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china.cpp
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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#include <ql/time/calendars/china.hpp>
22#include <ql/errors.hpp>
23#include <set>
24
25namespace QuantLib {
26
27 China::China(Market m) {
28 // all calendar instances share the same implementation instance
29 static ext::shared_ptr<Calendar::Impl> sseImpl(new China::SseImpl);
30 static ext::shared_ptr<Calendar::Impl> IBImpl(new China::IbImpl);
31 switch (m) {
32 case SSE:
33 impl_ = sseImpl;
34 break;
35 case IB:
36 impl_ = IBImpl;
37 break;
38 default:
39 QL_FAIL("unknown market");
40 }
41 }
42
43 bool China::SseImpl::isWeekend(Weekday w) const {
44 return w == Saturday || w == Sunday;
45 }
46
47 bool China::SseImpl::isBusinessDay(const Date& date) const {
48 Weekday w = date.weekday();
49 Day d = date.dayOfMonth();
50 Month m = date.month();
51 Year y = date.year();
52
53 if (isWeekend(w)
54 // New Year's Day
55 || (d == 1 && m == January)
56 || (y == 2005 && d == 3 && m == January)
57 || (y == 2006 && (d == 2 || d == 3) && m == January)
58 || (y == 2007 && d <= 3 && m == January)
59 || (y == 2007 && d == 31 && m == December)
60 || (y == 2009 && d == 2 && m == January)
61 || (y == 2011 && d == 3 && m == January)
62 || (y == 2012 && (d == 2 || d == 3) && m == January)
63 || (y == 2013 && d <= 3 && m == January)
64 || (y == 2014 && d == 1 && m == January)
65 || (y == 2015 && d <= 3 && m == January)
66 || (y == 2017 && d == 2 && m == January)
67 || (y == 2018 && d == 1 && m == January)
68 || (y == 2018 && d == 31 && m == December)
69 || (y == 2019 && d == 1 && m == January)
70 || (y == 2020 && d == 1 && m == January)
71 || (y == 2021 && d == 1 && m == January)
72 || (y == 2022 && d == 3 && m == January)
73 || (y == 2023 && d == 2 && m == January)
74 // Chinese New Year
75 || (y == 2004 && d >= 19 && d <= 28 && m == January)
76 || (y == 2005 && d >= 7 && d <= 15 && m == February)
77 || (y == 2006 && ((d >= 26 && m == January) ||
78 (d <= 3 && m == February)))
79 || (y == 2007 && d >= 17 && d <= 25 && m == February)
80 || (y == 2008 && d >= 6 && d <= 12 && m == February)
81 || (y == 2009 && d >= 26 && d <= 30 && m == January)
82 || (y == 2010 && d >= 15 && d <= 19 && m == February)
83 || (y == 2011 && d >= 2 && d <= 8 && m == February)
84 || (y == 2012 && d >= 23 && d <= 28 && m == January)
85 || (y == 2013 && d >= 11 && d <= 15 && m == February)
86 || (y == 2014 && d >= 31 && m == January)
87 || (y == 2014 && d <= 6 && m == February)
88 || (y == 2015 && d >= 18 && d <= 24 && m == February)
89 || (y == 2016 && d >= 8 && d <= 12 && m == February)
90 || (y == 2017 && ((d >= 27 && m == January) ||
91 (d <= 2 && m == February)))
92 || (y == 2018 && (d >= 15 && d <= 21 && m == February))
93 || (y == 2019 && d >= 4 && d <= 8 && m == February)
94 || (y == 2020 && (d == 24 || (d >= 27 && d <= 31)) && m == January)
95 || (y == 2021 && (d == 11 || d == 12 || d == 15 || d == 16 || d == 17) && m == February)
96 || (y == 2022 && ((d == 31 && m == January) || (d <= 4 && m == February)))
97 || (y == 2023 && d >= 23 && d <= 27 && m == January)
98 || (y == 2024 && (d == 9 || (d >= 12 && d <= 16)) && m == February)
99 || (y == 2025 && ((d >= 28 && d <= 31 && m == January) || (d >= 3 && d <= 4 && m == February)))
100 // Ching Ming Festival
101 || (y <= 2008 && d == 4 && m == April)
102 || (y == 2009 && d == 6 && m == April)
103 || (y == 2010 && d == 5 && m == April)
104 || (y == 2011 && d >=3 && d <= 5 && m == April)
105 || (y == 2012 && d >= 2 && d <= 4 && m == April)
106 || (y == 2013 && d >= 4 && d <= 5 && m == April)
107 || (y == 2014 && d == 7 && m == April)
108 || (y == 2015 && d >= 5 && d <= 6 && m == April)
109 || (y == 2016 && d == 4 && m == April)
110 || (y == 2017 && d >= 3 && d <= 4 && m == April)
111 || (y == 2018 && d >= 5 && d <= 6 && m == April)
112 || (y == 2019 && d == 5 && m == April)
113 || (y == 2020 && d == 6 && m == April)
114 || (y == 2021 && d == 5 && m == April)
115 || (y == 2022 && d >= 4 && d <= 5 && m == April)
116 || (y == 2023 && d == 5 && m == April)
117 || (y == 2024 && d >= 4 && d <= 5 && m == April)
118 || (y == 2025 && d == 4 && m == April)
119 // Labor Day
120 || (y <= 2007 && d >= 1 && d <= 7 && m == May)
121 || (y == 2008 && d >= 1 && d <= 2 && m == May)
122 || (y == 2009 && d == 1 && m == May)
123 || (y == 2010 && d == 3 && m == May)
124 || (y == 2011 && d == 2 && m == May)
125 || (y == 2012 && ((d == 30 && m == April) ||
126 (d == 1 && m == May)))
127 || (y == 2013 && ((d >= 29 && m == April) ||
128 (d == 1 && m == May)))
129 || (y == 2014 && d >= 1 && d <=3 && m == May)
130 || (y == 2015 && d == 1 && m == May)
131 || (y == 2016 && d >= 1 && d <=2 && m == May)
132 || (y == 2017 && d == 1 && m == May)
133 || (y == 2018 && ((d == 30 && m == April) || (d == 1 && m == May)))
134 || (y == 2019 && d >= 1 && d <=3 && m == May)
135 || (y == 2020 && (d == 1 || d == 4 || d == 5) && m == May)
136 || (y == 2021 && (d == 3 || d == 4 || d == 5) && m == May)
137 || (y == 2022 && d >= 2 && d <= 4 && m == May)
138 || (y == 2023 && d >= 1 && d <= 3 && m == May)
139 || (y == 2024 && d >= 1 && d <= 3 && m == May)
140 || (y == 2025 && (d == 1 || d == 2 || d == 5) && m == May)
141 // Tuen Ng Festival
142 || (y <= 2008 && d == 9 && m == June)
143 || (y == 2009 && (d == 28 || d == 29) && m == May)
144 || (y == 2010 && d >= 14 && d <= 16 && m == June)
145 || (y == 2011 && d >= 4 && d <= 6 && m == June)
146 || (y == 2012 && d >= 22 && d <= 24 && m == June)
147 || (y == 2013 && d >= 10 && d <= 12 && m == June)
148 || (y == 2014 && d == 2 && m == June)
149 || (y == 2015 && d == 22 && m == June)
150 || (y == 2016 && d >= 9 && d <= 10 && m == June)
151 || (y == 2017 && d >= 29 && d <= 30 && m == May)
152 || (y == 2018 && d == 18 && m == June)
153 || (y == 2019 && d == 7 && m == June)
154 || (y == 2020 && d >= 25 && d <= 26 && m == June)
155 || (y == 2021 && d == 14 && m == June)
156 || (y == 2022 && d == 3 && m == June)
157 || (y == 2023 && d >= 22 && d <= 23 && m == June)
158 || (y == 2024 && d == 10 && m == June)
159 || (y == 2025 && d == 2 && m == June)
160 // Mid-Autumn Festival
161 || (y <= 2008 && d == 15 && m == September)
162 || (y == 2010 && d >= 22 && d <= 24 && m == September)
163 || (y == 2011 && d >= 10 && d <= 12 && m == September)
164 || (y == 2012 && d == 30 && m == September)
165 || (y == 2013 && d >= 19 && d <= 20 && m == September)
166 || (y == 2014 && d == 8 && m == September)
167 || (y == 2015 && d == 27 && m == September)
168 || (y == 2016 && d >= 15 && d <= 16 && m == September)
169 || (y == 2018 && d == 24 && m == September)
170 || (y == 2019 && d == 13 && m == September)
171 || (y == 2021 && (d == 20 || d == 21) && m == September)
172 || (y == 2022 && d == 12 && m == September)
173 || (y == 2023 && d == 29 && m == September)
174 || (y == 2024 && d >= 16 && d <= 17 && m == September)
175 // National Day
176 || (y <= 2007 && d >= 1 && d <= 7 && m == October)
177 || (y == 2008 && ((d >= 29 && m == September) ||
178 (d <= 3 && m == October)))
179 || (y == 2009 && d >= 1 && d <= 8 && m == October)
180 || (y == 2010 && d >= 1 && d <= 7 && m == October)
181 || (y == 2011 && d >= 1 && d <= 7 && m == October)
182 || (y == 2012 && d >= 1 && d <= 7 && m == October)
183 || (y == 2013 && d >= 1 && d <= 7 && m == October)
184 || (y == 2014 && d >= 1 && d <= 7 && m == October)
185 || (y == 2015 && d >= 1 && d <= 7 && m == October)
186 || (y == 2016 && d >= 3 && d <= 7 && m == October)
187 || (y == 2017 && d >= 2 && d <= 6 && m == October)
188 || (y == 2018 && d >= 1 && d <= 5 && m == October)
189 || (y == 2019 && d >= 1 && d <= 7 && m == October)
190 || (y == 2020 && d >= 1 && d <= 2 && m == October)
191 || (y == 2020 && d >= 5 && d <= 8 && m == October)
192 || (y == 2021 && (d == 1 || d == 4 || d == 5 || d == 6 || d == 7) && m == October)
193 || (y == 2022 && d >= 3 && d <= 7 && m == October)
194 || (y == 2023 && d >= 2 && d <= 6 && m == October)
195 || (y == 2024 && ((d >= 1 && d <= 4) || d == 7) && m == October)
196 || (y == 2025 && ((d >= 1 && d <= 3) || (d >= 6 && d <= 8)) && m == October)
197 // 70th anniversary of the victory of anti-Japaneses war
198 || (y == 2015 && d >= 3 && d <= 4 && m == September)
199 )
200 return false; // NOLINT(readability-simplify-boolean-expr)
201 return true;
202 }
203
204 bool China::IbImpl::isWeekend(Weekday w) const {
205 return w == Saturday || w == Sunday;
206 }
207
208 bool China::IbImpl::isBusinessDay(const Date& date) const {
209 static const std::set<Date> workingWeekends = {
210 // 2005
211 Date(5, February, 2005),
212 Date(6, February, 2005),
213 Date(30, April, 2005),
214 Date(8, May, 2005),
215 Date(8, October, 2005),
216 Date(9, October, 2005),
217 Date(31, December, 2005),
218 //2006
219 Date(28, January, 2006),
220 Date(29, April, 2006),
221 Date(30, April, 2006),
222 Date(30, September, 2006),
223 Date(30, December, 2006),
224 Date(31, December, 2006),
225 // 2007
226 Date(17, February, 2007),
227 Date(25, February, 2007),
228 Date(28, April, 2007),
229 Date(29, April, 2007),
230 Date(29, September, 2007),
231 Date(30, September, 2007),
232 Date(29, December, 2007),
233 // 2008
234 Date(2, February, 2008),
235 Date(3, February, 2008),
236 Date(4, May, 2008),
237 Date(27, September, 2008),
238 Date(28, September, 2008),
239 // 2009
240 Date(4, January, 2009),
241 Date(24, January, 2009),
242 Date(1, February, 2009),
243 Date(31, May, 2009),
244 Date(27, September, 2009),
245 Date(10, October, 2009),
246 // 2010
247 Date(20, February, 2010),
248 Date(21, February, 2010),
249 Date(12, June, 2010),
250 Date(13, June, 2010),
251 Date(19, September, 2010),
252 Date(25, September, 2010),
253 Date(26, September, 2010),
254 Date(9, October, 2010),
255 // 2011
256 Date(30, January, 2011),
257 Date(12, February, 2011),
258 Date(2, April, 2011),
259 Date(8, October, 2011),
260 Date(9, October, 2011),
261 Date(31, December, 2011),
262 // 2012
263 Date(21, January, 2012),
264 Date(29, January, 2012),
265 Date(31, March, 2012),
266 Date(1, April, 2012),
267 Date(28, April, 2012),
268 Date(29, September, 2012),
269 // 2013
270 Date(5,January,2013),
271 Date(6,January,2013),
272 Date(16,February,2013),
273 Date(17,February,2013),
274 Date(7,April,2013),
275 Date(27,April,2013),
276 Date(28,April,2013),
277 Date(8,June,2013),
278 Date(9,June,2013),
279 Date(22,September,2013),
280 Date(29,September,2013),
281 Date(12,October,2013),
282 // 2014
283 Date(26,January,2014),
284 Date(8,February,2014),
285 Date(4,May,2014),
286 Date(28,September,2014),
287 Date(11,October,2014),
288 // 2015
289 Date(4,January,2015),
290 Date(15,February,2015),
291 Date(28,February,2015),
292 Date(6,September,2015),
293 Date(10,October,2015),
294 // 2016
295 Date(6,February,2016),
296 Date(14,February,2016),
297 Date(12,June,2016),
298 Date(18,September,2016),
299 Date(8,October,2016),
300 Date(9,October,2016),
301 // 2017
302 Date(22,January,2017),
303 Date(4,February,2017),
304 Date(1,April,2017),
305 Date(27,May,2017),
306 Date(30,September,2017),
307 // 2018
308 Date(11, February, 2018),
309 Date(24, February, 2018),
310 Date(8, April, 2018),
311 Date(28, April, 2018),
312 Date(29, September, 2018),
313 Date(30, September, 2018),
314 Date(29, December, 2018),
315 // 2019
316 Date(2, February, 2019),
317 Date(3, February, 2019),
318 Date(28, April, 2019),
319 Date(5, May, 2019),
320 Date(29, September, 2019),
321 Date(12, October, 2019),
322 // 2020
323 Date(19, January, 2020),
324 Date(26, April, 2020),
325 Date(9, May, 2020),
326 Date(28, June, 2020),
327 Date(27, September, 2020),
328 Date(10, October, 2020),
329 // 2021
330 Date(7, February, 2021),
331 Date(20, February, 2021),
332 Date(25, April, 2021),
333 Date(8, May, 2021),
334 Date(18, September, 2021),
335 Date(26, September, 2021),
336 Date(9, October, 2021),
337 // 2022
338 Date(29, January, 2022),
339 Date(30, January, 2022),
340 Date(2, April, 2022),
341 Date(24, April, 2022),
342 Date(7, May, 2022),
343 Date(8, October, 2022),
344 Date(9, October, 2022),
345 // 2023
346 Date(28, January, 2023),
347 Date(29, January, 2023),
348 Date(23, April, 2023),
349 Date(6, May, 2023),
350 Date(25, June, 2023),
351 Date(7, October, 2023),
352 Date(8, October, 2023),
353 // 2024
354 Date(4, Feb, 2024),
355 Date(9, Feb, 2024),
356 Date(18, Feb, 2024),
357 Date(7, Apr, 2024),
358 Date(28, Apr, 2024),
359 Date(11, May, 2024),
360 Date(14, Sep, 2024),
361 Date(29, Sep, 2024),
362 Date(12, October, 2024),
363 // 2025
364 Date(26, Jan, 2025),
365 Date(8, Feb, 2025),
366 Date(27, Apr, 2025),
367 Date(28, Sep, 2025),
368 Date(11, Oct, 2025)
369 };
370
371 // If it is already a SSE business day, it must be a IB business day
372 return sseImpl->isBusinessDay(date) ||
373 (workingWeekends.find(date) != workingWeekends.end());
374 }
375
376}
377
china.hpp
Chinese calendar.
QuantLib::Calendar::isWeekend
bool isWeekend(Weekday w) const
Definition: calendar.hpp:269
QuantLib::Calendar::impl_
ext::shared_ptr< Impl > impl_
Definition: calendar.hpp:72
QuantLib::China::IbImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition: china.cpp:208
QuantLib::China::IbImpl::isWeekend
bool isWeekend(Weekday) const override
Definition: china.cpp:204
QuantLib::China::SseImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition: china.cpp:47
QuantLib::China::SseImpl::isWeekend
bool isWeekend(Weekday) const override
Definition: china.cpp:43
QuantLib::China::China
China(Market m=SSE)
Definition: china.cpp:27
QuantLib::China::IB
@ IB
Interbank calendar.
Definition: china.hpp:80
QuantLib::China::SSE
@ SSE
Shanghai stock exchange.
Definition: china.hpp:79
QuantLib::Date
Concrete date class.
Definition: date.hpp:125
QuantLib::Date::month
Month month() const
Definition: date.cpp:82
QuantLib::Date::year
Year year() const
Definition: date.cpp:93
QuantLib::Date::dayOfMonth
Day dayOfMonth() const
Definition: date.hpp:396
QuantLib::Date::weekday
Weekday weekday() const
Definition: date.hpp:391
errors.hpp
Classes and functions for error handling.
QL_FAIL
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Definition: errors.hpp:92
d
Date d
Definition: exchangeratemanager.cpp:32
QuantLib::Year
Integer Year
Year number.
Definition: date.hpp:87
QuantLib::Day
Integer Day
Day number.
Definition: date.hpp:53
QuantLib::Month
Month
Month names.
Definition: date.hpp:57
QuantLib::Weekday
Weekday
Definition: weekday.hpp:41
QuantLib::December
@ December
Definition: date.hpp:68
QuantLib::Jan
@ Jan
Definition: date.hpp:69
QuantLib::January
@ January
Definition: date.hpp:57
QuantLib::Oct
@ Oct
Definition: date.hpp:77
QuantLib::Feb
@ Feb
Definition: date.hpp:70
QuantLib::May
@ May
Definition: date.hpp:61
QuantLib::March
@ March
Definition: date.hpp:59
QuantLib::February
@ February
Definition: date.hpp:58
QuantLib::April
@ April
Definition: date.hpp:60
QuantLib::October
@ October
Definition: date.hpp:66
QuantLib::Apr
@ Apr
Definition: date.hpp:72
QuantLib::June
@ June
Definition: date.hpp:62
QuantLib::Sep
@ Sep
Definition: date.hpp:76
QuantLib::September
@ September
Definition: date.hpp:65
QuantLib::Sunday
@ Sunday
Definition: weekday.hpp:41
QuantLib::Saturday
@ Saturday
Definition: weekday.hpp:47
QuantLib
Definition: any.hpp:37
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