QuantLib: a free/open-source library for quantitative finance
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indonesia.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005, 2007, 2008, 2009, 2010, 2011 StatPro Italia 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 indonesia.hpp
21 \brief Indonesian calendars
22*/
23
24#ifndef quantlib_indonesia_calendar_hpp
25#define quantlib_indonesia_calendar_hpp
26
27#include <ql/time/calendar.hpp>
28
29namespace QuantLib {
30
31 //! %Indonesian calendars
32 /*! Holidays for the Indonesia stock exchange
33 (data from <http://www.idx.co.id/>):
34 <ul>
35 <li>Saturdays</li>
36 <li>Sundays</li>
37 <li>New Year's Day, January 1st</li>
38 <li>Good Friday</li>
39 <li>Ascension of Jesus Christ</li>
40 <li>Independence Day, August 17th</li>
41 <li>Christmas, December 25th</li>
42 </ul>
43
44 Other holidays for which no rule is given
45 (data available for 2005-2014 only:)
46 <ul>
47 <li>Idul Adha</li>
48 <li>Ied Adha</li>
49 <li>Imlek</li>
50 <li>Moslem's New Year Day</li>
51 <li>Chinese New Year</li>
52 <li>Nyepi (Saka's New Year)</li>
53 <li>Birthday of Prophet Muhammad SAW</li>
54 <li>Waisak</li>
55 <li>Ascension of Prophet Muhammad SAW</li>
56 <li>Idul Fitri</li>
57 <li>Ied Fitri</li>
58 <li>Other national leaves</li>
59 </ul>
60 \ingroup calendars
61 */
62 class Indonesia : public Calendar {
63 private:
64 class BejImpl final : public Calendar::WesternImpl {
65 public:
66 std::string name() const override { return "Jakarta stock exchange"; }
67 bool isBusinessDay(const Date&) const override;
68 };
69 public:
70 enum Market { BEJ, //!< Jakarta stock exchange (merged into IDX)
71 JSX, //!< Jakarta stock exchange (merged into IDX)
72 IDX //!< Indonesia stock exchange
73 };
74 Indonesia(Market m = IDX);
75 };
76
77}
78
79
80#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: indonesia.cpp:40
std::string name() const override
Definition: indonesia.hpp:66
Indonesian calendars
Definition: indonesia.hpp:62
@ IDX
Indonesia stock exchange.
Definition: indonesia.hpp:72
@ BEJ
Jakarta stock exchange (merged into IDX)
Definition: indonesia.hpp:70
@ JSX
Jakarta stock exchange (merged into IDX)
Definition: indonesia.hpp:71
Definition: any.hpp:35