QuantLib: a free/open-source library for quantitative finance
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unitedkingdom.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 unitedkingdom.hpp
22 \brief UK calendars
23*/
24
25#ifndef quantlib_united_kingdom_calendar_hpp
26#define quantlib_united_kingdom_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! United Kingdom calendars
33 /*! Repeating Public holidays (data from https://www.gov.uk/bank-holidays):
34 <ul>
35 <li>Saturdays</li>
36 <li>Sundays</li>
37 <li>New Year's Day, January 1st (possibly moved to Monday)</li>
38 <li>Good Friday</li>
39 <li>Easter Monday</li>
40 <li>Early May Bank Holiday, first Monday of May</li>
41 <li>Spring Bank Holiday, last Monday of May</li>
42 <li>Summer Bank Holiday, last Monday of August</li>
43 <li>Christmas Day, December 25th (possibly moved to Monday or
44 Tuesday)</li>
45 <li>Boxing Day, December 26th (possibly moved to Monday or
46 Tuesday)</li>
47 </ul>
48
49 Holidays for the stock exchange:
50 <ul>
51 <li>Saturdays</li>
52 <li>Sundays</li>
53 <li>New Year's Day, January 1st (possibly moved to Monday)</li>
54 <li>Good Friday</li>
55 <li>Easter Monday</li>
56 <li>Early May Bank Holiday, first Monday of May</li>
57 <li>Spring Bank Holiday, last Monday of May</li>
58 <li>Summer Bank Holiday, last Monday of August</li>
59 <li>Christmas Day, December 25th (possibly moved to Monday or
60 Tuesday)</li>
61 <li>Boxing Day, December 26th (possibly moved to Monday or
62 Tuesday)</li>
63 </ul>
64
65 Holidays for the metals exchange:
66 <ul>
67 <li>Saturdays</li>
68 <li>Sundays</li>
69 <li>New Year's Day, January 1st (possibly moved to Monday)</li>
70 <li>Good Friday</li>
71 <li>Easter Monday</li>
72 <li>Early May Bank Holiday, first Monday of May</li>
73 <li>Spring Bank Holiday, last Monday of May</li>
74 <li>Summer Bank Holiday, last Monday of August</li>
75 <li>Christmas Day, December 25th (possibly moved to Monday or
76 Tuesday)</li>
77 <li>Boxing Day, December 26th (possibly moved to Monday or
78 Tuesday)</li>
79 </ul>
80
81 Note that there are some one-off holidays not listed above.
82 See the implementation for the complete list.
83
84 \ingroup calendars
85
86 \todo add LIFFE
87
88 \test the correctness of the returned results is tested
89 against a list of known holidays.
90 */
91 class UnitedKingdom : public Calendar {
92 private:
94 public:
95 std::string name() const override { return "UK settlement"; }
96 bool isBusinessDay(const Date&) const override;
97 };
98 class ExchangeImpl final : public Calendar::WesternImpl {
99 public:
100 std::string name() const override { return "London stock exchange"; }
101 bool isBusinessDay(const Date&) const override;
102 };
103 class MetalsImpl final : public Calendar::WesternImpl {
104 public:
105 std::string name() const override { return "London metals exchange"; }
106 bool isBusinessDay(const Date&) const override;
107 };
108 public:
109 //! UK calendars
110 enum Market { Settlement, //!< generic settlement calendar
111 Exchange, //!< London stock-exchange calendar
112 Metals //|< London metals-exchange calendar
113 };
115 };
116
117}
118
119
120#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
std::string name() const override
bool isBusinessDay(const Date &) const override
std::string name() const override
bool isBusinessDay(const Date &) const override
std::string name() const override
United Kingdom calendars.
@ Settlement
generic settlement calendar
@ Exchange
London stock-exchange calendar.
Definition: any.hpp:35
settlement information
Definition: swaption.hpp:41