QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
time
calendars
newzealand.cpp
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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) 2000, 2001, 2002, 2003 RiskMap srl
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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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#include <
ql/time/calendars/newzealand.hpp
>
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namespace
QuantLib
{
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NewZealand::NewZealand
() {
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// all calendar instances share the same implementation instance
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static
ext::shared_ptr<Calendar::Impl> impl(
new
NewZealand::Impl
);
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impl_
= impl;
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}
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bool
NewZealand::Impl::isBusinessDay
(
const
Date
& date)
const
{
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Weekday
w = date.
weekday
();
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Day
d
= date.
dayOfMonth
(), dd = date.
dayOfYear
();
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Month
m = date.
month
();
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Year
y
= date.
year
();
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Day
em =
easterMonday
(
y
);
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if
(
isWeekend
(w)
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// New Year's Day (possibly moved to Monday or Tuesday)
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|| ((
d
== 1 || (
d
== 3 && (w ==
Monday
|| w ==
Tuesday
))) &&
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m ==
January
)
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// Day after New Year's Day (possibly moved to Mon or Tuesday)
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|| ((
d
== 2 || (
d
== 4 && (w ==
Monday
|| w ==
Tuesday
))) &&
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m ==
January
)
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// Anniversary Day, Monday nearest January 22nd
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|| ((
d
>= 19 &&
d
<= 25) && w ==
Monday
&& m ==
January
)
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// Waitangi Day. February 6th ("Mondayised" since 2013)
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|| (
d
== 6 && m ==
February
)
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|| ((
d
== 7 ||
d
== 8) && w ==
Monday
&& m ==
February
&&
y
> 2013)
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// Good Friday
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|| (dd == em-3)
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// Easter Monday
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|| (dd == em)
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// ANZAC Day. April 25th ("Mondayised" since 2013)
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|| (
d
== 25 && m ==
April
)
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|| ((
d
== 26 ||
d
== 27) && w ==
Monday
&& m ==
April
&&
y
> 2013)
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// Queen's Birthday, first Monday in June
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|| (
d
<= 7 && w ==
Monday
&& m ==
June
)
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// Labour Day, fourth Monday in October
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|| ((
d
>= 22 &&
d
<= 28) && w ==
Monday
&& m ==
October
)
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// Christmas, December 25th (possibly Monday or Tuesday)
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|| ((
d
== 25 || (
d
== 27 && (w ==
Monday
|| w ==
Tuesday
)))
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&& m ==
December
)
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// Boxing Day, December 26th (possibly Monday or Tuesday)
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|| ((
d
== 26 || (
d
== 28 && (w ==
Monday
|| w ==
Tuesday
)))
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&& m ==
December
)
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// Matariki, it happens on Friday in June or July
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// official calendar released by the NZ government for the
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// next 30 years
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|| (
d
== 20 && m ==
June
&&
y
== 2025)
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|| (
d
== 21 && m ==
June
&& (
y
== 2030 ||
y
== 2052))
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|| (
d
== 24 && m ==
June
&& (
y
== 2022 ||
y
== 2033 ||
y
== 2044))
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|| (
d
== 25 && m ==
June
&& (
y
== 2027 ||
y
== 2038 ||
y
== 2049))
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|| (
d
== 28 && m ==
June
&&
y
== 2024)
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|| (
d
== 29 && m ==
June
&& (
y
== 2035 ||
y
== 2046))
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|| (
d
== 30 && m ==
June
&&
y
== 2051)
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|| (
d
== 2 && m ==
July
&&
y
== 2032)
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|| (
d
== 3 && m ==
July
&& (
y
== 2043 ||
y
== 2048))
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|| (
d
== 6 && m ==
July
&& (
y
== 2029 ||
y
== 2040))
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|| (
d
== 7 && m ==
July
&& (
y
== 2034 ||
y
== 2045))
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|| (
d
== 10 && m ==
July
&& (
y
== 2026 ||
y
== 2037))
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|| (
d
== 11 && m ==
July
&& (
y
== 2031 ||
y
== 2042))
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|| (
d
== 14 && m ==
July
&& (
y
== 2023 ||
y
== 2028))
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|| (
d
== 15 && m ==
July
&& (
y
== 2039 ||
y
== 2050))
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|| (
d
== 18 && m ==
July
&&
y
== 2036)
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|| (
d
== 19 && m ==
July
&& (
y
== 2041 ||
y
== 2047)))
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return
false
;
// NOLINT(readability-simplify-boolean-expr)
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return
true
;
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}
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}
y
Real y
Definition:
andreasenhugevolatilityinterpl.cpp:46
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::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
QuantLib::NewZealand::Impl
Definition:
newzealand.hpp:61
QuantLib::NewZealand::Impl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
newzealand.cpp:30
QuantLib::NewZealand::NewZealand
NewZealand()
Definition:
newzealand.cpp:24
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::January
@ January
Definition:
date.hpp:57
QuantLib::July
@ July
Definition:
date.hpp:63
QuantLib::February
@ February
Definition:
date.hpp:58
QuantLib::April
@ April
Definition:
date.hpp:60
QuantLib::October
@ October
Definition:
date.hpp:66
QuantLib::June
@ June
Definition:
date.hpp:62
QuantLib::Monday
@ Monday
Definition:
weekday.hpp:42
QuantLib::Tuesday
@ Tuesday
Definition:
weekday.hpp:43
QuantLib
Definition:
any.hpp:35
newzealand.hpp
New Zealand calendar.
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