/*
Copyright (C) 2008 Richard Gomes
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.April;
import static org.jquantlib.time.Month.December;
import static org.jquantlib.time.Month.February;
import static org.jquantlib.time.Month.January;
import static org.jquantlib.time.Month.July;
import static org.jquantlib.time.Month.June;
import static org.jquantlib.time.Month.May;
import static org.jquantlib.time.Month.October;
import static org.jquantlib.time.Month.September;
import static org.jquantlib.time.Weekday.Monday;
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;
/**
* Hong Kong calendars Holidays:
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st (possibly moved to Monday)
* - Ching Ming Festival, April 5th
* - Good Friday
* - Easter Monday
* - Labor Day, May 1st
* - SAR Establishment Day, July 1st (possibly moved to Monday)
* - National Day, October 1st (possibly moved to Monday)
* - Christmas, December 25th
* - Boxing Day, December 26th (possibly moved to Monday)
*
*
* Other holidays for which no rule is given (data available for 2004-2007 only:)
*
* - Lunar New Year
* - Chinese New Year
* - Buddha's birthday
* - Tuen NG Festival
* - Mid-autumn Festival
* - Chung Yeung Festival
*
*
* Data from
*
* ingroup calendars
*
* @author Richard Gomes
* @author Zahid Hussain
*/
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })
public class HongKong extends Calendar {
public static enum Market {
/**
* Hong Kong stock exchange
*/
HKEx
}
//
// public constructor
//
public HongKong() {
this(Market.HKEx);
}
public HongKong(final Market m) {
switch (m) {
case HKEx:
impl = new HkexImpl();
break;
default:
throw new LibraryException(UNKNOWN_MARKET);
}
}
//
// private final inner classes
//
private final class HkexImpl extends WesternImpl {
@Override
public String name() {
return "Hong Kong 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 || ((d == 2 || d == 3) && w == Monday)) && m == January)
// Ching Ming Festival
|| (d == 5 && m == April)
// Good Friday
|| (dd == em - 3)
// Easter MONDAY
|| (dd == em)
// Labor Day
|| (d == 1 && m == May)
// SAR Establishment Day
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == July)
// National Day
|| ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == October)
// Christmas Day
|| (d == 25 && m == December)
// Boxing Day
|| ((d == 26 || ((d == 27 || d == 28) && w == Monday)) && m == December)) {
return false;
}
if (y == 2004) {
if (// Lunar New Year
((d == 22 || d == 23 || d == 24) && m == January)
// Buddha's birthday
|| (d == 26 && m == May)
// Tuen NG festival
|| (d == 22 && m == June)
// Mid-autumn festival
|| (d == 29 && m == September)
// Chung Yeung
|| (d == 29 && m == September)) {
return false;
}
}
if (y == 2005) {
if (// Lunar New Year
((d == 9 || d == 10 || d == 11) && m == February)
// Buddha's birthday
|| (d == 16 && m == May)
// Tuen NG festival
|| (d == 11 && m == June)
// Mid-autumn festival
|| (d == 19 && m == September)
// Chung Yeung festival
|| (d == 11 && m == October)) {
return false;
}
}
if (y == 2006) {
if (// Lunar New Year
((d >= 28 && d <= 31) && m == January)
// Buddha's birthday
|| (d == 5 && m == May)
// Tuen NG festival
|| (d == 31 && m == May)
// Mid-autumn festival
|| (d == 7 && m == October)
// Chung Yeung festival
|| (d == 30 && m == October)) {
return false;
}
}
if (y == 2007) {
if (// Lunar New Year
((d >= 17 && d <= 20) && m == February)
// Buddha's birthday
|| (d == 24 && m == May)
// Tuen NG festival
|| (d == 19 && m == June)
// Mid-autumn festival
|| (d == 26 && m == September)
// Chung Yeung festival
|| (d == 19 && m == October)) {
return false;
}
}
if (y == 2008) {
if (// Lunar New Year
((d >= 7 && d <= 9) && m == February)
// Ching Ming Festival
|| (d == 4 && m == April)
// Buddha's birthday
|| (d == 12 && m == May)
// Tuen NG festival
|| (d == 9 && m == June)
// Mid-autumn festival
|| (d == 15 && m == September)
// Chung Yeung festival
|| (d == 7 && m == October)) {
return false;
}
}
return true;
}
}
}
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