
namespace
QuantLib
{
23
24
Chile::Chile
(
Market
) {
25
// all calendar instances share the same implementation instance
26
static
ext::shared_ptr<Calendar::Impl> impl(
new
Chile::SseImpl
);
27
impl_
= impl;
28
}
29
30
bool
Chile::SseImpl::isBusinessDay
(
const
Date
& date)
const
{
31
Weekday
w = date.
weekday
();
32
Day
d
= date.
dayOfMonth
();
33
Month
m = date.
month
();
34
Year
y
= date.
year
();
35
Day
dd = date.
dayOfYear
();
36
Day
em =
easterMonday
(
y
);
37
38
if
(
isWeekend
(w)
39
// New Year's Day
40
|| (
d
== 1 && m ==
January
)
41
|| (
d
== 2 && m ==
January
&& w ==
Monday
&&
y
> 2016)
42
// Good Friday
43
|| (dd == em-3)
44
// Easter Saturday
45
|| (dd == em-2)
46
// Labour Day
47
|| (
d
== 1 && m ==
May
)
48
// Navy Day
49
|| (
d
== 21 && m ==
May
)
50
// Day of Aboriginal People
51
|| (
d
== 21 && m ==
June
&&
y
>= 2021)
52
// St. Peter and St. Paul
53
|| (
d
>= 26 &&
d
<= 29 && m ==
June
&& w ==
Monday
)
54
|| (
d
== 2 && m ==
July
&& w ==
Monday
)
55
// Our Lady of Mount Carmel
56
|| (
d
== 16 && m ==
July
)
57
// Assumption Day
58
|| (
d
== 15 && m ==
August
)
59
// Independence Day
60
|| (
d
== 17 && m ==
September
&& ((w ==
Monday
&&
y
>= 2007) || (w ==
Friday
&&
y
> 2016)))
61
|| (
d
== 18 && m ==
September
)
62
// Army Day
63
|| (
d
== 19 && m ==
September
)
64
|| (
d
== 20 && m ==
September
&& w ==
Friday
&&
y
>= 2007)
65
// Discovery of Two Worlds
66
|| (
d
>= 9 &&
d
<= 12 && m ==
October
&& w ==
Monday
)
67
|| (
d
== 15 && m ==
October
&& w ==
Monday
)
68
// Reformation Day
69
|| (((
d
== 27 && m ==
October
&& w ==
Friday
)
70
|| (
d
== 31 && m ==
October
&& w !=
Tuesday
&& w !=
Wednesday
)
71
|| (
d
== 2 && m ==
November
&& w ==
Friday
)) &&
y
>= 2008)
72
// All Saints' Day
73
|| (
d
== 1 && m ==
November
)
74
// Immaculate Conception
75
|| (
d
== 8 && m ==
December
)
76
// Christmas Day
77
|| (
d
== 25 && m ==
December
)
78
// New Year's Eve
79
|| (
d
== 31 && m ==
December
)
80
)
81
return
false
;
82
83
return
true
;
84
}
85
86
}
87
y
Real y
Definition:
andreasenhugevolatilityinterpl.cpp:46
chile.hpp
Chilean calendars.
QuantLib::Calendar::WesternImpl::easterMonday
static Day easterMonday(Year)
expressed relative to first day of year
Definition:
calendar.cpp:199
QuantLib::Calendar::WesternImpl::isWeekend
bool isWeekend(Weekday) const override
Definition:
calendar.cpp:195
QuantLib::Calendar::impl_
ext::shared_ptr< Impl > impl_
Definition:
calendar.hpp:72
QuantLib::Chile::SseImpl
Definition:
chile.hpp:62
QuantLib::Chile::SseImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
chile.cpp:30
QuantLib::Chile::Chile
Chile(Market m=SSE)
Definition:
chile.cpp:24
QuantLib::Chile::Market
Market
Definition:
chile.hpp:68
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::Date::dayOfYear
Day dayOfYear() const
One-based (Jan 1st = 1)
Definition:
date.hpp:404
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::August
@ August
Definition:
date.hpp:64
QuantLib::January
@ January
Definition:
date.hpp:57
QuantLib::July
@ July
Definition:
date.hpp:63
QuantLib::May
@ May
Definition:
date.hpp:61
QuantLib::November
@ November
Definition:
date.hpp:67
QuantLib::October
@ October
Definition:
date.hpp:66
QuantLib::June
@ June
Definition:
date.hpp:62
QuantLib::September
@ September
Definition:
date.hpp:65
QuantLib::Wednesday
@ Wednesday
Definition:
weekday.hpp:44
QuantLib::Monday
@ Monday
Definition:
weekday.hpp:42
QuantLib::Tuesday
@ Tuesday
Definition:
weekday.hpp:43
QuantLib::Friday
@ Friday
Definition:
weekday.hpp:46
QuantLib
Definition:
any.hpp:35
Generated by
Doxygen
1.9.5