1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2004 Ferdinando Ametrano
5  Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
6 
7  This file is part of QuantLib, a free-software/open-source library
8  for financial quantitative analysts and developers - http://quantlib.org/
9 
10  QuantLib is free software: you can redistribute it and/or modify it
11  under the terms of the QuantLib license.  You should have received a
12  copy of the license along with this program; if not, please email
13  <quantlib-dev@lists.sf.net>. The license is also available online at
14  <http://quantlib.org/license.shtml>.
15 
16  This program is distributed in the hope that it will be useful, but WITHOUT
17  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18  FOR A PARTICULAR PURPOSE.  See the license for more details.
19 */
20 
21 /*! \file italy.hpp
22     \brief Italian calendars
23 */
24 
25 #ifndef quantlib_italy_calendar_hpp
26 #define quantlib_italy_calendar_hpp
27 
28 #include <ql/time/calendar.hpp>
29 
30 namespace QuantLib {
31 
32     //! Italian calendars
33     /*! Public holidays:
34         <ul>
35         <li>Saturdays</li>
36         <li>Sundays</li>
37         <li>New Year's Day, January 1st</li>
38         <li>Epiphany, January 6th</li>
39         <li>Easter Monday</li>
40         <li>Liberation Day, April 25th</li>
41         <li>Labour Day, May 1st</li>
42         <li>Republic Day, June 2nd (since 2000)</li>
43         <li>Assumption, August 15th</li>
44         <li>All Saint's Day, November 1st</li>
45         <li>Immaculate Conception Day, December 8th</li>
46         <li>Christmas Day, December 25th</li>
47         <li>St. Stephen's Day, December 26th</li>
48         </ul>
49 
50         Holidays for the stock exchange (data from http://www.borsaitalia.it):
51         <ul>
52         <li>Saturdays</li>
53         <li>Sundays</li>
54         <li>New Year's Day, January 1st</li>
55         <li>Good Friday</li>
56         <li>Easter Monday</li>
57         <li>Labour Day, May 1st</li>
58         <li>Assumption, August 15th</li>
59         <li>Christmas' Eve, December 24th</li>
60         <li>Christmas, December 25th</li>
61         <li>St. Stephen, December 26th</li>
62         <li>New Year's Eve, December 31st</li>
63         </ul>
64 
65         \ingroup calendars
66 
67         \test the correctness of the returned results is tested against a
68               list of known holidays.
69     */
70     class Italy : public Calendar {
71       private:
72         class SettlementImpl : public Calendar::WesternImpl {
73           public:
name() const74             std::string name() const { return "Italian settlement"; }
75             bool isBusinessDay(const Date&) const;
76         };
77         class ExchangeImpl : public Calendar::WesternImpl {
78           public:
name() const79             std::string name() const { return "Milan stock exchange"; }
80             bool isBusinessDay(const Date&) const;
81         };
82       public:
83         //! Italian calendars
84         enum Market { Settlement,     //!< generic settlement calendar
85                       Exchange        //!< Milan stock-exchange calendar
86         };
87         Italy(Market market = Settlement);
88     };
89 
90 }
91 
92 
93 #endif
94