/*
Copyright (C) 2008 Renjith Nair
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.
*/
/*
Copyright (C) 2005, 2007 StatPro Italia srl
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
. The license is also available online at
.
*/
package org.jquantlib.time.calendars;
import static org.jquantlib.time.Month.April;
import static org.jquantlib.time.Month.August;
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.March;
import static org.jquantlib.time.Month.May;
import static org.jquantlib.time.Month.November;
import static org.jquantlib.time.Month.October;
import static org.jquantlib.time.Month.September;
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;
/**
* Indian calendars
* Holidays for the National Stock Exchange
* (data from
* - Saturdays
* - Sundays
* - Republic Day, JANUARY 26th
* - Good Friday
* - Ambedkar Jayanti, April 14th
* - Independence Day, August 15th
* - Gandhi Jayanti, October 2nd
* - Christmas, December 25th
*
*
* Other holidays for which no rule is given (data available for
* 2005-2008 only:)
*
* - Bakri Id
* - Moharram
* - Mahashivratri
* - Holi
* - Ram Navami
* - Mahavir Jayanti
* - Id-E-Milad
* - Maharashtra Day
* - Buddha Pournima
* - Ganesh Chaturthi
* - Dasara
* - Laxmi Puja
* - Bhaubeej
* - Ramzan Id
* - Guru Nanak Jayanti
*
* in group calendars
*
* TBD:This implementation has hoildays only up to year 2008.
*
* @category calendars
* @see National Stock Exchange of India
*
* @author Renjith Nair
* @author Zahid Hussain
*/
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })
public class India extends Calendar {
public static enum Market {
/**
* National Stock Exchange
*/
NSE
}
//
// public constructor
//
public India() {
this(Market.NSE);
}
public India(final Market m) {
switch(m) {
case NSE:
impl = new NseImpl();
break;
default:
throw new LibraryException(UNKNOWN_MARKET);
}
}
//
// private final inner classes
//
private final class NseImpl extends WesternImpl {
@Override
public String name () { return "National Stock Exchange of India"; }
@Override
public boolean isBusinessDay(final Date date) {
final Weekday w = date.weekday();
final int d = date.dayOfMonth();
final Month m = date.month();
final int y = date.year();
final int dd = date.dayOfYear();
final int em = easterMonday(y);
if (isWeekend(w)
// Republic Day
|| (d == 26 && m == January)
// Good Friday
|| (dd == em-3)
// Ambedkar Jayanti
|| (d == 14 && m == April)
// Independence Day
|| (d == 15 && m == August)
// Gandhi Jayanti
|| (d == 2 && m == October)
// Christmas
|| (d == 25 && m == December)
) {
return false;
}
if (y == 2005) {
// Moharram, Holi, Maharashtra Day, and Ramzan Id fall
// on Saturday or Sunday in 2005
if (// Bakri Id
(d == 21 && m == January)
// Ganesh Chaturthi
|| (d == 7 && m == September)
// Dasara
|| (d == 12 && m == October)
// Laxmi Puja
|| (d == 1 && m == November)
// Bhaubeej
|| (d == 3 && m == November)
// Guru Nanak Jayanti
|| (d == 15 && m == November)
) {
return false;
}
}
if (y == 2006) {
if (// Bakri Id
(d == 11 && m == January)
// Moharram
|| (d == 9 && m == February)
// Holi
|| (d == 15 && m == March)
// Ram Navami
|| (d == 6 && m == April)
// Mahavir Jayanti
|| (d == 11 && m == April)
// Maharashtra Day
|| (d == 1 && m == May)
// Bhaubeej
|| (d == 24 && m == October)
// Ramzan Id
|| (d == 25 && m == October)
) {
return false;
}
}
if (y == 2007) {
if (// Bakri Id
(d == 1 && m == January)
// Moharram
|| (d == 30 && m == January)
// Mahashivratri
|| (d == 16 && m == February)
// Ram Navami
|| (d == 27 && m == March)
// Maharashtra Day
|| (d == 1 && m == May)
// Buddha Pournima
|| (d == 2 && m == May)
// Laxmi Puja
|| (d == 9 && m == November)
// Bakri Id (again)
|| (d == 21 && m == December)
) {
return false;
}
}
if (y == 2008) {
if (// Mahashivratri
(d == 6 && m == March)
// Id-E-Milad
|| (d == 20 && m == March)
// Mahavir Jayanti
|| (d == 18 && m == April)
// Maharashtra Day
|| (d == 1 && m == May)
// Buddha Pournima
|| (d == 19 && m == May)
// Ganesh Chaturthi
|| (d == 3 && m == September)
// Ramzan Id
|| (d == 2 && m == October)
// Dasara
|| (d == 9 && m == October)
// Laxmi Puja
|| (d == 28 && m == October)
// Bhau bhij
|| (d == 30 && m == October)
// Gurunanak Jayanti
|| (d == 13 && m == November)
// Bakri Id
|| (d == 9 && m == December)
) {
return false;
}
}
return true;
}
}
}
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