QuantLib: a free/open-source library for quantitative finance
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austria.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 Ferdinando Ametrano
5 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file austria.hpp
22 \brief Austrian calendars
23*/
24
25#ifndef quantlib_austria_calendar_hpp
26#define quantlib_austria_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! Austrian calendars
33 /*! Public holidays:
34 <ul>
35 <li>Saturdays</li>
36 <li>Sundays</li>
37 <li>New Year's Day, January 1st</li>
38 <li>Epiphany, January 6th</li>
39 <li>Easter Monday</li>
40 <li>Ascension Thursday</li>
41 <li>Whit Monday</li>
42 <li>Corpus Christi</li>
43 <li>Labour Day, May 1st</li>
44 <li>Assumption Day, August 15th</li>
45 <li>National Holiday, October 26th, since 1967</li>
46 <li>All Saints Day, November 1st</li>
47 <li>National Holiday, November 12th, 1919-1934</li>
48 <li>Immaculate Conception Day, December 8th</li>
49 <li>Christmas, December 25th</li>
50 <li>St. Stephen, December 26th</li>
51 </ul>
52
53 Holidays for the stock exchange (data from https://www.wienerborse.at/en/trading/trading-information/trading-calendar/):
54 <ul>
55 <li>Saturdays</li>
56 <li>Sundays</li>
57 <li>New Year's Day, January 1st</li>
58 <li>Good Friday</li>
59 <li>Easter Monday</li>
60 <li>Whit Monday</li>
61 <li>Labour Day, May 1st</li>
62 <li>National Holiday, October 26th, since 1967</li>
63 <li>National Holiday, November 12th, 1919-1934</li>
64 <li>Christmas Eve, December 24th</li>
65 <li>Christmas, December 25th</li>
66 <li>St. Stephen, December 26th</li>
67 <li>Exchange Holiday</li>
68 </ul>
69
70 \ingroup calendars
71 */
72 class Austria : public Calendar {
73 private:
75 public:
76 std::string name() const override { return "Austrian settlement"; }
77 bool isBusinessDay(const Date&) const override;
78 };
79 class ExchangeImpl final : public Calendar::WesternImpl {
80 public:
81 std::string name() const override { return "Vienna stock exchange"; }
82 bool isBusinessDay(const Date&) const override;
83 };
84 public:
85 //! Austrian calendars
86 enum Market { Settlement, //!< generic settlement calendar
87 Exchange //!< Vienna stock-exchange calendar
88 };
89 explicit Austria(Market market = Settlement);
90 };
91
92}
93
94
95#endif
calendar class
bool isBusinessDay(const Date &) const override
Definition: austria.cpp:85
std::string name() const override
Definition: austria.hpp:81
bool isBusinessDay(const Date &) const override
Definition: austria.cpp:45
std::string name() const override
Definition: austria.hpp:76
Austrian calendars.
Definition: austria.hpp:72
Market
Austrian calendars.
Definition: austria.hpp:86
@ Settlement
generic settlement calendar
Definition: austria.hpp:86
@ Exchange
Vienna stock-exchange calendar.
Definition: austria.hpp:87
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
Definition: any.hpp:35
settlement information
Definition: swaption.hpp:41