/usr/include/ql/time/calendars/unitedkingdom.hpp is in libquantlib0-dev 1.12-1.
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/*
Copyright (C) 2004 Ferdinando Ametrano
Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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 unitedkingdom.hpp
\brief UK calendars
*/
#ifndef quantlib_united_kingdom_calendar_hpp
#define quantlib_united_kingdom_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! United Kingdom calendars
/*! Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st (possibly moved to Monday)</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Early May Bank Holiday, first Monday of May</li>
<li>Spring Bank Holiday, last Monday of May</li>
<li>Summer Bank Holiday, last Monday of August</li>
<li>Christmas Day, 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 stock exchange:
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st (possibly moved to Monday)</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Early May Bank Holiday, first Monday of May</li>
<li>Spring Bank Holiday, last Monday of May</li>
<li>Summer Bank Holiday, last Monday of August</li>
<li>Christmas Day, 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 metals exchange:
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st (possibly moved to Monday)</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Early May Bank Holiday, first Monday of May</li>
<li>Spring Bank Holiday, last Monday of May</li>
<li>Summer Bank Holiday, last Monday of August</li>
<li>Christmas Day, December 25th (possibly moved to Monday or
Tuesday)</li>
<li>Boxing Day, December 26th (possibly moved to Monday or
Tuesday)</li>
</ul>
\ingroup calendars
\todo add LIFFE
\test the correctness of the returned results is tested
against a list of known holidays.
*/
class UnitedKingdom : public Calendar {
private:
class SettlementImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "UK settlement"; }
bool isBusinessDay(const Date&) const;
};
class ExchangeImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "London stock exchange"; }
bool isBusinessDay(const Date&) const;
};
class MetalsImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "London metals exchange"; }
bool isBusinessDay(const Date&) const;
};
public:
//! UK calendars
enum Market { Settlement, //!< generic settlement calendar
Exchange, //!< London stock-exchange calendar
Metals //|< London metals-exchange calendar
};
UnitedKingdom(Market market = Settlement);
};
}
#endif
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