QuantLib: a free/open-source library for quantitative finance
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czechrepublic.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 // Good Friday
41 || (dd == em - 3 && y >= 2016)
42 // Easter Monday
43 || (dd == em)
44 // Labour Day
45 || (d == 1 && m == May)
46 // Liberation Day
47 || (d == 8 && m == May)
48 // SS. Cyril and Methodius
49 || (d == 5 && m == July)
50 // Jan Hus Day
51 || (d == 6 && m == July)
52 // Czech Statehood Day
53 || (d == 28 && m == September)
54 // Independence Day
55 || (d == 28 && m == October)
56 // Struggle for Freedom and Democracy Day
57 || (d == 17 && m == November)
58 // Christmas Eve
59 || (d == 24 && m == December)
60 // Christmas
61 || (d == 25 && m == December)
62 // St. Stephen
63 || (d == 26 && m == December)
64 // unidentified closing days for stock exchange
65 || (d == 2 && m == January && y == 2004)
66 || (d == 31 && m == December && y == 2004))
67 return false; // NOLINT(readability-simplify-boolean-expr)
68 return true;
69 }
70
71}
72
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
bool isBusinessDay(const Date &) const override
CzechRepublic(Market m=PSE)
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
Czech calendars.
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
@ January
Definition: date.hpp:57
@ July
Definition: date.hpp:63
@ May
Definition: date.hpp:61
@ November
Definition: date.hpp:67
@ October
Definition: date.hpp:66
@ September
Definition: date.hpp:65
Definition: any.hpp:35