/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
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.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.time.calendars;
import static org.jquantlib.time.Month.December;
import static org.jquantlib.time.Month.January;
import static org.jquantlib.time.Month.May;
import static org.jquantlib.time.Month.October;
import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.Month;
import org.jquantlib.time.Weekday;
/** German calendars
* Public holidays:
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Good Friday
* - Easter Monday
* - Ascension Thursday
* - Whit Monday
* - Corpus Christi
* - Labour Day, May 1st
* - National Day, October 3rd
* - Christmas Eve, December 24th
* - Christmas, December 25th
* - Boxing Day, December 26th
* - New Year's Eve, December 31st
*
*
* Holidays for the Frankfurt Stock exchange
* (data from http://deutsche-boerse.com/):
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Good Friday
* - Easter Monday
* - Labour Day, May 1st
* - Christmas' Eve, December 24th
* - Christmas, December 25th
* - Christmas Holiday, December 26th
* - New Year's Eve, December 31st
*
*
* Holidays for the Xetra exchange
* (data from http://deutsche-boerse.com/):
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Good Friday
* - Easter Monday
* - Labour Day, May 1st
* - Christmas' Eve, December 24th
* - Christmas, December 25th
* - Christmas Holiday, December 26th
* - New Year's Eve, December 31st
*
*
* Holidays for the Eurex exchange
* (data from http://www.eurexchange.com/index.html):
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Good Friday
* - Easter Monday
* - Labour Day, May 1st
* - Christmas' Eve, December 24th
* - Christmas, December 25th
* - Christmas Holiday, December 26th
* - New Year's Eve, December 31st
*
*
* in group calendars
* test the correctness of the returned results is tested
* against a list of known holidays.
*
* @author Srinivas Hasti
* @author Zahid Hussain
*
*/
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })
public class Germany extends Calendar {
/**
* German calendars
*
*/
public static enum Market {
/**
* eneric settlement calendar
*/
Settlement,
/**
* Frankfurt stock-exchange
*/
FrankfurtStockExchange,
/**
* Xetra
*/
Xetra,
/**
* Eurex
*/
Eurex
}
//
// public constructors
//
public Germany() {
this(Market.FrankfurtStockExchange);
}
public Germany(final Market market) {
switch (market) {
case Settlement:
impl = new SettlementImpl();
break;
case FrankfurtStockExchange:
impl = new FrankfurtStockExchangeImpl();
break;
case Xetra:
impl = new XetraImpl();
break;
case Eurex:
impl = new EurexImpl();
break;
default:
throw new LibraryException(UNKNOWN_MARKET);
}
}
//
// private final inner classes
//
private final class SettlementImpl extends WesternImpl {
@Override
public String name() { return "German settlement"; }
@Override
public boolean isBusinessDay(final Date date) {
final Weekday w = date.weekday();
final int d = date.dayOfMonth(), dd = date.dayOfYear();
final Month m = date.month();
final int y = date.year();
final int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Ascension Thursday
|| (dd == em+38)
// Whit Monday
|| (dd == em+49)
// Corpus Christi
|| (dd == em+59)
// Labour Day
|| (d == 1 && m == May)
// National Day
|| (d == 3 && m == October)
// Christmas Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Boxing Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December)) {
return false;
}
return true;
}
}
private final class FrankfurtStockExchangeImpl extends WesternImpl {
@Override
public String name() { return "Frankfurt stock exchange"; }
@Override
public boolean isBusinessDay(final Date date) {
final Weekday w = date.weekday();
final int d = date.dayOfMonth(), dd = date.dayOfYear();
final Month m = date.month();
final int y = date.year();
final int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em - 3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December)) {
return false;
}
return true;
}
}
private final class XetraImpl extends WesternImpl {
@Override
public String name() { return "Xetra"; }
@Override
public boolean isBusinessDay(final Date date) {
final Weekday w = date.weekday();
final int d = date.dayOfMonth(), dd = date.dayOfYear();
final Month m = date.month();
final int y = date.year();
final int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December)) {
return false;
}
return true;
}
}
private final class EurexImpl extends WesternImpl {
@Override
public String name() { return "Eurex"; }
@Override
public boolean isBusinessDay(final Date date) {
final Weekday w = date.weekday();
final int d = date.dayOfMonth(), dd = date.dayOfYear();
final Month m = date.month();
final int y = date.year();
final int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Labour Day
|| (d == 1 && m == May)
// Christmas' Eve
|| (d == 24 && m == December)
// Christmas
|| (d == 25 && m == December)
// Christmas Day
|| (d == 26 && m == December)
// New Year's Eve
|| (d == 31 && m == December)) {
return false;
}
return true;
}
}
}
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