/usr/include/ql/time/calendars/israel.hpp is in libquantlib0-dev 1.12-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2015 Paolo Mazzocchi
Copyright (C) 2015 Riccardo Barone
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 israel.hpp
\brief Israelian calendar
*/
#ifndef quantlib_israel_calendar_hpp
#define quantlib_israel_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! Israel calendar
/*! Due to the lack of reliable sources, the settlement calendar
has the same holidays as the Tel Aviv stock-exchange.
Holidays for the Tel-Aviv Stock Exchange
(data from <http://www.tase.co.il>):
<ul>
<li>Friday</li>
<li>Saturday</li>
</ul>
Other holidays for wich no rule is given
(data available for 2013-2044 only:)
<ul>
<li>Purim, Adar 14th (between Feb 24th & Mar 26th)</li>
<li>Passover I, Nisan 15th (between Mar 26th & Apr 25th)</li>
<li>Passover VII, Nisan 21st (between Apr 1st & May 1st)</li>
<li>Memorial Day, Nisan 27th (between Apr 7th & May 7th)</li>
<li>Indipendence Day, Iyar 5th (between Apr 15th & May 15th)</li>
<li>Pentecost (Shavuot), Sivan 6th (between May 15th & June 14th)</li>
<li>Fast Day</li>
<li>Jewish New Year, Tishrei 1st & 2nd (between Sep 5th & Oct 5th)</li>
<li>Yom Kippur, Tishrei 10th (between Sep 14th & Oct 14th)</li>
<li>Sukkoth, Tishrei 15th (between Sep 19th & Oct 19th)</li>
<li>Simchat Tora, Tishrei 22nd (between Sep 26th & Oct 26th)</li>
</ul>
\ingroup calendars
*/
class Israel : public Calendar {
private:
class TelAvivImpl : public Calendar::Impl {
public:
std::string name() const { return "Tel Aviv stock exchange"; }
bool isWeekend(Weekday) const;
bool isBusinessDay(const Date&) const;
};
public:
enum Market { Settlement, //!< generic settlement calendar
TASE //!< Tel-Aviv stock exchange calendar
};
Israel(Market market = Settlement);
};
}
#endif
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