newzealand.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
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 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 
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 for financial quantitative analysts and developers - http://quantlib.org/
 
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
/*! \file newzealand.hpp
    \brief New Zealand calendar
*/
 
#ifndef quantlib_new_zealand_calendar_hpp
#define quantlib_new_zealand_calendar_hpp
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
    //! New Zealand calendar
    /*! Common holidays:
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st (possibly moved to Monday or Tuesday)</li>
        <li>Day after New Year's Day, January 2st (possibly moved to Monday or Tuesday)</li>
        <li>Waitangi Day. February 6th (possibly moved to Monday since 2013)</li>
        <li>Good Friday</li>
        <li>Easter Monday</li>
        <li>ANZAC Day. April 25th (possibly moved to Monday since 2013)</li>
        <li>Queen's Birthday, first Monday in June</li>
        <li>Labour Day, fourth Monday in October</li>
        <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>
        <li>Boxing Day, December 26th (possibly moved to Monday or Tuesday)</li>
        <li>Matariki, in June or July, official calendar released for years 2022-2052</li>
        </ul>
 
        Additional holidays for Wellington:
        <ul>
        <li>Anniversary Day, Monday nearest January 22nd</li>
        </ul>
 
        Additional holidays for Auckland:
        <ul>
        <li>Anniversary Day, Monday nearest January 29nd</li>
        </ul>
        
        \note The holiday rules for New Zealand were documented by
              David Gilbert for IDB (http://www.jrefinery.com/ibd/)
              The Matariki holiday calendar has been released by the NZ Government
              (https://www.legislation.govt.nz/act/public/2022/0014/latest/LMS557893.html)
 
        \ingroup calendars
    */
    class NewZealand : public Calendar {
      private:
        class CommonImpl : public Calendar::WesternImpl {
          public:
            bool isBusinessDay(const Date&) const override;
        };
        class WellingtonImpl final : public CommonImpl {
          public:
            std::string name() const override { return "New Zealand (Wellington)"; }
            bool isBusinessDay(const Date&) const override;
        };
        class AucklandImpl final : public CommonImpl {
          public:
            std::string name() const override { return "New Zealand (Auckland)"; }
            bool isBusinessDay(const Date&) const override;
        };
      public:
        //! NZ calendars
        enum Market { Wellington, Auckland };
        explicit NewZealand(Market market = Wellington);
    };
 
}
 
 
#endif