australia.cpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#include <ql/time/calendars/australia.hpp>
 
namespace QuantLib {
 
    Australia::Australia(Australia::Market market) {
        // all calendar instances share the same implementation instance
        static ext::shared_ptr<Calendar::Impl> settlementImpl(
                                            new Australia::SettlementImpl);
        static ext::shared_ptr<Calendar::Impl> asxImpl(
                                            new Australia::AsxImpl);
        switch (market) {
          case Settlement:
            impl_ = settlementImpl;
            break;
          case ASX:
            impl_ = asxImpl;
            break;
          default:
            QL_FAIL("unknown market");
        }
    }
 
    bool Australia::SettlementImpl::isBusinessDay(const Date& date) const {
        Weekday w = date.weekday();
        Day d = date.dayOfMonth(), dd = date.dayOfYear();
        Month m = date.month();
        Year y = date.year();
        Day em = easterMonday(y);
        if (isWeekend(w)
            // New Year's Day (possibly moved to Monday)
            || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January)
            // Australia Day, January 26th (possibly moved to Monday)
            || ((d == 26 || ((d == 27 || d == 28) && w == Monday)) &&
                m == January)
            // Good Friday
            || (dd == em-3)
            // Easter Monday
            || (dd == em)
            // ANZAC Day, April 25th
            || (d == 25 && m == April)
            // Queen's Birthday, second Monday in June
            || ((d > 7 && d <= 14) && w == Monday && m == June)
            // Bank Holiday, first Monday in August
            || (d <= 7 && w == Monday && m == August)
            // Labour Day, first Monday in October
            || (d <= 7 && w == Monday && m == October)
            // Christmas, December 25th (possibly Monday or Tuesday)
            || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
                && m == December)
            // Boxing Day, December 26th (possibly Monday or Tuesday)
            || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
                && m == December)
            // National Day of Mourning for Her Majesty, September 22 (only 2022)
            || (d == 22 && m == September && y == 2022))
            return false; // NOLINT(readability-simplify-boolean-expr)
        return true;
    }
 
    bool Australia::AsxImpl::isBusinessDay(const Date& date) const {
        Weekday w = date.weekday();
        Day d = date.dayOfMonth(), dd = date.dayOfYear();
        Month m = date.month();
        Year y = date.year();
        Day em = easterMonday(y);
        if (isWeekend(w)
            // New Year's Day (possibly moved to Monday)
            || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January)
            // Australia Day, January 26th (possibly moved to Monday)
            || ((d == 26 || ((d == 27 || d == 28) && w == Monday)) &&
                m == January)
            // Good Friday
            || (dd == em-3)
            // Easter Monday
            || (dd == em)
            // ANZAC Day, April 25th
            || (d == 25 && m == April)
            // Queen's Birthday, second Monday in June
            || ((d > 7 && d <= 14) && w == Monday && m == June)
            // Christmas, December 25th (possibly Monday or Tuesday)
            || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday)))
                && m == December)
            // Boxing Day, December 26th (possibly Monday or Tuesday)
            || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday)))
                && m == December)
            // National Day of Mourning for Her Majesty, September 22 (only 2022)
            || (d == 22 && m == September && y == 2022))
            return false; // NOLINT(readability-simplify-boolean-expr)
        return true;
    }
 
}