QuantLib: a free/open-source library for quantitative finance
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denmark.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2003 StatPro Italia srl
5 Copyright (C) 2022 Skandinaviska Enskilda Banken AB (publ)
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
22
23namespace QuantLib {
24
26 // all calendar instances share the same implementation instance
27 static ext::shared_ptr<Calendar::Impl> impl(new Denmark::Impl);
28 impl_ = impl;
29 }
30
31 bool Denmark::Impl::isBusinessDay(const Date& date) const {
32 Weekday w = date.weekday();
33 Day d = date.dayOfMonth(), dd = date.dayOfYear();
34 Month m = date.month();
35 Year y = date.year();
36 Day em = easterMonday(y);
37 if (isWeekend(w)
38 // Maunday Thursday
39 || (dd == em-4)
40 // Good Friday
41 || (dd == em-3)
42 // Easter Monday
43 || (dd == em)
44 // General Prayer Day
45 || (dd == em+25 && y <= 2023)
46 // Ascension
47 || (dd == em+38)
48 // Day after Ascension
49 || (dd == em+39 && y >= 2009)
50 // Whit Monday
51 || (dd == em+49)
52 // New Year's Day
53 || (d == 1 && m == January)
54 // Constitution Day, June 5th
55 || (d == 5 && m == June)
56 // Christmas Eve
57 || (d == 24 && m == December)
58 // Christmas
59 || (d == 25 && m == December)
60 // Boxing Day
61 || (d == 26 && m == December)
62 // New Year's Eve
63 || (d == 31 && m == December))
64 return false; // NOLINT(readability-simplify-boolean-expr)
65 return true;
66 }
67
68}
69
static Day easterMonday(Year)
expressed relative to first day of year
Definition: calendar.cpp:199
bool isWeekend(Weekday) const override
Definition: calendar.cpp:195
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: denmark.cpp:31
Danish calendar.
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
@ December
Definition: date.hpp:68
@ January
Definition: date.hpp:57
@ June
Definition: date.hpp:62
Definition: any.hpp:35