QuantLib: a free/open-source library for quantitative finance
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poland.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file poland.hpp
21 \brief Polish calendar
22*/
23
24#ifndef quantlib_polish_calendar_hpp
25#define quantlib_polish_calendar_hpp
26
27#include <ql/time/calendar.hpp>
28
29namespace QuantLib {
30
31 //! Polish calendar
32 /*! Holidays:
33 <ul>
34 <li>Saturdays</li>
35 <li>Sundays</li>
36 <li>Easter Monday</li>
37 <li>Corpus Christi</li>
38 <li>New Year's Day, January 1st</li>
39 <li>Epiphany, January 6th (since 2011)</li>
40 <li>May Day, May 1st</li>
41 <li>Constitution Day, May 3rd</li>
42 <li>Assumption of the Blessed Virgin Mary, August 15th</li>
43 <li>All Saints Day, November 1st</li>
44 <li>Independence Day, November 11th</li>
45 <li>Christmas, December 25th</li>
46 <li>2nd Day of Christmas, December 26th</li>
47 </ul>
48
49 \ingroup calendars
50 */
51 class Poland : public Calendar {
52 private:
54 public:
55 std::string name() const override { return "Poland Settlement"; }
56 bool isBusinessDay(const Date&) const override;
57 };
58 class WseImpl final : public SettlementImpl {
59 public:
60 std::string name() const override { return "Warsaw stock exchange"; }
61 bool isBusinessDay(const Date&) const override;
62 };
63 public:
64 //! PL calendars
65 enum Market { Settlement, //!< Settlement calendar
66 WSE, //!< Warsaw stock exchange calendar
67 };
68
69 explicit Poland(Market market = Settlement);
70 };
71
72}
73
74
75#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:174
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: poland.cpp:41
std::string name() const override
Definition: poland.hpp:55
bool isBusinessDay(const Date &) const override
Definition: poland.cpp:75
std::string name() const override
Definition: poland.hpp:60
Polish calendar.
Definition: poland.hpp:51
Market
PL calendars.
Definition: poland.hpp:65
@ WSE
Warsaw stock exchange calendar.
Definition: poland.hpp:66
@ Settlement
Settlement calendar.
Definition: poland.hpp:65
Definition: any.hpp:37
settlement information
Definition: swaption.hpp:41