QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
time
calendars
india.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2005, 2007, 2008, 2009, 2010, 2011 StatPro Italia srl
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Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file india.hpp
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\brief Indian calendars
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*/
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#ifndef quantlib_indian_calendar_hpp
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#define quantlib_indian_calendar_hpp
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#include <
ql/time/calendar.hpp
>
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namespace
QuantLib
{
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//! Indian calendars
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/*! Holidays for the National Stock Exchange
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(data from <http://www.nse-india.com/>):
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<ul>
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<li>Saturdays</li>
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<li>Sundays</li>
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<li>Republic Day, January 26th</li>
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<li>Good Friday</li>
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<li>Ambedkar Jayanti, April 14th</li>
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<li>May Day, May 1st</li>
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<li>Independence Day, August 15th</li>
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<li>Gandhi Jayanti, October 2nd</li>
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<li>Christmas, December 25th</li>
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</ul>
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Other holidays for which no rule is given
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(data available for 2005-2014, 2019-2025 only:)
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<ul>
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<li>Bakri Id</li>
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<li>Moharram</li>
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<li>Mahashivratri</li>
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<li>Holi</li>
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<li>Ram Navami</li>
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<li>Mahavir Jayanti</li>
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<li>Id-E-Milad</li>
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<li>Maharashtra Day</li>
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<li>Buddha Pournima</li>
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<li>Ganesh Chaturthi</li>
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<li>Dasara</li>
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<li>Laxmi Puja</li>
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<li>Bhaubeej</li>
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<li>Ramzan Id</li>
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<li>Guru Nanak Jayanti</li>
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</ul>
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Note: The holidays Ramzan Id, Bakri Id and Id-E-Milad rely on estimates for 2023-2025.
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\ingroup calendars
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*/
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class
India
:
public
Calendar
{
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private
:
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class
NseImpl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"National Stock Exchange of India"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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public
:
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enum
Market
{
NSE
//!< National Stock Exchange
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};
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India
(
Market
m =
NSE
);
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};
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}
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#endif
calendar.hpp
calendar class
QuantLib::Calendar::WesternImpl
partial calendar implementation
Definition:
calendar.hpp:168
QuantLib::Calendar
calendar class
Definition:
calendar.hpp:61
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::India::NseImpl
Definition:
india.hpp:72
QuantLib::India::NseImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
india.cpp:31
QuantLib::India::NseImpl::name
std::string name() const override
Definition:
india.hpp:74
QuantLib::India
Indian calendars.
Definition:
india.hpp:70
QuantLib::India::Market
Market
Definition:
india.hpp:78
QuantLib::India::NSE
@ NSE
National Stock Exchange.
Definition:
india.hpp:78
QuantLib
Definition:
any.hpp:35
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