?? italy.cpp
字號:
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 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.
*/
#include <ql/time/calendars/italy.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Italy::Italy(Italy::Market market) {
// all calendar instances on the same market share the same
// implementation instance
static boost::shared_ptr<Calendar::Impl> settlementImpl(
new Italy::SettlementImpl);
static boost::shared_ptr<Calendar::Impl> exchangeImpl(
new Italy::ExchangeImpl);
switch (market) {
case Settlement:
impl_ = settlementImpl;
break;
case Exchange:
impl_ = exchangeImpl;
break;
default:
QL_FAIL("unknown market");
}
}
bool Italy::SettlementImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth(), dd = date.dayOfYear();
Month m = date.month();
Year y = date.year();
Day em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Epiphany
|| (d == 6 && m == January)
// Easter Monday
|| (dd == em)
// Liberation Day
|| (d == 25 && m == April)
// Labour Day
|| (d == 1 && m == May)
// Republic Day
|| (d == 2 && m == June && y >= 2000)
// Assumption
|| (d == 15 && m == August)
// All Saints' Day
|| (d == 1 && m == November)
// Immaculate Conception
|| (d == 8 && m == December)
// Christmas
|| (d == 25 && m == December)
// St. Stephen
|| (d == 26 && m == December)
// December 31st, 1999 only
|| (d == 31 && m == December && y == 1999))
return false;
return true;
}
bool Italy::ExchangeImpl::isBusinessDay(const Date& date) const {
Weekday w = date.weekday();
Day d = date.dayOfMonth(), dd = date.dayOfYear();
Month m = date.month();
Year y = date.year();
Day em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Assumption
|| (d == 15 && m == August)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// St. Stephen
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December))
return false;
return true;
}
}
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -