1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2004 FIMAT Group 5 Copyright (C) 2005, 2006, 2007, 2008, 2009, 2011 StatPro Italia srl 6 7 This file is part of QuantLib, a free-software/open-source library 8 for financial quantitative analysts and developers - http://quantlib.org/ 9 10 QuantLib is free software: you can redistribute it and/or modify it 11 under the terms of the QuantLib license. You should have received a 12 copy of the license along with this program; if not, please email 13 <quantlib-dev@lists.sf.net>. The license is also available online at 14 <http://quantlib.org/license.shtml>. 15 16 This program is distributed in the hope that it will be useful, but WITHOUT 17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 18 FOR A PARTICULAR PURPOSE. See the license for more details. 19 */ 20 21 /*! \file taiwan.hpp 22 \brief Taiwanese calendars 23 */ 24 25 #ifndef quantlib_taiwanese_calendar_hpp 26 #define quantlib_taiwanese_calendar_hpp 27 28 #include <ql/time/calendar.hpp> 29 30 namespace QuantLib { 31 32 //! Taiwanese calendars 33 /*! Holidays for the Taiwan stock exchange 34 (data from <http://www.tse.com.tw/en/trading/trading_days.php>): 35 <ul> 36 <li>Saturdays</li> 37 <li>Sundays</li> 38 <li>New Year's Day, January 1st</li> 39 <li>Peace Memorial Day, February 28</li> 40 <li>Labor Day, May 1st</li> 41 <li>Double Tenth National Day, October 10th</li> 42 </ul> 43 44 Other holidays for which no rule is given 45 (data available for 2002-2014 only:) 46 <ul> 47 <li>Chinese Lunar New Year</li> 48 <li>Tomb Sweeping Day</li> 49 <li>Dragon Boat Festival</li> 50 <li>Moon Festival</li> 51 </ul> 52 53 \ingroup calendars 54 */ 55 class Taiwan : public Calendar { 56 private: 57 class TsecImpl : public Calendar::Impl { 58 public: name() const59 std::string name() const { return "Taiwan stock exchange"; } 60 bool isWeekend(Weekday) const; 61 bool isBusinessDay(const Date&) const; 62 }; 63 public: 64 enum Market { TSEC //!< Taiwan stock exchange 65 }; 66 Taiwan(Market m = TSEC); 67 }; 68 69 } 70 71 72 #endif 73