QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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poland.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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
21
22namespace QuantLib {
23
25 // all calendar instances share the same implementation instance
26 static ext::shared_ptr<Calendar::Impl> impl(new Poland::Impl);
27 impl_ = impl;
28 }
29
30 bool Poland::Impl::isBusinessDay(const Date& date) const {
31 Weekday w = date.weekday();
32 Day d = date.dayOfMonth(), dd = date.dayOfYear();
33 Month m = date.month();
34 Year y = date.year();
35 Day em = easterMonday(y);
36 if (isWeekend(w)
37 // Easter Monday
38 || (dd == em)
39 // Corpus Christi
40 || (dd == em+59)
41 // New Year's Day
42 || (d == 1 && m == January)
43 // Epiphany
44 || (d == 6 && m == January && y >= 2011)
45 // May Day
46 || (d == 1 && m == May)
47 // Constitution Day
48 || (d == 3 && m == May)
49 // Assumption of the Blessed Virgin Mary
50 || (d == 15 && m == August)
51 // All Saints Day
52 || (d == 1 && m == November)
53 // Independence Day
54 || (d ==11 && m == November)
55 // Christmas
56 || (d == 25 && m == December)
57 // 2nd Day of Christmas
58 || (d == 26 && m == December))
59 return false; // NOLINT(readability-simplify-boolean-expr)
60 return true;
61 }
62
63}
64
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
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
bool isBusinessDay(const Date &) const override
Definition: poland.cpp:30
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
@ May
Definition: date.hpp:61
@ November
Definition: date.hpp:67
Definition: any.hpp:35
Polish calendar.