QuantLib: a free/open-source library for quantitative finance
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chile.cpp
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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
21
22namespace QuantLib {
23
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
Chilean calendars.
static Day easterMonday(Year)
expressed relative to first day of year
Definition: calendar.cpp:199
bool isWeekend(Weekday) const override
Definition: calendar.cpp:195
ext::shared_ptr< Impl > impl_
Definition: calendar.hpp:72
bool isBusinessDay(const Date &) const override
Definition: chile.cpp:30
Chile(Market m=SSE)
Definition: chile.cpp:24
Concrete date class.
Definition: date.hpp:125
Month month() const
Definition: date.cpp:82
Year year() const
Definition: date.cpp:93
Day dayOfMonth() const
Definition: date.hpp:400
Weekday weekday() const
Definition: date.hpp:395
Day dayOfYear() const
One-based (Jan 1st = 1)
Definition: date.hpp:404
Date d
Integer Year
Year number.
Definition: date.hpp:87
Integer Day
Day number.
Definition: date.hpp:53
Month
Month names.
Definition: date.hpp:57
@ December
Definition: date.hpp:68
@ August
Definition: date.hpp:64
@ January
Definition: date.hpp:57
@ July
Definition: date.hpp:63
@ May
Definition: date.hpp:61
@ November
Definition: date.hpp:67
@ October
Definition: date.hpp:66
@ June
Definition: date.hpp:62
@ September
Definition: date.hpp:65
@ Wednesday
Definition: weekday.hpp:44
@ Monday
Definition: weekday.hpp:42
@ Tuesday
Definition: weekday.hpp:43
@ Friday
Definition: weekday.hpp:46
Definition: any.hpp:35