QuantLib: a free/open-source library for quantitative finance
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india.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 Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file india.hpp
22 \brief Indian calendars
23*/
24
25#ifndef quantlib_indian_calendar_hpp
26#define quantlib_indian_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! Indian calendars
33 /*! Holidays for the National Stock Exchange
34 (data from <http://www.nse-india.com/>):
35 <ul>
36 <li>Saturdays</li>
37 <li>Sundays</li>
38 <li>Republic Day, January 26th</li>
39 <li>Good Friday</li>
40 <li>Ambedkar Jayanti, April 14th</li>
41 <li>May Day, May 1st</li>
42 <li>Independence Day, August 15th</li>
43 <li>Gandhi Jayanti, October 2nd</li>
44 <li>Christmas, December 25th</li>
45 </ul>
46
47 Other holidays for which no rule is given
48 (data available for 2005-2014, 2019-2025 only:)
49 <ul>
50 <li>Bakri Id</li>
51 <li>Moharram</li>
52 <li>Mahashivratri</li>
53 <li>Holi</li>
54 <li>Ram Navami</li>
55 <li>Mahavir Jayanti</li>
56 <li>Id-E-Milad</li>
57 <li>Maharashtra Day</li>
58 <li>Buddha Pournima</li>
59 <li>Ganesh Chaturthi</li>
60 <li>Dasara</li>
61 <li>Laxmi Puja</li>
62 <li>Bhaubeej</li>
63 <li>Ramzan Id</li>
64 <li>Guru Nanak Jayanti</li>
65 </ul>
66
67 Note: The holidays Ramzan Id, Bakri Id and Id-E-Milad rely on estimates for 2023-2025.
68 \ingroup calendars
69 */
70 class India : public Calendar {
71 private:
72 class NseImpl final : public Calendar::WesternImpl {
73 public:
74 std::string name() const override { return "National Stock Exchange of India"; }
75 bool isBusinessDay(const Date&) const override;
76 };
77 public:
78 enum Market { NSE //!< National Stock Exchange
79 };
80 India(Market m = NSE);
81 };
82
83}
84
85
86#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: india.cpp:31
std::string name() const override
Definition: india.hpp:74
Indian calendars.
Definition: india.hpp:70
@ NSE
National Stock Exchange.
Definition: india.hpp:78
Definition: any.hpp:35