QuantLib-1.20/test-suite/calendars.cpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2003, 2004, 2008 StatPro Italia srl
 Copyright (C) 2005 Ferdinando Ametrano
 Copyright (C) 2006 Piter Dias
 Copyright (C) 2008 Charles Chongseok Hyun
 Copyright (C) 2015 Dmitri Nesteruk
 Copyright (C) 2020 Piotr Siejda
 Copyright (C) 2020 Leonardo Arcari
 Copyright (C) 2020 Kline s.r.l.

 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 "calendars.hpp"
#include "utilities.hpp"
#include <ql/errors.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/calendars/bespokecalendar.hpp>
#include <ql/time/calendars/brazil.hpp>
#include <ql/time/calendars/china.hpp>
#include <ql/time/calendars/germany.hpp>
#include <ql/time/calendars/italy.hpp>
#include <ql/time/calendars/japan.hpp>
#include <ql/time/calendars/jointcalendar.hpp>
#include <ql/time/calendars/russia.hpp>
#include <ql/time/calendars/southkorea.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <fstream>

using namespace QuantLib;
using namespace boost::unit_test_framework;

void CalendarTest::testModifiedCalendars() {

    BOOST_TEST_MESSAGE("Testing calendar modification...");

    Calendar c1 = TARGET();
    Calendar c2 = UnitedStates(UnitedStates::NYSE);
    Date d1(1, May, 2004);    // holiday for both calendars
    Date d2(26, April, 2004); // business day

    QL_REQUIRE(c1.isHoliday(d1), "wrong assumption---correct the test");
    QL_REQUIRE(c1.isBusinessDay(d2), "wrong assumption---correct the test");

    QL_REQUIRE(c2.isHoliday(d1), "wrong assumption---correct the test");
    QL_REQUIRE(c2.isBusinessDay(d2), "wrong assumption---correct the test");

    // modify the TARGET calendar
    c1.removeHoliday(d1);
    c1.addHoliday(d2);

    // test
    std::set<Date> addedHolidays(c1.addedHolidays());
    std::set<Date> removedHolidays(c1.removedHolidays());

    QL_REQUIRE(addedHolidays.find(d1) == addedHolidays.end(),
               "did not expect to find date in addedHolidays");
    QL_REQUIRE(addedHolidays.find(d2) != addedHolidays.end(),
               "expected to find date in addedHolidays");
    QL_REQUIRE(removedHolidays.find(d1) != removedHolidays.end(),
               "expected to find date in removedHolidays");
    QL_REQUIRE(removedHolidays.find(d2) == removedHolidays.end(),
               "did not expect to find date in removedHolidays");

    if (c1.isHoliday(d1))
        BOOST_FAIL(d1 << " still a holiday for original TARGET instance");
    if (c1.isBusinessDay(d2))
        BOOST_FAIL(d2 << " still a business day for original TARGET instance");

    // any instance of TARGET should be modified...
    Calendar c3 = TARGET();
    if (c3.isHoliday(d1))
        BOOST_FAIL(d1 << " still a holiday for generic TARGET instance");
    if (c3.isBusinessDay(d2))
        BOOST_FAIL(d2 << " still a business day for generic TARGET instance");

    // ...but not other calendars
    if (c2.isBusinessDay(d1))
        BOOST_FAIL(d1 << " business day for New York");
    if (c2.isHoliday(d2))
        BOOST_FAIL(d2 << " holiday for New York");

    // restore original holiday set---test the other way around
    c3.addHoliday(d1);
    c3.removeHoliday(d2);

    if (c1.isBusinessDay(d1))
        BOOST_FAIL(d1 << " still a business day");
    if (c1.isHoliday(d2))
        BOOST_FAIL(d2 << " still a holiday");
}


void CalendarTest::testJointCalendars() {

    BOOST_TEST_MESSAGE("Testing joint calendars...");

    Calendar c1 = TARGET(), c2 = UnitedKingdom(), c3 = UnitedStates(UnitedStates::NYSE),
             c4 = Japan(), c5 = Germany();

    std::vector<Calendar> calendar_vect;
    calendar_vect.reserve(5);
    calendar_vect.push_back(c1);
    calendar_vect.push_back(c2);
    calendar_vect.push_back(c3);
    calendar_vect.push_back(c4);
    calendar_vect.push_back(c5);

    Calendar c12h = JointCalendar(c1, c2, JoinHolidays),
             c12b = JointCalendar(c1, c2, JoinBusinessDays),
             c123h = JointCalendar(c1, c2, c3, JoinHolidays),
             c123b = JointCalendar(c1, c2, c3, JoinBusinessDays),
             c1234h = JointCalendar(c1, c2, c3, c4, JoinHolidays),
             c1234b = JointCalendar(c1, c2, c3, c4, JoinBusinessDays),
             cvh = JointCalendar(calendar_vect, JoinHolidays);

    // test one year, starting today
    Date firstDate = Date::todaysDate(), endDate = firstDate + 1 * Years;

    for (Date d = firstDate; d < endDate; d++) {

        bool b1 = c1.isBusinessDay(d), b2 = c2.isBusinessDay(d), b3 = c3.isBusinessDay(d),
             b4 = c4.isBusinessDay(d), b5 = c5.isBusinessDay(d);

        if ((b1 && b2) != c12h.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << c12h.name()
                                  << " (joining holidays)\n"
                                  << "    and its components");

        if ((b1 || b2) != c12b.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << c12b.name()
                                  << " (joining business days)\n"
                                  << "    and its components");

        if ((b1 && b2 && b3) != c123h.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << c123h.name()
                                  << " (joining holidays)\n"
                                  << "    and its components");

        if ((b1 || b2 || b3) != c123b.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << c123b.name()
                                  << " (joining business days)\n"
                                  << "    and its components");

        if ((b1 && b2 && b3 && b4) != c1234h.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << c1234h.name()
                                  << " (joining holidays)\n"
                                  << "    and its components");

        if ((b1 || b2 || b3 || b4) != c1234b.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << c1234b.name()
                                  << " (joining business days)\n"
                                  << "    and its components");

        if ((b1 && b2 && b3 && b4 && b5) != cvh.isBusinessDay(d))
            BOOST_FAIL("At date " << d << ":\n"
                                  << "    inconsistency between joint calendar " << cvh.name()
                                  << " (joining holidays)\n"
                                  << "    and its components");
    }
}

void CalendarTest::testUSSettlement() {
    BOOST_TEST_MESSAGE("Testing US settlement holiday list...");

    std::vector<Date> expectedHol;
    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(19, January, 2004));
    expectedHol.push_back(Date(16, February, 2004));
    expectedHol.push_back(Date(31, May, 2004));
    expectedHol.push_back(Date(5, July, 2004));
    expectedHol.push_back(Date(6, September, 2004));
    expectedHol.push_back(Date(11, October, 2004));
    expectedHol.push_back(Date(11, November, 2004));
    expectedHol.push_back(Date(25, November, 2004));
    expectedHol.push_back(Date(24, December, 2004));

    expectedHol.push_back(Date(31, December, 2004));
    expectedHol.push_back(Date(17, January, 2005));
    expectedHol.push_back(Date(21, February, 2005));
    expectedHol.push_back(Date(30, May, 2005));
    expectedHol.push_back(Date(4, July, 2005));
    expectedHol.push_back(Date(5, September, 2005));
    expectedHol.push_back(Date(10, October, 2005));
    expectedHol.push_back(Date(11, November, 2005));
    expectedHol.push_back(Date(24, November, 2005));
    expectedHol.push_back(Date(26, December, 2005));

    Calendar c = UnitedStates(UnitedStates::Settlement);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2005));
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
    for (Size i = 0; i < hol.size(); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }

    // before Uniform Monday Holiday Act
    expectedHol = std::vector<Date>();
    expectedHol.push_back(Date(2, January, 1961));
    expectedHol.push_back(Date(22, February, 1961));
    expectedHol.push_back(Date(30, May, 1961));
    expectedHol.push_back(Date(4, July, 1961));
    expectedHol.push_back(Date(4, September, 1961));
    expectedHol.push_back(Date(10, November, 1961));
    expectedHol.push_back(Date(23, November, 1961));
    expectedHol.push_back(Date(25, December, 1961));

    hol = c.holidayList(Date(1, January, 1961), Date(31, December, 1961));
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
    for (Size i = 0; i < hol.size(); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
}

void CalendarTest::testUSGovernmentBondMarket() {
    BOOST_TEST_MESSAGE("Testing US government bond market holiday list...");

    std::vector<Date> expectedHol;
    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(19, January, 2004));
    expectedHol.push_back(Date(16, February, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(31, May, 2004));
    expectedHol.push_back(Date(11, June, 2004)); // Reagan's funeral
    expectedHol.push_back(Date(5, July, 2004));
    expectedHol.push_back(Date(6, September, 2004));
    expectedHol.push_back(Date(11, October, 2004));
    expectedHol.push_back(Date(11, November, 2004));
    expectedHol.push_back(Date(25, November, 2004));
    expectedHol.push_back(Date(24, December, 2004));

    Calendar c = UnitedStates(UnitedStates::GovernmentBond);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2004));

    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testUSNewYorkStockExchange() {
    BOOST_TEST_MESSAGE("Testing New York Stock Exchange holiday list...");

    std::vector<Date> expectedHol;
    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(19, January, 2004));
    expectedHol.push_back(Date(16, February, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(31, May, 2004));
    expectedHol.push_back(Date(11, June, 2004));
    expectedHol.push_back(Date(5, July, 2004));
    expectedHol.push_back(Date(6, September, 2004));
    expectedHol.push_back(Date(25, November, 2004));
    expectedHol.push_back(Date(24, December, 2004));

    expectedHol.push_back(Date(17, January, 2005));
    expectedHol.push_back(Date(21, February, 2005));
    expectedHol.push_back(Date(25, March, 2005));
    expectedHol.push_back(Date(30, May, 2005));
    expectedHol.push_back(Date(4, July, 2005));
    expectedHol.push_back(Date(5, September, 2005));
    expectedHol.push_back(Date(24, November, 2005));
    expectedHol.push_back(Date(26, December, 2005));

    expectedHol.push_back(Date(2, January, 2006));
    expectedHol.push_back(Date(16, January, 2006));
    expectedHol.push_back(Date(20, February, 2006));
    expectedHol.push_back(Date(14, April, 2006));
    expectedHol.push_back(Date(29, May, 2006));
    expectedHol.push_back(Date(4, July, 2006));
    expectedHol.push_back(Date(4, September, 2006));
    expectedHol.push_back(Date(23, November, 2006));
    expectedHol.push_back(Date(25, December, 2006));

    Calendar c = UnitedStates(UnitedStates::NYSE);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2006));

    Size i;
    for (i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");

    std::vector<Date> histClose;
    histClose.push_back(Date(30, October, 2012));   // Hurricane Sandy
    histClose.push_back(Date(29, October, 2012));   // Hurricane Sandy
    histClose.push_back(Date(11, June, 2004));      // Reagan's funeral
    histClose.push_back(Date(14, September, 2001)); // September 11, 2001
    histClose.push_back(Date(13, September, 2001)); // September 11, 2001
    histClose.push_back(Date(12, September, 2001)); // September 11, 2001
    histClose.push_back(Date(11, September, 2001)); // September 11, 2001
    histClose.push_back(Date(27, April, 1994));     // Nixon's funeral.
    histClose.push_back(Date(27, September, 1985)); // Hurricane Gloria
    histClose.push_back(Date(14, July, 1977));      // 1977 Blackout
    histClose.push_back(Date(25, January, 1973));   // Johnson's funeral.
    histClose.push_back(Date(28, December, 1972));  // Truman's funeral
    histClose.push_back(Date(21, July, 1969));      // Lunar exploration nat. day
    histClose.push_back(Date(31, March, 1969));     // Eisenhower's funeral
    histClose.push_back(Date(10, February, 1969));  // heavy snow
    histClose.push_back(Date(5, July, 1968));       // Day after Independence Day
    histClose.push_back(Date(9, April, 1968));      // Mourning for MLK
    histClose.push_back(Date(24, December, 1965));  // Christmas Eve
    histClose.push_back(Date(25, November, 1963));  // Kennedy's funeral
    histClose.push_back(Date(29, May, 1961));       // Day before Decoration Day
    histClose.push_back(Date(26, December, 1958));  // Day after Christmas
    histClose.push_back(Date(24, December, 1956));  // Christmas Eve
    histClose.push_back(Date(24, December, 1954));  // Christmas Eve
    // June 12-Dec. 31, 1968
    // Four day week (closed on Wednesdays) - Paperwork Crisis
    histClose.push_back(Date(12, Jun, 1968));
    histClose.push_back(Date(19, Jun, 1968));
    histClose.push_back(Date(26, Jun, 1968));
    histClose.push_back(Date(3, Jul, 1968));
    histClose.push_back(Date(10, Jul, 1968));
    histClose.push_back(Date(17, Jul, 1968));
    histClose.push_back(Date(20, Nov, 1968));
    histClose.push_back(Date(27, Nov, 1968));
    histClose.push_back(Date(4, Dec, 1968));
    histClose.push_back(Date(11, Dec, 1968));
    histClose.push_back(Date(18, Dec, 1968));
    // Presidential election days
    histClose.push_back(Date(4, Nov, 1980));
    histClose.push_back(Date(2, Nov, 1976));
    histClose.push_back(Date(7, Nov, 1972));
    histClose.push_back(Date(5, Nov, 1968));
    histClose.push_back(Date(3, Nov, 1964));
    for (i = 0; i < histClose.size(); i++) {
        if (!c.isHoliday(histClose[i]))
            BOOST_FAIL(histClose[i] << " should be holiday (historical close)");
    }
}

void CalendarTest::testTARGET() {
    BOOST_TEST_MESSAGE("Testing TARGET holiday list...");

    std::vector<Date> expectedHol;
    expectedHol.push_back(Date(1, January, 1999));
    expectedHol.push_back(Date(31, December, 1999));

    expectedHol.push_back(Date(21, April, 2000));
    expectedHol.push_back(Date(24, April, 2000));
    expectedHol.push_back(Date(1, May, 2000));
    expectedHol.push_back(Date(25, December, 2000));
    expectedHol.push_back(Date(26, December, 2000));

    expectedHol.push_back(Date(1, January, 2001));
    expectedHol.push_back(Date(13, April, 2001));
    expectedHol.push_back(Date(16, April, 2001));
    expectedHol.push_back(Date(1, May, 2001));
    expectedHol.push_back(Date(25, December, 2001));
    expectedHol.push_back(Date(26, December, 2001));
    expectedHol.push_back(Date(31, December, 2001));

    expectedHol.push_back(Date(1, January, 2002));
    expectedHol.push_back(Date(29, March, 2002));
    expectedHol.push_back(Date(1, April, 2002));
    expectedHol.push_back(Date(1, May, 2002));
    expectedHol.push_back(Date(25, December, 2002));
    expectedHol.push_back(Date(26, December, 2002));

    expectedHol.push_back(Date(1, January, 2003));
    expectedHol.push_back(Date(18, April, 2003));
    expectedHol.push_back(Date(21, April, 2003));
    expectedHol.push_back(Date(1, May, 2003));
    expectedHol.push_back(Date(25, December, 2003));
    expectedHol.push_back(Date(26, December, 2003));

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));

    expectedHol.push_back(Date(25, March, 2005));
    expectedHol.push_back(Date(28, March, 2005));
    expectedHol.push_back(Date(26, December, 2005));

    expectedHol.push_back(Date(14, April, 2006));
    expectedHol.push_back(Date(17, April, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(25, December, 2006));
    expectedHol.push_back(Date(26, December, 2006));

    Calendar c = TARGET();
    std::vector<Date> hol = c.holidayList(Date(1, January, 1999), Date(31, December, 2006));

    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testGermanyFrankfurt() {
    BOOST_TEST_MESSAGE("Testing Frankfurt Stock Exchange holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2003));
    expectedHol.push_back(Date(18, April, 2003));
    expectedHol.push_back(Date(21, April, 2003));
    expectedHol.push_back(Date(1, May, 2003));
    expectedHol.push_back(Date(24, December, 2003));
    expectedHol.push_back(Date(25, December, 2003));
    expectedHol.push_back(Date(26, December, 2003));

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(24, December, 2004));

    Calendar c = Germany(Germany::FrankfurtStockExchange);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2003), Date(31, December, 2004));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testGermanyEurex() {
    BOOST_TEST_MESSAGE("Testing Eurex holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2003));
    expectedHol.push_back(Date(18, April, 2003));
    expectedHol.push_back(Date(21, April, 2003));
    expectedHol.push_back(Date(1, May, 2003));
    expectedHol.push_back(Date(24, December, 2003));
    expectedHol.push_back(Date(25, December, 2003));
    expectedHol.push_back(Date(26, December, 2003));
    expectedHol.push_back(Date(31, December,2003));

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(24, December, 2004));
    expectedHol.push_back(Date(31,December,2004));

    Calendar c = Germany(Germany::Eurex);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2003), Date(31, December, 2004));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testGermanyXetra() {
    BOOST_TEST_MESSAGE("Testing Xetra holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2003));
    expectedHol.push_back(Date(18, April, 2003));
    expectedHol.push_back(Date(21, April, 2003));
    expectedHol.push_back(Date(1, May, 2003));
    expectedHol.push_back(Date(24, December, 2003));
    expectedHol.push_back(Date(25, December, 2003));
    expectedHol.push_back(Date(26, December, 2003));

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(24, December, 2004));

    Calendar c = Germany(Germany::Xetra);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2003), Date(31, December, 2004));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testUKSettlement() {
    BOOST_TEST_MESSAGE("Testing UK settlement holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(3, May, 2004));
    expectedHol.push_back(Date(31, May, 2004));
    expectedHol.push_back(Date(30, August, 2004));
    expectedHol.push_back(Date(27, December, 2004));
    expectedHol.push_back(Date(28, December, 2004));

    expectedHol.push_back(Date(3, January, 2005));
    expectedHol.push_back(Date(25, March, 2005));
    expectedHol.push_back(Date(28, March, 2005));
    expectedHol.push_back(Date(2, May, 2005));
    expectedHol.push_back(Date(30, May, 2005));
    expectedHol.push_back(Date(29, August, 2005));
    expectedHol.push_back(Date(26, December, 2005));
    expectedHol.push_back(Date(27, December, 2005));

    expectedHol.push_back(Date(2, January, 2006));
    expectedHol.push_back(Date(14, April, 2006));
    expectedHol.push_back(Date(17, April, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(29, May, 2006));
    expectedHol.push_back(Date(28, August, 2006));
    expectedHol.push_back(Date(25, December, 2006));
    expectedHol.push_back(Date(26, December, 2006));

    expectedHol.push_back(Date(1, January, 2007));
    expectedHol.push_back(Date(6, April, 2007));
    expectedHol.push_back(Date(9, April, 2007));
    expectedHol.push_back(Date(7, May, 2007));
    expectedHol.push_back(Date(28, May, 2007));
    expectedHol.push_back(Date(27, August, 2007));
    expectedHol.push_back(Date(25, December, 2007));
    expectedHol.push_back(Date(26, December, 2007));

    Calendar c = UnitedKingdom(UnitedKingdom::Settlement);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2007));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testUKExchange() {
    BOOST_TEST_MESSAGE("Testing London Stock Exchange holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(3, May, 2004));
    expectedHol.push_back(Date(31, May, 2004));
    expectedHol.push_back(Date(30, August, 2004));
    expectedHol.push_back(Date(27, December, 2004));
    expectedHol.push_back(Date(28, December, 2004));

    expectedHol.push_back(Date(3, January, 2005));
    expectedHol.push_back(Date(25, March, 2005));
    expectedHol.push_back(Date(28, March, 2005));
    expectedHol.push_back(Date(2, May, 2005));
    expectedHol.push_back(Date(30, May, 2005));
    expectedHol.push_back(Date(29, August, 2005));
    expectedHol.push_back(Date(26, December, 2005));
    expectedHol.push_back(Date(27, December, 2005));

    expectedHol.push_back(Date(2, January, 2006));
    expectedHol.push_back(Date(14, April, 2006));
    expectedHol.push_back(Date(17, April, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(29, May, 2006));
    expectedHol.push_back(Date(28, August, 2006));
    expectedHol.push_back(Date(25, December, 2006));
    expectedHol.push_back(Date(26, December, 2006));

    expectedHol.push_back(Date(1, January, 2007));
    expectedHol.push_back(Date(6, April, 2007));
    expectedHol.push_back(Date(9, April, 2007));
    expectedHol.push_back(Date(7, May, 2007));
    expectedHol.push_back(Date(28, May, 2007));
    expectedHol.push_back(Date(27, August, 2007));
    expectedHol.push_back(Date(25, December, 2007));
    expectedHol.push_back(Date(26, December, 2007));

    Calendar c = UnitedKingdom(UnitedKingdom::Exchange);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2007));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testUKMetals() {
    BOOST_TEST_MESSAGE("Testing London Metals Exchange holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(3, May, 2004));
    expectedHol.push_back(Date(31, May, 2004));
    expectedHol.push_back(Date(30, August, 2004));
    expectedHol.push_back(Date(27, December, 2004));
    expectedHol.push_back(Date(28, December, 2004));

    expectedHol.push_back(Date(3, January, 2005));
    expectedHol.push_back(Date(25, March, 2005));
    expectedHol.push_back(Date(28, March, 2005));
    expectedHol.push_back(Date(2, May, 2005));
    expectedHol.push_back(Date(30, May, 2005));
    expectedHol.push_back(Date(29, August, 2005));
    expectedHol.push_back(Date(26, December, 2005));
    expectedHol.push_back(Date(27, December, 2005));

    expectedHol.push_back(Date(2, January, 2006));
    expectedHol.push_back(Date(14, April, 2006));
    expectedHol.push_back(Date(17, April, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(29, May, 2006));
    expectedHol.push_back(Date(28, August, 2006));
    expectedHol.push_back(Date(25, December, 2006));
    expectedHol.push_back(Date(26, December, 2006));

    expectedHol.push_back(Date(1, January, 2007));
    expectedHol.push_back(Date(6, April, 2007));
    expectedHol.push_back(Date(9, April, 2007));
    expectedHol.push_back(Date(7, May, 2007));
    expectedHol.push_back(Date(28, May, 2007));
    expectedHol.push_back(Date(27, August, 2007));
    expectedHol.push_back(Date(25, December, 2007));
    expectedHol.push_back(Date(26, December, 2007));

    Calendar c = UnitedKingdom(UnitedKingdom::Metals);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2007));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testItalyExchange() {
    BOOST_TEST_MESSAGE("Testing Milan Stock Exchange holiday list...");

    std::vector<Date> expectedHol;

    expectedHol.push_back(Date(1, January, 2002));
    expectedHol.push_back(Date(29, March, 2002));
    expectedHol.push_back(Date(1, April, 2002));
    expectedHol.push_back(Date(1, May, 2002));
    expectedHol.push_back(Date(15, August, 2002));
    expectedHol.push_back(Date(24, December, 2002));
    expectedHol.push_back(Date(25, December, 2002));
    expectedHol.push_back(Date(26, December, 2002));
    expectedHol.push_back(Date(31, December, 2002));

    expectedHol.push_back(Date(1, January, 2003));
    expectedHol.push_back(Date(18, April, 2003));
    expectedHol.push_back(Date(21, April, 2003));
    expectedHol.push_back(Date(1, May, 2003));
    expectedHol.push_back(Date(15, August, 2003));
    expectedHol.push_back(Date(24, December, 2003));
    expectedHol.push_back(Date(25, December, 2003));
    expectedHol.push_back(Date(26, December, 2003));
    expectedHol.push_back(Date(31, December, 2003));

    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(9, April, 2004));
    expectedHol.push_back(Date(12, April, 2004));
    expectedHol.push_back(Date(24, December, 2004));
    expectedHol.push_back(Date(31, December, 2004));

    Calendar c = Italy(Italy::Exchange);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2002), Date(31, December, 2004));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testRussia() {
    BOOST_TEST_MESSAGE("Testing Russia holiday list...");

    std::vector<Date> expectedHol;

    // exhaustive holiday list for the year 2012
    expectedHol.push_back(Date(1, January, 2012));
    expectedHol.push_back(Date(2, January, 2012));
    expectedHol.push_back(Date(7, January, 2012));
    expectedHol.push_back(Date(8, January, 2012));
    expectedHol.push_back(Date(14, January, 2012));
    expectedHol.push_back(Date(15, January, 2012));
    expectedHol.push_back(Date(21, January, 2012));
    expectedHol.push_back(Date(22, January, 2012));
    expectedHol.push_back(Date(28, January, 2012));
    expectedHol.push_back(Date(29, January, 2012));
    expectedHol.push_back(Date(4, February, 2012));
    expectedHol.push_back(Date(5, February, 2012));
    expectedHol.push_back(Date(11, February, 2012));
    expectedHol.push_back(Date(12, February, 2012));
    expectedHol.push_back(Date(18, February, 2012));
    expectedHol.push_back(Date(19, February, 2012));
    expectedHol.push_back(Date(23, February, 2012));
    expectedHol.push_back(Date(25, February, 2012));
    expectedHol.push_back(Date(26, February, 2012));
    expectedHol.push_back(Date(3, March, 2012));
    expectedHol.push_back(Date(4, March, 2012));
    expectedHol.push_back(Date(8, March, 2012));
    expectedHol.push_back(Date(9, March, 2012));
    expectedHol.push_back(Date(10, March, 2012));
    expectedHol.push_back(Date(17, March, 2012));
    expectedHol.push_back(Date(18, March, 2012));
    expectedHol.push_back(Date(24, March, 2012));
    expectedHol.push_back(Date(25, March, 2012));
    expectedHol.push_back(Date(31, March, 2012));
    expectedHol.push_back(Date(1, April, 2012));
    expectedHol.push_back(Date(7, April, 2012));
    expectedHol.push_back(Date(8, April, 2012));
    expectedHol.push_back(Date(14, April, 2012));
    expectedHol.push_back(Date(15, April, 2012));
    expectedHol.push_back(Date(21, April, 2012));
    expectedHol.push_back(Date(22, April, 2012));
    expectedHol.push_back(Date(29, April, 2012));
    expectedHol.push_back(Date(30, April, 2012));
    expectedHol.push_back(Date(1, May, 2012));
    expectedHol.push_back(Date(6, May, 2012));
    expectedHol.push_back(Date(9, May, 2012));
    expectedHol.push_back(Date(13, May, 2012));
    expectedHol.push_back(Date(19, May, 2012));
    expectedHol.push_back(Date(20, May, 2012));
    expectedHol.push_back(Date(26, May, 2012));
    expectedHol.push_back(Date(27, May, 2012));
    expectedHol.push_back(Date(2, June, 2012));
    expectedHol.push_back(Date(3, June, 2012));
    expectedHol.push_back(Date(10, June, 2012));
    expectedHol.push_back(Date(11, June, 2012));
    expectedHol.push_back(Date(12, June, 2012));
    expectedHol.push_back(Date(16, June, 2012));
    expectedHol.push_back(Date(17, June, 2012));
    expectedHol.push_back(Date(23, June, 2012));
    expectedHol.push_back(Date(24, June, 2012));
    expectedHol.push_back(Date(30, June, 2012));
    expectedHol.push_back(Date(1, July, 2012));
    expectedHol.push_back(Date(7, July, 2012));
    expectedHol.push_back(Date(8, July, 2012));
    expectedHol.push_back(Date(14, July, 2012));
    expectedHol.push_back(Date(15, July, 2012));
    expectedHol.push_back(Date(21, July, 2012));
    expectedHol.push_back(Date(22, July, 2012));
    expectedHol.push_back(Date(28, July, 2012));
    expectedHol.push_back(Date(29, July, 2012));
    expectedHol.push_back(Date(4, August, 2012));
    expectedHol.push_back(Date(5, August, 2012));
    expectedHol.push_back(Date(11, August, 2012));
    expectedHol.push_back(Date(12, August, 2012));
    expectedHol.push_back(Date(18, August, 2012));
    expectedHol.push_back(Date(19, August, 2012));
    expectedHol.push_back(Date(25, August, 2012));
    expectedHol.push_back(Date(26, August, 2012));
    expectedHol.push_back(Date(1, September, 2012));
    expectedHol.push_back(Date(2, September, 2012));
    expectedHol.push_back(Date(8, September, 2012));
    expectedHol.push_back(Date(9, September, 2012));
    expectedHol.push_back(Date(15, September, 2012));
    expectedHol.push_back(Date(16, September, 2012));
    expectedHol.push_back(Date(22, September, 2012));
    expectedHol.push_back(Date(23, September, 2012));
    expectedHol.push_back(Date(29, September, 2012));
    expectedHol.push_back(Date(30, September, 2012));
    expectedHol.push_back(Date(6, October, 2012));
    expectedHol.push_back(Date(7, October, 2012));
    expectedHol.push_back(Date(13, October, 2012));
    expectedHol.push_back(Date(14, October, 2012));
    expectedHol.push_back(Date(20, October, 2012));
    expectedHol.push_back(Date(21, October, 2012));
    expectedHol.push_back(Date(27, October, 2012));
    expectedHol.push_back(Date(28, October, 2012));
    expectedHol.push_back(Date(3, November, 2012));
    expectedHol.push_back(Date(4, November, 2012));
    expectedHol.push_back(Date(5, November, 2012));
    expectedHol.push_back(Date(10, November, 2012));
    expectedHol.push_back(Date(11, November, 2012));
    expectedHol.push_back(Date(17, November, 2012));
    expectedHol.push_back(Date(18, November, 2012));
    expectedHol.push_back(Date(24, November, 2012));
    expectedHol.push_back(Date(25, November, 2012));
    expectedHol.push_back(Date(1, December, 2012));
    expectedHol.push_back(Date(2, December, 2012));
    expectedHol.push_back(Date(8, December, 2012));
    expectedHol.push_back(Date(9, December, 2012));
    expectedHol.push_back(Date(15, December, 2012));
    expectedHol.push_back(Date(16, December, 2012));
    expectedHol.push_back(Date(22, December, 2012));
    expectedHol.push_back(Date(23, December, 2012));
    expectedHol.push_back(Date(29, December, 2012));
    expectedHol.push_back(Date(30, December, 2012));
    expectedHol.push_back(Date(31, December, 2012));

    // exhaustive holiday list for the year 2013
    expectedHol.push_back(Date(1, January, 2013));
    expectedHol.push_back(Date(2, January, 2013));
    expectedHol.push_back(Date(3, January, 2013));
    expectedHol.push_back(Date(4, January, 2013));
    expectedHol.push_back(Date(5, January, 2013));
    expectedHol.push_back(Date(6, January, 2013));
    expectedHol.push_back(Date(7, January, 2013));
    expectedHol.push_back(Date(12, January, 2013));
    expectedHol.push_back(Date(13, January, 2013));
    expectedHol.push_back(Date(19, January, 2013));
    expectedHol.push_back(Date(20, January, 2013));
    expectedHol.push_back(Date(26, January, 2013));
    expectedHol.push_back(Date(27, January, 2013));
    expectedHol.push_back(Date(2, February, 2013));
    expectedHol.push_back(Date(3, February, 2013));
    expectedHol.push_back(Date(9, February, 2013));
    expectedHol.push_back(Date(10, February, 2013));
    expectedHol.push_back(Date(16, February, 2013));
    expectedHol.push_back(Date(17, February, 2013));
    expectedHol.push_back(Date(23, February, 2013));
    expectedHol.push_back(Date(24, February, 2013));
    expectedHol.push_back(Date(2, March, 2013));
    expectedHol.push_back(Date(3, March, 2013));
    expectedHol.push_back(Date(8, March, 2013));
    expectedHol.push_back(Date(9, March, 2013));
    expectedHol.push_back(Date(10, March, 2013));
    expectedHol.push_back(Date(16, March, 2013));
    expectedHol.push_back(Date(17, March, 2013));
    expectedHol.push_back(Date(23, March, 2013));
    expectedHol.push_back(Date(24, March, 2013));
    expectedHol.push_back(Date(30, March, 2013));
    expectedHol.push_back(Date(31, March, 2013));
    expectedHol.push_back(Date(6, April, 2013));
    expectedHol.push_back(Date(7, April, 2013));
    expectedHol.push_back(Date(13, April, 2013));
    expectedHol.push_back(Date(14, April, 2013));
    expectedHol.push_back(Date(20, April, 2013));
    expectedHol.push_back(Date(21, April, 2013));
    expectedHol.push_back(Date(27, April, 2013));
    expectedHol.push_back(Date(28, April, 2013));
    expectedHol.push_back(Date(1, May, 2013));
    expectedHol.push_back(Date(4, May, 2013));
    expectedHol.push_back(Date(5, May, 2013));
    expectedHol.push_back(Date(9, May, 2013));
    expectedHol.push_back(Date(11, May, 2013));
    expectedHol.push_back(Date(12, May, 2013));
    expectedHol.push_back(Date(18, May, 2013));
    expectedHol.push_back(Date(19, May, 2013));
    expectedHol.push_back(Date(25, May, 2013));
    expectedHol.push_back(Date(26, May, 2013));
    expectedHol.push_back(Date(1, June, 2013));
    expectedHol.push_back(Date(2, June, 2013));
    expectedHol.push_back(Date(8, June, 2013));
    expectedHol.push_back(Date(9, June, 2013));
    expectedHol.push_back(Date(12, June, 2013));
    expectedHol.push_back(Date(15, June, 2013));
    expectedHol.push_back(Date(16, June, 2013));
    expectedHol.push_back(Date(22, June, 2013));
    expectedHol.push_back(Date(23, June, 2013));
    expectedHol.push_back(Date(29, June, 2013));
    expectedHol.push_back(Date(30, June, 2013));
    expectedHol.push_back(Date(6, July, 2013));
    expectedHol.push_back(Date(7, July, 2013));
    expectedHol.push_back(Date(13, July, 2013));
    expectedHol.push_back(Date(14, July, 2013));
    expectedHol.push_back(Date(20, July, 2013));
    expectedHol.push_back(Date(21, July, 2013));
    expectedHol.push_back(Date(27, July, 2013));
    expectedHol.push_back(Date(28, July, 2013));
    expectedHol.push_back(Date(3, August, 2013));
    expectedHol.push_back(Date(4, August, 2013));
    expectedHol.push_back(Date(10, August, 2013));
    expectedHol.push_back(Date(11, August, 2013));
    expectedHol.push_back(Date(17, August, 2013));
    expectedHol.push_back(Date(18, August, 2013));
    expectedHol.push_back(Date(24, August, 2013));
    expectedHol.push_back(Date(25, August, 2013));
    expectedHol.push_back(Date(31, August, 2013));
    expectedHol.push_back(Date(1, September, 2013));
    expectedHol.push_back(Date(7, September, 2013));
    expectedHol.push_back(Date(8, September, 2013));
    expectedHol.push_back(Date(14, September, 2013));
    expectedHol.push_back(Date(15, September, 2013));
    expectedHol.push_back(Date(21, September, 2013));
    expectedHol.push_back(Date(22, September, 2013));
    expectedHol.push_back(Date(28, September, 2013));
    expectedHol.push_back(Date(29, September, 2013));
    expectedHol.push_back(Date(5, October, 2013));
    expectedHol.push_back(Date(6, October, 2013));
    expectedHol.push_back(Date(12, October, 2013));
    expectedHol.push_back(Date(13, October, 2013));
    expectedHol.push_back(Date(19, October, 2013));
    expectedHol.push_back(Date(20, October, 2013));
    expectedHol.push_back(Date(26, October, 2013));
    expectedHol.push_back(Date(27, October, 2013));
    expectedHol.push_back(Date(2, November, 2013));
    expectedHol.push_back(Date(3, November, 2013));
    expectedHol.push_back(Date(4, November, 2013));
    expectedHol.push_back(Date(9, November, 2013));
    expectedHol.push_back(Date(10, November, 2013));
    expectedHol.push_back(Date(16, November, 2013));
    expectedHol.push_back(Date(17, November, 2013));
    expectedHol.push_back(Date(23, November, 2013));
    expectedHol.push_back(Date(24, November, 2013));
    expectedHol.push_back(Date(30, November, 2013));
    expectedHol.push_back(Date(1, December, 2013));
    expectedHol.push_back(Date(7, December, 2013));
    expectedHol.push_back(Date(8, December, 2013));
    expectedHol.push_back(Date(14, December, 2013));
    expectedHol.push_back(Date(15, December, 2013));
    expectedHol.push_back(Date(21, December, 2013));
    expectedHol.push_back(Date(22, December, 2013));
    expectedHol.push_back(Date(28, December, 2013));
    expectedHol.push_back(Date(29, December, 2013));
    expectedHol.push_back(Date(31, December, 2013));

    // exhaustive holiday list for the year 2014
    expectedHol.push_back(Date(1, January, 2014));
    expectedHol.push_back(Date(2, January, 2014));
    expectedHol.push_back(Date(3, January, 2014));
    expectedHol.push_back(Date(4, January, 2014));
    expectedHol.push_back(Date(5, January, 2014));
    expectedHol.push_back(Date(7, January, 2014));
    expectedHol.push_back(Date(11, January, 2014));
    expectedHol.push_back(Date(12, January, 2014));
    expectedHol.push_back(Date(18, January, 2014));
    expectedHol.push_back(Date(19, January, 2014));
    expectedHol.push_back(Date(25, January, 2014));
    expectedHol.push_back(Date(26, January, 2014));
    expectedHol.push_back(Date(1, February, 2014));
    expectedHol.push_back(Date(2, February, 2014));
    expectedHol.push_back(Date(8, February, 2014));
    expectedHol.push_back(Date(9, February, 2014));
    expectedHol.push_back(Date(15, February, 2014));
    expectedHol.push_back(Date(16, February, 2014));
    expectedHol.push_back(Date(22, February, 2014));
    expectedHol.push_back(Date(23, February, 2014));
    expectedHol.push_back(Date(1, March, 2014));
    expectedHol.push_back(Date(2, March, 2014));
    expectedHol.push_back(Date(8, March, 2014));
    expectedHol.push_back(Date(9, March, 2014));
    expectedHol.push_back(Date(10, March, 2014));
    expectedHol.push_back(Date(15, March, 2014));
    expectedHol.push_back(Date(16, March, 2014));
    expectedHol.push_back(Date(22, March, 2014));
    expectedHol.push_back(Date(23, March, 2014));
    expectedHol.push_back(Date(29, March, 2014));
    expectedHol.push_back(Date(30, March, 2014));
    expectedHol.push_back(Date(5, April, 2014));
    expectedHol.push_back(Date(6, April, 2014));
    expectedHol.push_back(Date(12, April, 2014));
    expectedHol.push_back(Date(13, April, 2014));
    expectedHol.push_back(Date(19, April, 2014));
    expectedHol.push_back(Date(20, April, 2014));
    expectedHol.push_back(Date(26, April, 2014));
    expectedHol.push_back(Date(27, April, 2014));
    expectedHol.push_back(Date(1, May, 2014));
    expectedHol.push_back(Date(3, May, 2014));
    expectedHol.push_back(Date(4, May, 2014));
    expectedHol.push_back(Date(9, May, 2014));
    expectedHol.push_back(Date(10, May, 2014));
    expectedHol.push_back(Date(11, May, 2014));
    expectedHol.push_back(Date(17, May, 2014));
    expectedHol.push_back(Date(18, May, 2014));
    expectedHol.push_back(Date(24, May, 2014));
    expectedHol.push_back(Date(25, May, 2014));
    expectedHol.push_back(Date(31, May, 2014));
    expectedHol.push_back(Date(1, June, 2014));
    expectedHol.push_back(Date(7, June, 2014));
    expectedHol.push_back(Date(8, June, 2014));
    expectedHol.push_back(Date(12, June, 2014));
    expectedHol.push_back(Date(14, June, 2014));
    expectedHol.push_back(Date(15, June, 2014));
    expectedHol.push_back(Date(21, June, 2014));
    expectedHol.push_back(Date(22, June, 2014));
    expectedHol.push_back(Date(28, June, 2014));
    expectedHol.push_back(Date(29, June, 2014));
    expectedHol.push_back(Date(5, July, 2014));
    expectedHol.push_back(Date(6, July, 2014));
    expectedHol.push_back(Date(12, July, 2014));
    expectedHol.push_back(Date(13, July, 2014));
    expectedHol.push_back(Date(19, July, 2014));
    expectedHol.push_back(Date(20, July, 2014));
    expectedHol.push_back(Date(26, July, 2014));
    expectedHol.push_back(Date(27, July, 2014));
    expectedHol.push_back(Date(2, August, 2014));
    expectedHol.push_back(Date(3, August, 2014));
    expectedHol.push_back(Date(9, August, 2014));
    expectedHol.push_back(Date(10, August, 2014));
    expectedHol.push_back(Date(16, August, 2014));
    expectedHol.push_back(Date(17, August, 2014));
    expectedHol.push_back(Date(23, August, 2014));
    expectedHol.push_back(Date(24, August, 2014));
    expectedHol.push_back(Date(30, August, 2014));
    expectedHol.push_back(Date(31, August, 2014));
    expectedHol.push_back(Date(6, September, 2014));
    expectedHol.push_back(Date(7, September, 2014));
    expectedHol.push_back(Date(13, September, 2014));
    expectedHol.push_back(Date(14, September, 2014));
    expectedHol.push_back(Date(20, September, 2014));
    expectedHol.push_back(Date(21, September, 2014));
    expectedHol.push_back(Date(27, September, 2014));
    expectedHol.push_back(Date(28, September, 2014));
    expectedHol.push_back(Date(4, October, 2014));
    expectedHol.push_back(Date(5, October, 2014));
    expectedHol.push_back(Date(11, October, 2014));
    expectedHol.push_back(Date(12, October, 2014));
    expectedHol.push_back(Date(18, October, 2014));
    expectedHol.push_back(Date(19, October, 2014));
    expectedHol.push_back(Date(25, October, 2014));
    expectedHol.push_back(Date(26, October, 2014));
    expectedHol.push_back(Date(1, November, 2014));
    expectedHol.push_back(Date(2, November, 2014));
    expectedHol.push_back(Date(4, November, 2014));
    expectedHol.push_back(Date(8, November, 2014));
    expectedHol.push_back(Date(9, November, 2014));
    expectedHol.push_back(Date(15, November, 2014));
    expectedHol.push_back(Date(16, November, 2014));
    expectedHol.push_back(Date(22, November, 2014));
    expectedHol.push_back(Date(23, November, 2014));
    expectedHol.push_back(Date(29, November, 2014));
    expectedHol.push_back(Date(30, November, 2014));
    expectedHol.push_back(Date(6, December, 2014));
    expectedHol.push_back(Date(7, December, 2014));
    expectedHol.push_back(Date(13, December, 2014));
    expectedHol.push_back(Date(14, December, 2014));
    expectedHol.push_back(Date(20, December, 2014));
    expectedHol.push_back(Date(21, December, 2014));
    expectedHol.push_back(Date(27, December, 2014));
    expectedHol.push_back(Date(28, December, 2014));
    expectedHol.push_back(Date(31, December, 2014));

    // exhaustive holiday list for the year 2015
    expectedHol.push_back(Date(1, January, 2015));
    expectedHol.push_back(Date(2, January, 2015));
    expectedHol.push_back(Date(3, January, 2015));
    expectedHol.push_back(Date(4, January, 2015));
    expectedHol.push_back(Date(7, January, 2015));
    expectedHol.push_back(Date(10, January, 2015));
    expectedHol.push_back(Date(11, January, 2015));
    expectedHol.push_back(Date(17, January, 2015));
    expectedHol.push_back(Date(18, January, 2015));
    expectedHol.push_back(Date(24, January, 2015));
    expectedHol.push_back(Date(25, January, 2015));
    expectedHol.push_back(Date(31, January, 2015));
    expectedHol.push_back(Date(1, February, 2015));
    expectedHol.push_back(Date(7, February, 2015));
    expectedHol.push_back(Date(8, February, 2015));
    expectedHol.push_back(Date(14, February, 2015));
    expectedHol.push_back(Date(15, February, 2015));
    expectedHol.push_back(Date(21, February, 2015));
    expectedHol.push_back(Date(22, February, 2015));
    expectedHol.push_back(Date(23, February, 2015));
    expectedHol.push_back(Date(28, February, 2015));
    expectedHol.push_back(Date(1, March, 2015));
    expectedHol.push_back(Date(7, March, 2015));
    expectedHol.push_back(Date(8, March, 2015));
    expectedHol.push_back(Date(9, March, 2015));
    expectedHol.push_back(Date(14, March, 2015));
    expectedHol.push_back(Date(15, March, 2015));
    expectedHol.push_back(Date(21, March, 2015));
    expectedHol.push_back(Date(22, March, 2015));
    expectedHol.push_back(Date(28, March, 2015));
    expectedHol.push_back(Date(29, March, 2015));
    expectedHol.push_back(Date(4, April, 2015));
    expectedHol.push_back(Date(5, April, 2015));
    expectedHol.push_back(Date(11, April, 2015));
    expectedHol.push_back(Date(12, April, 2015));
    expectedHol.push_back(Date(18, April, 2015));
    expectedHol.push_back(Date(19, April, 2015));
    expectedHol.push_back(Date(25, April, 2015));
    expectedHol.push_back(Date(26, April, 2015));
    expectedHol.push_back(Date(1, May, 2015));
    expectedHol.push_back(Date(2, May, 2015));
    expectedHol.push_back(Date(3, May, 2015));
    expectedHol.push_back(Date(9, May, 2015));
    expectedHol.push_back(Date(10, May, 2015));
    expectedHol.push_back(Date(11, May, 2015));
    expectedHol.push_back(Date(16, May, 2015));
    expectedHol.push_back(Date(17, May, 2015));
    expectedHol.push_back(Date(23, May, 2015));
    expectedHol.push_back(Date(24, May, 2015));
    expectedHol.push_back(Date(30, May, 2015));
    expectedHol.push_back(Date(31, May, 2015));
    expectedHol.push_back(Date(6, June, 2015));
    expectedHol.push_back(Date(7, June, 2015));
    expectedHol.push_back(Date(12, June, 2015));
    expectedHol.push_back(Date(13, June, 2015));
    expectedHol.push_back(Date(14, June, 2015));
    expectedHol.push_back(Date(20, June, 2015));
    expectedHol.push_back(Date(21, June, 2015));
    expectedHol.push_back(Date(27, June, 2015));
    expectedHol.push_back(Date(28, June, 2015));
    expectedHol.push_back(Date(4, July, 2015));
    expectedHol.push_back(Date(5, July, 2015));
    expectedHol.push_back(Date(11, July, 2015));
    expectedHol.push_back(Date(12, July, 2015));
    expectedHol.push_back(Date(18, July, 2015));
    expectedHol.push_back(Date(19, July, 2015));
    expectedHol.push_back(Date(25, July, 2015));
    expectedHol.push_back(Date(26, July, 2015));
    expectedHol.push_back(Date(1, August, 2015));
    expectedHol.push_back(Date(2, August, 2015));
    expectedHol.push_back(Date(8, August, 2015));
    expectedHol.push_back(Date(9, August, 2015));
    expectedHol.push_back(Date(15, August, 2015));
    expectedHol.push_back(Date(16, August, 2015));
    expectedHol.push_back(Date(22, August, 2015));
    expectedHol.push_back(Date(23, August, 2015));
    expectedHol.push_back(Date(29, August, 2015));
    expectedHol.push_back(Date(30, August, 2015));
    expectedHol.push_back(Date(5, September, 2015));
    expectedHol.push_back(Date(6, September, 2015));
    expectedHol.push_back(Date(12, September, 2015));
    expectedHol.push_back(Date(13, September, 2015));
    expectedHol.push_back(Date(19, September, 2015));
    expectedHol.push_back(Date(20, September, 2015));
    expectedHol.push_back(Date(26, September, 2015));
    expectedHol.push_back(Date(27, September, 2015));
    expectedHol.push_back(Date(3, October, 2015));
    expectedHol.push_back(Date(4, October, 2015));
    expectedHol.push_back(Date(10, October, 2015));
    expectedHol.push_back(Date(11, October, 2015));
    expectedHol.push_back(Date(17, October, 2015));
    expectedHol.push_back(Date(18, October, 2015));
    expectedHol.push_back(Date(24, October, 2015));
    expectedHol.push_back(Date(25, October, 2015));
    expectedHol.push_back(Date(31, October, 2015));
    expectedHol.push_back(Date(1, November, 2015));
    expectedHol.push_back(Date(4, November, 2015));
    expectedHol.push_back(Date(7, November, 2015));
    expectedHol.push_back(Date(8, November, 2015));
    expectedHol.push_back(Date(14, November, 2015));
    expectedHol.push_back(Date(15, November, 2015));
    expectedHol.push_back(Date(21, November, 2015));
    expectedHol.push_back(Date(22, November, 2015));
    expectedHol.push_back(Date(28, November, 2015));
    expectedHol.push_back(Date(29, November, 2015));
    expectedHol.push_back(Date(5, December, 2015));
    expectedHol.push_back(Date(6, December, 2015));
    expectedHol.push_back(Date(12, December, 2015));
    expectedHol.push_back(Date(13, December, 2015));
    expectedHol.push_back(Date(19, December, 2015));
    expectedHol.push_back(Date(20, December, 2015));
    expectedHol.push_back(Date(26, December, 2015));
    expectedHol.push_back(Date(27, December, 2015));
    expectedHol.push_back(Date(31, December, 2015));

    // exhaustive holiday list for the year 2016
    expectedHol.push_back(Date(1, January, 2016));
    expectedHol.push_back(Date(2, January, 2016));
    expectedHol.push_back(Date(3, January, 2016));
    expectedHol.push_back(Date(7, January, 2016));
    expectedHol.push_back(Date(8, January, 2016));
    expectedHol.push_back(Date(9, January, 2016));
    expectedHol.push_back(Date(10, January, 2016));
    expectedHol.push_back(Date(16, January, 2016));
    expectedHol.push_back(Date(17, January, 2016));
    expectedHol.push_back(Date(23, January, 2016));
    expectedHol.push_back(Date(24, January, 2016));
    expectedHol.push_back(Date(30, January, 2016));
    expectedHol.push_back(Date(31, January, 2016));
    expectedHol.push_back(Date(6, February, 2016));
    expectedHol.push_back(Date(7, February, 2016));
    expectedHol.push_back(Date(13, February, 2016));
    expectedHol.push_back(Date(14, February, 2016));
    expectedHol.push_back(Date(21, February, 2016));
    expectedHol.push_back(Date(23, February, 2016));
    expectedHol.push_back(Date(27, February, 2016));
    expectedHol.push_back(Date(28, February, 2016));
    expectedHol.push_back(Date(5, March, 2016));
    expectedHol.push_back(Date(6, March, 2016));
    expectedHol.push_back(Date(8, March, 2016));
    expectedHol.push_back(Date(12, March, 2016));
    expectedHol.push_back(Date(13, March, 2016));
    expectedHol.push_back(Date(19, March, 2016));
    expectedHol.push_back(Date(20, March, 2016));
    expectedHol.push_back(Date(26, March, 2016));
    expectedHol.push_back(Date(27, March, 2016));
    expectedHol.push_back(Date(2, April, 2016));
    expectedHol.push_back(Date(3, April, 2016));
    expectedHol.push_back(Date(9, April, 2016));
    expectedHol.push_back(Date(10, April, 2016));
    expectedHol.push_back(Date(16, April, 2016));
    expectedHol.push_back(Date(17, April, 2016));
    expectedHol.push_back(Date(23, April, 2016));
    expectedHol.push_back(Date(24, April, 2016));
    expectedHol.push_back(Date(30, April, 2016));
    expectedHol.push_back(Date(1, May, 2016));
    expectedHol.push_back(Date(2, May, 2016));
    expectedHol.push_back(Date(3, May, 2016));
    expectedHol.push_back(Date(7, May, 2016));
    expectedHol.push_back(Date(8, May, 2016));
    expectedHol.push_back(Date(9, May, 2016));
    expectedHol.push_back(Date(14, May, 2016));
    expectedHol.push_back(Date(15, May, 2016));
    expectedHol.push_back(Date(21, May, 2016));
    expectedHol.push_back(Date(22, May, 2016));
    expectedHol.push_back(Date(28, May, 2016));
    expectedHol.push_back(Date(29, May, 2016));
    expectedHol.push_back(Date(4, June, 2016));
    expectedHol.push_back(Date(5, June, 2016));
    expectedHol.push_back(Date(11, June, 2016));
    expectedHol.push_back(Date(12, June, 2016));
    expectedHol.push_back(Date(13, June, 2016));
    expectedHol.push_back(Date(18, June, 2016));
    expectedHol.push_back(Date(19, June, 2016));
    expectedHol.push_back(Date(25, June, 2016));
    expectedHol.push_back(Date(26, June, 2016));
    expectedHol.push_back(Date(2, July, 2016));
    expectedHol.push_back(Date(3, July, 2016));
    expectedHol.push_back(Date(9, July, 2016));
    expectedHol.push_back(Date(10, July, 2016));
    expectedHol.push_back(Date(16, July, 2016));
    expectedHol.push_back(Date(17, July, 2016));
    expectedHol.push_back(Date(23, July, 2016));
    expectedHol.push_back(Date(24, July, 2016));
    expectedHol.push_back(Date(30, July, 2016));
    expectedHol.push_back(Date(31, July, 2016));
    expectedHol.push_back(Date(6, August, 2016));
    expectedHol.push_back(Date(7, August, 2016));
    expectedHol.push_back(Date(13, August, 2016));
    expectedHol.push_back(Date(14, August, 2016));
    expectedHol.push_back(Date(20, August, 2016));
    expectedHol.push_back(Date(21, August, 2016));
    expectedHol.push_back(Date(27, August, 2016));
    expectedHol.push_back(Date(28, August, 2016));
    expectedHol.push_back(Date(3, September, 2016));
    expectedHol.push_back(Date(4, September, 2016));
    expectedHol.push_back(Date(10, September, 2016));
    expectedHol.push_back(Date(11, September, 2016));
    expectedHol.push_back(Date(17, September, 2016));
    expectedHol.push_back(Date(18, September, 2016));
    expectedHol.push_back(Date(24, September, 2016));
    expectedHol.push_back(Date(25, September, 2016));
    expectedHol.push_back(Date(1, October, 2016));
    expectedHol.push_back(Date(2, October, 2016));
    expectedHol.push_back(Date(8, October, 2016));
    expectedHol.push_back(Date(9, October, 2016));
    expectedHol.push_back(Date(15, October, 2016));
    expectedHol.push_back(Date(16, October, 2016));
    expectedHol.push_back(Date(22, October, 2016));
    expectedHol.push_back(Date(23, October, 2016));
    expectedHol.push_back(Date(29, October, 2016));
    expectedHol.push_back(Date(30, October, 2016));
    expectedHol.push_back(Date(4, November, 2016));
    expectedHol.push_back(Date(5, November, 2016));
    expectedHol.push_back(Date(6, November, 2016));
    expectedHol.push_back(Date(12, November, 2016));
    expectedHol.push_back(Date(13, November, 2016));
    expectedHol.push_back(Date(19, November, 2016));
    expectedHol.push_back(Date(20, November, 2016));
    expectedHol.push_back(Date(26, November, 2016));
    expectedHol.push_back(Date(27, November, 2016));
    expectedHol.push_back(Date(3, December, 2016));
    expectedHol.push_back(Date(4, December, 2016));
    expectedHol.push_back(Date(10, December, 2016));
    expectedHol.push_back(Date(11, December, 2016));
    expectedHol.push_back(Date(17, December, 2016));
    expectedHol.push_back(Date(18, December, 2016));
    expectedHol.push_back(Date(24, December, 2016));
    expectedHol.push_back(Date(25, December, 2016));
    expectedHol.push_back(Date(30, December, 2016));
    expectedHol.push_back(Date(31, December, 2016));

    Calendar c = Russia(Russia::MOEX);


    std::vector<Date> hol =
        c.holidayList(Date(1, January, 2012),
                      Date(31, December, 2016), // only dates for which calendars are available
                      true);                    // include week-ends since lists are exhaustive
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testBrazil() {
    BOOST_TEST_MESSAGE("Testing Brazil holiday list...");

    std::vector<Date> expectedHol;

    // expectedHol.push_back(Date(1,January,2005)); // Saturday
    expectedHol.push_back(Date(7, February, 2005));
    expectedHol.push_back(Date(8, February, 2005));
    expectedHol.push_back(Date(25, March, 2005));
    expectedHol.push_back(Date(21, April, 2005));
    // expectedHol.push_back(Date(1,May,2005)); // Sunday
    expectedHol.push_back(Date(26, May, 2005));
    expectedHol.push_back(Date(7, September, 2005));
    expectedHol.push_back(Date(12, October, 2005));
    expectedHol.push_back(Date(2, November, 2005));
    expectedHol.push_back(Date(15, November, 2005));
    // expectedHol.push_back(Date(25,December,2005)); // Sunday

    // expectedHol.push_back(Date(1,January,2006)); // Sunday
    expectedHol.push_back(Date(27, February, 2006));
    expectedHol.push_back(Date(28, February, 2006));
    expectedHol.push_back(Date(14, April, 2006));
    expectedHol.push_back(Date(21, April, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(15, June, 2006));
    expectedHol.push_back(Date(7, September, 2006));
    expectedHol.push_back(Date(12, October, 2006));
    expectedHol.push_back(Date(2, November, 2006));
    expectedHol.push_back(Date(15, November, 2006));
    expectedHol.push_back(Date(25, December, 2006));

    Calendar c = Brazil();
    std::vector<Date> hol = c.holidayList(Date(1, January, 2005), Date(31, December, 2006));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}


void CalendarTest::testSouthKoreanSettlement() {
    BOOST_TEST_MESSAGE("Testing South-Korean settlement holiday list...");

    std::vector<Date> expectedHol;
    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(21, January, 2004));
    expectedHol.push_back(Date(22, January, 2004));
    expectedHol.push_back(Date(23, January, 2004));
    expectedHol.push_back(Date(1, March, 2004));
    expectedHol.push_back(Date(5, April, 2004));
    expectedHol.push_back(Date(15, April, 2004)); // election day
    //    expectedHol.push_back(Date(1,May,2004)); // Saturday
    expectedHol.push_back(Date(5, May, 2004));
    expectedHol.push_back(Date(26, May, 2004));
    //    expectedHol.push_back(Date(6,June,2004)); // Sunday
    //    expectedHol.push_back(Date(17,July,2004)); // Saturday
    //    expectedHol.push_back(Date(15,August,2004)); // Sunday
    expectedHol.push_back(Date(27, September, 2004));
    expectedHol.push_back(Date(28, September, 2004));
    expectedHol.push_back(Date(29, September, 2004));
    //    expectedHol.push_back(Date(3,October,2004)); // Sunday
    //    expectedHol.push_back(Date(25,December,2004)); // Saturday

    //    expectedHol.push_back(Date(1,January,2005)); // Saturday
    expectedHol.push_back(Date(8, February, 2005));
    expectedHol.push_back(Date(9, February, 2005));
    expectedHol.push_back(Date(10, February, 2005));
    expectedHol.push_back(Date(1, March, 2005));
    expectedHol.push_back(Date(5, April, 2005));
    expectedHol.push_back(Date(5, May, 2005));
    //    expectedHol.push_back(Date(15,May,2005)); // Sunday
    expectedHol.push_back(Date(6, June, 2005));
    //    expectedHol.push_back(Date(17,July,2005)); // Sunday
    expectedHol.push_back(Date(15, August, 2005));
    //    expectedHol.push_back(Date(17,September,2005)); // Saturday
    //    expectedHol.push_back(Date(18,September,2005)); // Sunday
    expectedHol.push_back(Date(19, September, 2005));
    expectedHol.push_back(Date(3, October, 2005));
    //    expectedHol.push_back(Date(25,December,2005)); // Sunday

    //    expectedHol.push_back(Date(1,January,2006)); // Sunday
    //    expectedHol.push_back(Date(28,January,2006)); // Saturday
    //    expectedHol.push_back(Date(29,January,2006)); // Sunday
    expectedHol.push_back(Date(30, January, 2006));
    expectedHol.push_back(Date(1, March, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(5, May, 2006));
    expectedHol.push_back(Date(31, May, 2006)); // election
    expectedHol.push_back(Date(6, June, 2006));
    expectedHol.push_back(Date(17, July, 2006));
    expectedHol.push_back(Date(15, August, 2006));
    expectedHol.push_back(Date(3, October, 2006));
    expectedHol.push_back(Date(5, October, 2006));
    expectedHol.push_back(Date(6, October, 2006));
    //    expectedHol.push_back(Date(7,October,2006)); // Saturday
    expectedHol.push_back(Date(25, December, 2006));

    expectedHol.push_back(Date(1, January, 2007));
    //    expectedHol.push_back(Date(17,February,2007)); // Saturday
    //    expectedHol.push_back(Date(18,February,2007)); // Sunday
    expectedHol.push_back(Date(19, February, 2007));
    expectedHol.push_back(Date(1, March, 2007));
    expectedHol.push_back(Date(1, May, 2007));
    //    expectedHol.push_back(Date(5,May,2007)); // Saturday
    expectedHol.push_back(Date(24, May, 2007));
    expectedHol.push_back(Date(6, June, 2007));
    expectedHol.push_back(Date(17, July, 2007));
    expectedHol.push_back(Date(15, August, 2007));
    expectedHol.push_back(Date(24, September, 2007));
    expectedHol.push_back(Date(25, September, 2007));
    expectedHol.push_back(Date(26, September, 2007));
    expectedHol.push_back(Date(3, October, 2007));
    expectedHol.push_back(Date(19, December, 2007)); // election
    expectedHol.push_back(Date(25, December, 2007));

    Calendar c = SouthKorea(SouthKorea::Settlement);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2007));
    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testKoreaStockExchange() {
    BOOST_TEST_MESSAGE("Testing Korea Stock Exchange holiday list...");

    std::vector<Date> expectedHol;
    expectedHol.push_back(Date(1, January, 2004));
    expectedHol.push_back(Date(21, January, 2004));
    expectedHol.push_back(Date(22, January, 2004));
    expectedHol.push_back(Date(23, January, 2004));
    expectedHol.push_back(Date(1, March, 2004));
    expectedHol.push_back(Date(5, April, 2004));
    expectedHol.push_back(Date(15, April, 2004)); // election day
    //    expectedHol.push_back(Date(1,May,2004)); // Saturday
    expectedHol.push_back(Date(5, May, 2004));
    expectedHol.push_back(Date(26, May, 2004));
    //    expectedHol.push_back(Date(6,June,2004)); // Sunday
    //    expectedHol.push_back(Date(17,July,2004)); // Saturday
    //    expectedHol.push_back(Date(15,August,2004)); // Sunday
    expectedHol.push_back(Date(27, September, 2004));
    expectedHol.push_back(Date(28, September, 2004));
    expectedHol.push_back(Date(29, September, 2004));
    //    expectedHol.push_back(Date(3,October,2004)); // Sunday
    //    expectedHol.push_back(Date(25,December,2004)); // Saturday
    expectedHol.push_back(Date(31, December, 2004));

    //    expectedHol.push_back(Date(1,January,2005)); // Saturday
    expectedHol.push_back(Date(8, February, 2005));
    expectedHol.push_back(Date(9, February, 2005));
    expectedHol.push_back(Date(10, February, 2005));
    expectedHol.push_back(Date(1, March, 2005));
    expectedHol.push_back(Date(5, April, 2005));
    expectedHol.push_back(Date(5, May, 2005));
    //    expectedHol.push_back(Date(15,May,2005)); // Sunday
    expectedHol.push_back(Date(6, June, 2005));
    //    expectedHol.push_back(Date(17,July,2005)); // Sunday
    expectedHol.push_back(Date(15, August, 2005));
    //    expectedHol.push_back(Date(17,September,2005)); // Saturday
    //    expectedHol.push_back(Date(18,September,2005)); // Sunday
    expectedHol.push_back(Date(19, September, 2005));
    expectedHol.push_back(Date(3, October, 2005));
    //    expectedHol.push_back(Date(25,December,2005)); // Sunday
    expectedHol.push_back(Date(30, December, 2005));

    //    expectedHol.push_back(Date(1,January,2006)); // Sunday
    //    expectedHol.push_back(Date(28,January,2006)); // Saturday
    //    expectedHol.push_back(Date(29,January,2006)); // Sunday
    expectedHol.push_back(Date(30, January, 2006));
    expectedHol.push_back(Date(1, March, 2006));
    expectedHol.push_back(Date(1, May, 2006));
    expectedHol.push_back(Date(5, May, 2006));
    expectedHol.push_back(Date(31, May, 2006)); // election
    expectedHol.push_back(Date(6, June, 2006));
    expectedHol.push_back(Date(17, July, 2006));
    expectedHol.push_back(Date(15, August, 2006));
    expectedHol.push_back(Date(3, October, 2006));
    expectedHol.push_back(Date(5, October, 2006));
    expectedHol.push_back(Date(6, October, 2006));
    //    expectedHol.push_back(Date(7,October,2006)); // Saturday
    expectedHol.push_back(Date(25, December, 2006));
    expectedHol.push_back(Date(29, December, 2006));

    expectedHol.push_back(Date(1, January, 2007));
    //    expectedHol.push_back(Date(17,February,2007)); // Saturday
    //    expectedHol.push_back(Date(18,February,2007)); // Sunday
    expectedHol.push_back(Date(19, February, 2007));
    expectedHol.push_back(Date(1, March, 2007));
    expectedHol.push_back(Date(1, May, 2007));
    //    expectedHol.push_back(Date(5,May,2007)); // Saturday
    expectedHol.push_back(Date(24, May, 2007));
    expectedHol.push_back(Date(6, June, 2007));
    expectedHol.push_back(Date(17, July, 2007));
    expectedHol.push_back(Date(15, August, 2007));
    expectedHol.push_back(Date(24, September, 2007));
    expectedHol.push_back(Date(25, September, 2007));
    expectedHol.push_back(Date(26, September, 2007));
    expectedHol.push_back(Date(3, October, 2007));
    expectedHol.push_back(Date(19, December, 2007)); // election
    expectedHol.push_back(Date(25, December, 2007));
    expectedHol.push_back(Date(31, December, 2007));

    Calendar c = SouthKorea(SouthKorea::KRX);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2004), Date(31, December, 2007));

    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testChinaSSE() {
    BOOST_TEST_MESSAGE("Testing China Shanghai Stock Exchange holiday list...");

    std::vector<Date> expectedHol;

    // China Shanghai Securities Exchange holiday list in the year 2014
    expectedHol.push_back(Date(1, Jan, 2014));
    expectedHol.push_back(Date(31, Jan, 2014));
    expectedHol.push_back(Date(3, Feb, 2014));
    expectedHol.push_back(Date(4, Feb, 2014));
    expectedHol.push_back(Date(5, Feb, 2014));
    expectedHol.push_back(Date(6, Feb, 2014));
    expectedHol.push_back(Date(7, Apr, 2014));
    expectedHol.push_back(Date(1, May, 2014));
    expectedHol.push_back(Date(2, May, 2014));
    expectedHol.push_back(Date(2, Jun, 2014));
    expectedHol.push_back(Date(8, Sep, 2014));
    expectedHol.push_back(Date(1, Oct, 2014));
    expectedHol.push_back(Date(2, Oct, 2014));
    expectedHol.push_back(Date(3, Oct, 2014));
    expectedHol.push_back(Date(6, Oct, 2014));
    expectedHol.push_back(Date(7, Oct, 2014));

    // China Shanghai Securities Exchange holiday list in the year 2015
    expectedHol.push_back(Date(1, Jan, 2015));
    expectedHol.push_back(Date(2, Jan, 2015));
    expectedHol.push_back(Date(18, Feb, 2015));
    expectedHol.push_back(Date(19, Feb, 2015));
    expectedHol.push_back(Date(20, Feb, 2015));
    expectedHol.push_back(Date(23, Feb, 2015));
    expectedHol.push_back(Date(24, Feb, 2015));
    expectedHol.push_back(Date(6, Apr, 2015));
    expectedHol.push_back(Date(1, May, 2015));
    expectedHol.push_back(Date(22, Jun, 2015));
    expectedHol.push_back(Date(3, Sep, 2015));
    expectedHol.push_back(Date(4, Sep, 2015));
    expectedHol.push_back(Date(1, Oct, 2015));
    expectedHol.push_back(Date(2, Oct, 2015));
    expectedHol.push_back(Date(5, Oct, 2015));
    expectedHol.push_back(Date(6, Oct, 2015));
    expectedHol.push_back(Date(7, Oct, 2015));

    // China Shanghai Securities Exchange holiday list in the year 2016
    expectedHol.push_back(Date(1, Jan, 2016));
    expectedHol.push_back(Date(8, Feb, 2016));
    expectedHol.push_back(Date(9, Feb, 2016));
    expectedHol.push_back(Date(10, Feb, 2016));
    expectedHol.push_back(Date(11, Feb, 2016));
    expectedHol.push_back(Date(12, Feb, 2016));
    expectedHol.push_back(Date(4, Apr, 2016));
    expectedHol.push_back(Date(2, May, 2016));
    expectedHol.push_back(Date(9, Jun, 2016));
    expectedHol.push_back(Date(10, Jun, 2016));
    expectedHol.push_back(Date(15, Sep, 2016));
    expectedHol.push_back(Date(16, Sep, 2016));
    expectedHol.push_back(Date(3, Oct, 2016));
    expectedHol.push_back(Date(4, Oct, 2016));
    expectedHol.push_back(Date(5, Oct, 2016));
    expectedHol.push_back(Date(6, Oct, 2016));
    expectedHol.push_back(Date(7, Oct, 2016));

    // China Shanghai Securities Exchange holiday list in the year 2017
    expectedHol.push_back(Date(2, Jan, 2017));
    expectedHol.push_back(Date(27, Jan, 2017));
    expectedHol.push_back(Date(30, Jan, 2017));
    expectedHol.push_back(Date(31, Jan, 2017));
    expectedHol.push_back(Date(1, Feb, 2017));
    expectedHol.push_back(Date(2, Feb, 2017));
    expectedHol.push_back(Date(3, April, 2017));
    expectedHol.push_back(Date(4, April, 2017));
    expectedHol.push_back(Date(1, May, 2017));
    expectedHol.push_back(Date(29, May, 2017));
    expectedHol.push_back(Date(30, May, 2017));
    expectedHol.push_back(Date(2, Oct, 2017));
    expectedHol.push_back(Date(3, Oct, 2017));
    expectedHol.push_back(Date(4, Oct, 2017));
    expectedHol.push_back(Date(5, Oct, 2017));
    expectedHol.push_back(Date(6, Oct, 2017));

    // China Shanghai Securities Exchange holiday list in the year 2018
    expectedHol.push_back(Date(1, Jan, 2018));
    expectedHol.push_back(Date(15, Feb, 2018));
    expectedHol.push_back(Date(16, Feb, 2018));
    expectedHol.push_back(Date(19, Feb, 2018));
    expectedHol.push_back(Date(20, Feb, 2018));
    expectedHol.push_back(Date(21, Feb, 2018));
    expectedHol.push_back(Date(5, April, 2018));
    expectedHol.push_back(Date(6, April, 2018));
    expectedHol.push_back(Date(30, April, 2018));
    expectedHol.push_back(Date(1, May, 2018));
    expectedHol.push_back(Date(18, June, 2018));
    expectedHol.push_back(Date(24, September, 2018));
    expectedHol.push_back(Date(1, Oct, 2018));
    expectedHol.push_back(Date(2, Oct, 2018));
    expectedHol.push_back(Date(3, Oct, 2018));
    expectedHol.push_back(Date(4, Oct, 2018));
    expectedHol.push_back(Date(5, Oct, 2018));
    expectedHol.push_back(Date(31, December, 2018));

    // China Shanghai Securities Exchange holiday list in the year 2019
    expectedHol.push_back(Date(1, Jan, 2019));
    expectedHol.push_back(Date(4, Feb, 2019));
    expectedHol.push_back(Date(5, Feb, 2019));
    expectedHol.push_back(Date(6, Feb, 2019));
    expectedHol.push_back(Date(7, Feb, 2019));
    expectedHol.push_back(Date(8, Feb, 2019));
    expectedHol.push_back(Date(5, April, 2019));
    expectedHol.push_back(Date(1, May, 2019));
    expectedHol.push_back(Date(2, May, 2019));
    expectedHol.push_back(Date(3, May, 2019));
    expectedHol.push_back(Date(7, June, 2019));
    expectedHol.push_back(Date(13, September, 2019));
    expectedHol.push_back(Date(1, October, 2019));
    expectedHol.push_back(Date(2, October, 2019));
    expectedHol.push_back(Date(3, October, 2019));
    expectedHol.push_back(Date(4, October, 2019));
    expectedHol.push_back(Date(7, October, 2019));

    // China Shanghai Securities Exchange holiday list in the year 2020
    expectedHol.push_back(Date(1, Jan, 2020));
    expectedHol.push_back(Date(24, Jan, 2020));
    expectedHol.push_back(Date(27, Jan, 2020));
    expectedHol.push_back(Date(28, Jan, 2020));
    expectedHol.push_back(Date(29, Jan, 2020));
    expectedHol.push_back(Date(30, Jan, 2020));
    expectedHol.push_back(Date(31, Jan, 2020));
    expectedHol.push_back(Date(6, April, 2020));
    expectedHol.push_back(Date(1, May, 2020));
    expectedHol.push_back(Date(4, May, 2020));
    expectedHol.push_back(Date(5, May, 2020));
    expectedHol.push_back(Date(25, June, 2020));
    expectedHol.push_back(Date(26, June, 2020));
    expectedHol.push_back(Date(1, October, 2020));
    expectedHol.push_back(Date(2, October, 2020));
    expectedHol.push_back(Date(5, October, 2020));
    expectedHol.push_back(Date(6, October, 2020));
    expectedHol.push_back(Date(7, October, 2020));
    expectedHol.push_back(Date(8, October, 2020));

    Calendar c = China(China::SSE);
    std::vector<Date> hol = c.holidayList(Date(1, January, 2014), Date(31, December, 2020));

    for (Size i = 0; i < std::min<Size>(hol.size(), expectedHol.size()); i++) {
        if (hol[i] != expectedHol[i])
            BOOST_FAIL("expected holiday was " << expectedHol[i] << " while calculated holiday is "
                                               << hol[i]);
    }
    if (hol.size() != expectedHol.size())
        BOOST_FAIL("there were " << expectedHol.size() << " expected holidays, while there are "
                                 << hol.size() << " calculated holidays");
}

void CalendarTest::testChinaIB() {
    BOOST_TEST_MESSAGE("Testing China Inter Bank working weekends list...");

    std::vector<Date> expectedWorkingWeekEnds;

    // China Inter Bank working weekends list in the year 2014
    expectedWorkingWeekEnds.push_back(Date(26, Jan, 2014));
    expectedWorkingWeekEnds.push_back(Date(8, Feb, 2014));
    expectedWorkingWeekEnds.push_back(Date(4, May, 2014));
    expectedWorkingWeekEnds.push_back(Date(28, Sep, 2014));
    expectedWorkingWeekEnds.push_back(Date(11, Oct, 2014));

    // China Inter Bank working weekends list in the year 2015
    expectedWorkingWeekEnds.push_back(Date(4, Jan, 2015));
    expectedWorkingWeekEnds.push_back(Date(15, Feb, 2015));
    expectedWorkingWeekEnds.push_back(Date(28, Feb, 2015));
    expectedWorkingWeekEnds.push_back(Date(6, Sep, 2015));
    expectedWorkingWeekEnds.push_back(Date(10, Oct, 2015));

    // China Inter Bank working weekends list in the year 2016
    expectedWorkingWeekEnds.push_back(Date(6, Feb, 2016));
    expectedWorkingWeekEnds.push_back(Date(14, Feb, 2016));
    expectedWorkingWeekEnds.push_back(Date(12, Jun, 2016));
    expectedWorkingWeekEnds.push_back(Date(18, Sep, 2016));
    expectedWorkingWeekEnds.push_back(Date(8, Oct, 2016));
    expectedWorkingWeekEnds.push_back(Date(9, Oct, 2016));

    // China Inter Bank working weekends list in the year 2017
    expectedWorkingWeekEnds.push_back(Date(22, Jan, 2017));
    expectedWorkingWeekEnds.push_back(Date(4, Feb, 2017));
    expectedWorkingWeekEnds.push_back(Date(1, April, 2017));
    expectedWorkingWeekEnds.push_back(Date(27, May, 2017));
    expectedWorkingWeekEnds.push_back(Date(30, Sep, 2017));

    // China Inter Bank working weekends list in the year 2018
    expectedWorkingWeekEnds.push_back(Date(11, Feb, 2018));
    expectedWorkingWeekEnds.push_back(Date(24, Feb, 2018));
    expectedWorkingWeekEnds.push_back(Date(8, April, 2018));
    expectedWorkingWeekEnds.push_back(Date(28, April, 2018));
    expectedWorkingWeekEnds.push_back(Date(29, Sep, 2018));
    expectedWorkingWeekEnds.push_back(Date(30, Sep, 2018));
    expectedWorkingWeekEnds.push_back(Date(29, December, 2018));

    // China Inter Bank working weekends list in the year 2019
    expectedWorkingWeekEnds.push_back(Date(2, Feb, 2019));
    expectedWorkingWeekEnds.push_back(Date(3, Feb, 2019));
    expectedWorkingWeekEnds.push_back(Date(28, April, 2019));
    expectedWorkingWeekEnds.push_back(Date(5, May, 2019));
    expectedWorkingWeekEnds.push_back(Date(29, September, 2019));
    expectedWorkingWeekEnds.push_back(Date(12, October, 2019));

    // China Inter Bank working weekends list in the year 2020
    expectedWorkingWeekEnds.push_back(Date(19, January, 2020));
    expectedWorkingWeekEnds.push_back(Date(26, April, 2020));
    expectedWorkingWeekEnds.push_back(Date(9, May, 2020));
    expectedWorkingWeekEnds.push_back(Date(28, June, 2020));
    expectedWorkingWeekEnds.push_back(Date(27, September, 2020));
    expectedWorkingWeekEnds.push_back(Date(10, October, 2020));

    Calendar c = China(China::IB);
    Date start(1, Jan, 2014);
    Date end(31, Dec, 2020);

    Size k = 0;

    while (start <= end) {
        if (c.isBusinessDay(start) && c.isWeekend(start.weekday())) {
            if (expectedWorkingWeekEnds[k] != start)
                BOOST_FAIL("expected working weekend was "
                           << expectedWorkingWeekEnds[k] << " while calculated working weekend is "
                           << start);
            ++k;
        }
        ++start;
    }

    if (k != (expectedWorkingWeekEnds.size()))
        BOOST_FAIL("there were " << expectedWorkingWeekEnds.size()
                                 << " expected working weekends, while there are " << k
                                 << " calculated working weekends");
}

void CalendarTest::testEndOfMonth() {
    BOOST_TEST_MESSAGE("Testing end-of-month calculation...");

    Calendar c = TARGET(); // any calendar would be OK

    Date eom, counter = Date::minDate();
    Date last = Date::maxDate() - 2 * Months;

    while (counter <= last) {
        eom = c.endOfMonth(counter);
        // check that eom is eom
        if (!c.isEndOfMonth(eom))
            BOOST_FAIL("\n  " << eom.weekday() << " " << eom << " is not the last business day in "
                              << eom.month() << " " << eom.year() << " according to " << c.name());
        // check that eom is in the same month as counter
        if (eom.month() != counter.month())
            BOOST_FAIL("\n  " << eom << " is not in the same month as " << counter);
        counter = counter + 1;
    }
}

void CalendarTest::testBusinessDaysBetween() {

    BOOST_TEST_MESSAGE("Testing calculation of business days between dates...");

    std::vector<Date> testDates;
    testDates.push_back(Date(1, February, 2002));  // isBusinessDay = true
    testDates.push_back(Date(4, February, 2002));  // isBusinessDay = true
    testDates.push_back(Date(16, May, 2003));      // isBusinessDay = true
    testDates.push_back(Date(17, December, 2003)); // isBusinessDay = true
    testDates.push_back(Date(17, December, 2004)); // isBusinessDay = true
    testDates.push_back(Date(19, December, 2005)); // isBusinessDay = true
    testDates.push_back(Date(2, January, 2006));   // isBusinessDay = true
    testDates.push_back(Date(13, March, 2006));    // isBusinessDay = true
    testDates.push_back(Date(15, May, 2006));      // isBusinessDay = true
    testDates.push_back(Date(17, March, 2006));    // isBusinessDay = true
    testDates.push_back(Date(15, May, 2006));      // isBusinessDay = true
    testDates.push_back(Date(26, July, 2006));     // isBusinessDay = true
    testDates.push_back(Date(26, July, 2006));     // isBusinessDay = true
    testDates.push_back(Date(27, July, 2006));     // isBusinessDay = true
    testDates.push_back(Date(29, July, 2006));     // isBusinessDay = false
    testDates.push_back(Date(29, July, 2006));     // isBusinessDay = false

    // default params: from date included, to excluded
    Date::serial_type expected[] = {1, 321, 152, 251, 252, 10, 48, 42, -38, 38, 51, 0, 1, 2, 0};

    // exclude from, include to
    Date::serial_type expected_include_to[] = {1,   321, 152, 251, 252, 10, 48, 42,
                                               -38, 38,  51,  0,   1,   1,  0};

    // include both from and to
    Date::serial_type expected_include_all[] = {2,   322, 153, 252, 253, 11, 49, 43,
                                                -39, 39,  52,  1,   2,   2,  0};

    // exclude both from and to
    Date::serial_type expected_exclude_all[] = {0,   320, 151, 250, 251, 9, 47, 41,
                                                -37, 37,  50,  0,   0,   1, 0};

    Calendar calendar = Brazil();

    for (Size i = 1; i < testDates.size(); i++) {
        Integer calculated =
            calendar.businessDaysBetween(testDates[i - 1], testDates[i], true, false);
        if (calculated != expected[i - 1]) {
            BOOST_ERROR("from " << testDates[i - 1] << " included"
                                << " to " << testDates[i] << " excluded:\n"
                                << "    calculated: " << calculated << "\n"
                                << "    expected:   " << expected[i - 1]);
        }

        calculated = calendar.businessDaysBetween(testDates[i - 1], testDates[i], false, true);
        if (calculated != expected_include_to[i - 1]) {
            BOOST_ERROR("from " << testDates[i - 1] << " excluded"
                                << " to " << testDates[i] << " included:\n"
                                << "    calculated: " << calculated << "\n"
                                << "    expected:   " << expected_include_to[i - 1]);
        }

        calculated = calendar.businessDaysBetween(testDates[i - 1], testDates[i], true, true);
        if (calculated != expected_include_all[i - 1]) {
            BOOST_ERROR("from " << testDates[i - 1] << " included"
                                << " to " << testDates[i] << " included:\n"
                                << "    calculated: " << calculated << "\n"
                                << "    expected:   " << expected_include_all[i - 1]);
        }

        calculated = calendar.businessDaysBetween(testDates[i - 1], testDates[i], false, false);
        if (calculated != expected_exclude_all[i - 1]) {
            BOOST_ERROR("from " << testDates[i - 1] << " excluded"
                                << " to " << testDates[i] << " excluded:\n"
                                << "    calculated: " << calculated << "\n"
                                << "    expected:   " << expected_exclude_all[i - 1]);
        }
    }
}


void CalendarTest::testBespokeCalendars() {

    BOOST_TEST_MESSAGE("Testing bespoke calendars...");

    BespokeCalendar a1;
    BespokeCalendar b1;

    Date testDate1 = Date(4, October, 2008); // Saturday
    Date testDate2 = Date(5, October, 2008); // Sunday
    Date testDate3 = Date(6, October, 2008); // Monday
    Date testDate4 = Date(7, October, 2008); // Tuesday

    if (!a1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " erroneously detected as holiday");
    if (!a1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " erroneously detected as holiday");
    if (!a1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " erroneously detected as holiday");
    if (!a1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    if (!b1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    a1.addWeekend(Sunday);

    if (!a1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " erroneously detected as holiday");
    if (a1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " (Sunday) not detected as weekend");
    if (!a1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " erroneously detected as holiday");
    if (!a1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    if (!b1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    a1.addHoliday(testDate3);

    if (!a1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " erroneously detected as holiday");
    if (a1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " (Sunday) not detected as weekend");
    if (a1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " (marked as holiday) not detected");
    if (!a1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    if (!b1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " erroneously detected as holiday");
    if (!b1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    BespokeCalendar a2 = a1; // linked to a1

    a2.addWeekend(Saturday);

    if (a1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " (Saturday) not detected as weekend");
    if (a1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " (Sunday) not detected as weekend");
    if (a1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " (marked as holiday) not detected");
    if (!a1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    if (a2.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " (Saturday) not detected as weekend");
    if (a2.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " (Sunday) not detected as weekend");
    if (a2.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " (marked as holiday) not detected");
    if (!a2.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " erroneously detected as holiday");

    a2.addHoliday(testDate4);

    if (a1.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " (Saturday) not detected as weekend");
    if (a1.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " (Sunday) not detected as weekend");
    if (a1.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " (marked as holiday) not detected");
    if (a1.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " (marked as holiday) not detected");

    if (a2.isBusinessDay(testDate1))
        BOOST_ERROR(testDate1 << " (Saturday) not detected as weekend");
    if (a2.isBusinessDay(testDate2))
        BOOST_ERROR(testDate2 << " (Sunday) not detected as weekend");
    if (a2.isBusinessDay(testDate3))
        BOOST_ERROR(testDate3 << " (marked as holiday) not detected");
    if (a2.isBusinessDay(testDate4))
        BOOST_ERROR(testDate4 << " (marked as holiday) not detected");
}

void CalendarTest::testIntradayAddHolidays() {
#ifdef QL_HIGH_RESOLUTION_DATE
    BOOST_TEST_MESSAGE("Testing addHolidays with enable-intraday...");

    // test cases taken from testModifiedCalendars

    Calendar c1 = TARGET();
    Calendar c2 = UnitedStates(UnitedStates::NYSE);
    Date d1(1, May, 2004);                // holiday for both calendars
    Date d2(26, April, 2004, 0, 0, 1, 1); // business day

    Date d1Mock(1, May, 2004, 1, 1, 0, 0); // holiday for both calendars
    Date d2Mock(26, April, 2004);          // business day

    // this works anyhow because implementation uses day() month() etc
    QL_REQUIRE(c1.isHoliday(d1), "wrong assumption---correct the test");
    QL_REQUIRE(c1.isBusinessDay(d2), "wrong assumption---correct the test");

    QL_REQUIRE(c2.isHoliday(d1), "wrong assumption---correct the test");
    QL_REQUIRE(c2.isBusinessDay(d2), "wrong assumption---correct the test");

    // now with different hourly/min/sec
    QL_REQUIRE(c1.isHoliday(d1Mock), "wrong assumption---correct the test");
    QL_REQUIRE(c1.isBusinessDay(d2Mock), "wrong assumption---correct the test");

    QL_REQUIRE(c2.isHoliday(d1Mock), "wrong assumption---correct the test");
    QL_REQUIRE(c2.isBusinessDay(d2Mock), "wrong assumption---correct the test");


    // modify the TARGET calendar
    c1.removeHoliday(d1);
    c1.addHoliday(d2);

    // test
    if (c1.isHoliday(d1))
        BOOST_FAIL(d1 << " still a holiday for original TARGET instance");
    if (c1.isBusinessDay(d2))
        BOOST_FAIL(d2 << " still a business day for original TARGET instance");

    if (c1.isHoliday(d1Mock))
        BOOST_FAIL(d1Mock << " still a holiday for original TARGET instance"
                          << " and different hours/min/secs");
    if (c1.isBusinessDay(d2Mock))
        BOOST_FAIL(d2Mock << " still a business day for generic TARGET instance"
                          << " and different hours/min/secs");

    // any instance of TARGET should be modified...
    Calendar c3 = TARGET();
    if (c3.isHoliday(d1))
        BOOST_FAIL(d1 << " still a holiday for generic TARGET instance");
    if (c3.isBusinessDay(d2))
        BOOST_FAIL(d2 << " still a business day for generic TARGET instance");

    if (c3.isHoliday(d1Mock))
        BOOST_FAIL(d1Mock << " still a holiday for original TARGET instance"
                          << " and different hours/min/secs");
    if (c3.isBusinessDay(d2Mock))
        BOOST_FAIL(d2Mock << " still a business day for generic TARGET instance"
                          << " and different hours/min/secs");

    // ...but not other calendars
    if (c2.isBusinessDay(d1))
        BOOST_FAIL(d1 << " business day for New York");
    if (c2.isHoliday(d2))
        BOOST_FAIL(d2 << " holiday for New York");

    if (c2.isBusinessDay(d1Mock))
        BOOST_FAIL(d1Mock << " business day for New York"
                          << " and different hours/min/secs");
    if (c2.isHoliday(d2Mock))
        BOOST_FAIL(d2Mock << " holiday for New York"
                          << " and different hours/min/secs");

    // restore original holiday set---test the other way around
    c3.addHoliday(d1Mock);
    c3.removeHoliday(d2Mock);

    if (c1.isBusinessDay(d1))
        BOOST_FAIL(d1 << " still a business day");
    if (c1.isHoliday(d2))
        BOOST_FAIL(d2 << " still a holiday");

    if (c1.isBusinessDay(d1Mock))
        BOOST_FAIL(d1Mock << " still a business day"
                          << " and different hours/min/secs");
    if (c1.isHoliday(d2Mock))
        BOOST_FAIL(d2Mock << " still a holiday and different hours/min/secs");

#endif
}

void CalendarTest::testDayLists() {

    BOOST_TEST_MESSAGE("Testing holidayList and businessDaysList...");
    Calendar germany = Germany();
    Date firstDate = Settings::instance().evaluationDate(), endDate = firstDate + 1 * Years;

    std::vector<Date> holidays = germany.holidayList(firstDate, endDate, true);
    std::vector<Date> businessDays = germany.businessDayList(firstDate, endDate);

    std::vector<Date>::iterator it_holidays = holidays.begin(),
                                it_businessDays = businessDays.begin();
    for (Date d = firstDate; d < endDate; d++) {
        if (it_holidays != holidays.end() && it_businessDays != businessDays.end() &&
            d == *it_holidays && d == *it_businessDays) {
            BOOST_FAIL("Date " << d << "is both holiday and business day.");
            ++it_holidays;
            ++it_businessDays;
        } else if (it_holidays != holidays.end() && d == *it_holidays) {
            ++it_holidays;
        } else if (it_businessDays != businessDays.end() && d == *it_businessDays) {
            ++it_businessDays;
        } else {
            BOOST_FAIL("Date " << d << "is neither holiday nor business day.");
        }
    }
}

test_suite* CalendarTest::suite() {
    test_suite* suite = BOOST_TEST_SUITE("Calendar tests");

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testBrazil));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testRussia));

    //    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testItalySettlement));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testItalyExchange));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testUKSettlement));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testUKExchange));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testUKMetals));

    //    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testGermanySettlement));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testGermanyFrankfurt));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testGermanyXetra));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testGermanyEurex));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testTARGET));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testUSSettlement));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testUSGovernmentBondMarket));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testUSNewYorkStockExchange));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testSouthKoreanSettlement));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testKoreaStockExchange));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testChinaSSE));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testChinaIB));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testModifiedCalendars));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testJointCalendars));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testBespokeCalendars));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testEndOfMonth));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testBusinessDaysBetween));

    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testIntradayAddHolidays));
    suite->add(QUANTLIB_TEST_CASE(&CalendarTest::testDayLists));

    return suite;
}