/usr/include/ql/time/calendars/canada.hpp is in libquantlib0-dev 1.12-1.
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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2007 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file canada.hpp
\brief Canadian calendar
*/
#ifndef quantlib_canadian_calendar_hpp
#define quantlib_canadian_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! Canadian calendar
/*! Banking holidays
(data from <http://www.bankofcanada.ca/en/about/holiday.html>):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st (possibly moved to Monday)</li>
<li>Family Day, third Monday of February (since 2008)</li>
<li>Good Friday</li>
<li>Victoria Day, the Monday on or preceding May 24th</li>
<li>Canada Day, July 1st (possibly moved to Monday)</li>
<li>Provincial Holiday, first Monday of August</li>
<li>Labour Day, first Monday of September</li>
<li>Thanksgiving Day, second Monday of October</li>
<li>Remembrance Day, November 11th (possibly moved to Monday)</li>
<li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>
<li>Boxing Day, December 26th (possibly moved to Monday or
Tuesday)</li>
</ul>
Holidays for the Toronto stock exchange
(data from <http://www.tsx.com/en/about_tsx/market_hours.html>):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st (possibly moved to Monday)</li>
<li>Family Day, third Monday of February (since 2008)</li>
<li>Good Friday</li>
<li>Victoria Day, the Monday on or preceding May 24th</li>
<li>Canada Day, July 1st (possibly moved to Monday)</li>
<li>Provincial Holiday, first Monday of August</li>
<li>Labour Day, first Monday of September</li>
<li>Thanksgiving Day, second Monday of 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>
</ul>
\ingroup calendars
*/
class Canada : public Calendar {
private:
class SettlementImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "Canada"; }
bool isBusinessDay(const Date&) const;
};
class TsxImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "TSX"; }
bool isBusinessDay(const Date&) const;
};
public:
enum Market { Settlement, //!< generic settlement calendar
TSX //!< Toronto stock exchange calendar
};
Canada(Market market = Settlement);
};
}
#endif
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