QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
hongkong.hpp
Go to the documentation of this file.
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 FIMAT Group
5 Copyright (C) 2007, 2009, 2010, 2011 StatPro Italia 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 hongkong.hpp
22 \brief Hong Kong calendars
23*/
24
25#ifndef quantlib_hongkong_calendar_hpp
26#define quantlib_hongkong_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! Hong Kong calendars
33 /*! 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>Labor Day, May 1st (possibly moved to Monday)</li>
41 <li>SAR Establishment Day, July 1st (possibly moved to Monday)</li>
42 <li>National Day, October 1st (possibly moved to Monday)</li>
43 <li>Christmas, December 25th</li>
44 <li>Boxing Day, December 26th</li>
45 </ul>
46
47 Other holidays for which no rule is given
48 (data available for 2004-2015 only:)
49 <ul>
50 <li>Lunar New Year</li>
51 <li>Chinese New Year</li>
52 <li>Ching Ming Festival</li>
53 <li>Buddha's birthday</li>
54 <li>Tuen NG Festival</li>
55 <li>Mid-autumn Festival</li>
56 <li>Chung Yeung Festival</li>
57 </ul>
58
59 Data from <http://www.hkex.com.hk>
60
61 \ingroup calendars
62 */
63 class HongKong : public Calendar {
64 private:
65 class HkexImpl final : public Calendar::WesternImpl {
66 public:
67 std::string name() const override { return "Hong Kong stock exchange"; }
68 bool isBusinessDay(const Date&) const override;
69 };
70 public:
71 enum Market { HKEx //!< Hong Kong stock exchange
72 };
73 HongKong(Market m = HKEx);
74 };
75
76}
77
78
79#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
Definition: hongkong.cpp:38
std::string name() const override
Definition: hongkong.hpp:67
Hong Kong calendars.
Definition: hongkong.hpp:63
@ HKEx
Hong Kong stock exchange.
Definition: hongkong.hpp:71
Definition: any.hpp:35