/usr/include/ql/time/calendars/india.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
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/*
Copyright (C) 2005, 2007, 2008, 2009, 2010 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 india.hpp
\brief Indian calendars
*/
#ifndef quantlib_indian_calendar_hpp
#define quantlib_indian_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! Indian calendars
/*! Holidays for the National Stock Exchange
(data from <http://www.nse-india.com/>):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>Republic Day, January 26th</li>
<li>Good Friday</li>
<li>Ambedkar Jayanti, April 14th</li>
<li>Independence Day, August 15th</li>
<li>Gandhi Jayanti, October 2nd</li>
<li>Christmas, December 25th</li>
</ul>
Other holidays for which no rule is given
(data available for 2005-2010 only:)
<ul>
<li>Bakri Id</li>
<li>Moharram</li>
<li>Mahashivratri</li>
<li>Holi</li>
<li>Ram Navami</li>
<li>Mahavir Jayanti</li>
<li>Id-E-Milad</li>
<li>Maharashtra Day</li>
<li>Buddha Pournima</li>
<li>Ganesh Chaturthi</li>
<li>Dasara</li>
<li>Laxmi Puja</li>
<li>Bhaubeej</li>
<li>Ramzan Id</li>
<li>Guru Nanak Jayanti</li>
</ul>
\ingroup calendars
*/
class India : public Calendar {
private:
class NseImpl : public Calendar::WesternImpl {
public:
std::string name() const {
return "National Stock Exchange of India";
}
bool isBusinessDay(const Date&) const;
};
public:
enum Market { NSE //!< National Stock Exchange
};
India(Market m = NSE);
};
}
#endif
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