QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ukraine.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(new Ukraine::UseImpl);
27 impl_ = impl;
28 }
29
30 bool Ukraine::UseImpl::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 // New Year's Day (possibly moved to Monday)
38 || ((d == 1 || ((d == 2 || d == 3) && w == Monday))
39 && m == January)
40 // Orthodox Christmas
41 || ((d == 7 || ((d == 8 || d == 9) && w == Monday))
42 && m == January)
43 // Women's Day
44 || ((d == 8 || ((d == 9 || d == 10) && w == Monday))
45 && m == March)
46 // Orthodox Easter Monday
47 || (dd == em)
48 // Holy Trinity Day
49 || (dd == em+49)
50 // Workers' Solidarity Days
51 || ((d == 1 || d == 2 || (d == 3 && w == Monday)) && m == May)
52 // Victory Day
53 || ((d == 9 || ((d == 10 || d == 11) && w == Monday)) && m == May)
54 // Constitution Day
55 || (d == 28 && m == June)
56 // Independence Day
57 || (d == 24 && m == August)
58 // Defender's Day (since 2015)
59 || (d == 14 && m == October && y >= 2015))
60 return false; // NOLINT(readability-simplify-boolean-expr)
61 return true;
62 }
63
64}
65
static Day easterMonday(Year)
expressed relative to first day of year
Definition: calendar.cpp:241
bool isWeekend(Weekday) const override
Definition: calendar.cpp:237
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: ukraine.cpp:30
Ukraine(Market m=USE)
Definition: ukraine.cpp:24
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
@ August
Definition: date.hpp:64
@ January
Definition: date.hpp:57
@ May
Definition: date.hpp:61
@ March
Definition: date.hpp:59
@ October
Definition: date.hpp:66
@ June
Definition: date.hpp:62
@ Monday
Definition: weekday.hpp:42
Definition: any.hpp:35
Ukrainian calendars.