QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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argentina.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005 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
21
22namespace QuantLib {
23
25 // all calendar instances share the same implementation instance
26 static ext::shared_ptr<Calendar::Impl> impl(
28 impl_ = impl;
29 }
30
32 Weekday w = date.weekday();
33 Day d = date.dayOfMonth(), dd = date.dayOfYear();
34 Month m = date.month();
35 Year y = date.year();
36 Day em = easterMonday(y);
37 if (isWeekend(w)
38 // New Year's Day
39 || (d == 1 && m == January)
40 // Holy Thursday
41 || (dd == em-4)
42 // Good Friday
43 || (dd == em-3)
44 // Labour Day
45 || (d == 1 && m == May)
46 // May Revolution
47 || (d == 25 && m == May)
48 // Death of General Manuel Belgrano
49 || (d >= 15 && d <= 21 && w == Monday && m == June)
50 // Independence Day
51 || (d == 9 && m == July)
52 // Death of General José de San Martín
53 || (d >= 15 && d <= 21 && w == Monday && m == August)
54 // Columbus Day
55 || ((d == 10 || d == 11 || d == 12 || d == 15 || d == 16)
56 && w == Monday && m == October)
57 // Immaculate Conception
58 || (d == 8 && m == December)
59 // Christmas Eve
60 || (d == 24 && m == December)
61 // New Year's Eve
62 || ((d == 31 || (d == 30 && w == Friday)) && m == December))
63 return false; // NOLINT(readability-simplify-boolean-expr)
64 return true;
65 }
66
67}
68
Argentinian calendars.
bool isBusinessDay(const Date &) const override
Definition: argentina.cpp:31
Argentina(Market m=Merval)
Definition: argentina.cpp:24
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
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
@ July
Definition: date.hpp:63
@ May
Definition: date.hpp:61
@ October
Definition: date.hpp:66
@ June
Definition: date.hpp:62
@ Monday
Definition: weekday.hpp:42
@ Friday
Definition: weekday.hpp:46
Definition: any.hpp:35