/*
Copyright (C) 2008
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.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.July;
import static org.jquantlib.time.Month.June;
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;
/**
* Indonesian calendars Holidays for the Jakarta stock exchange (data from
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Good Friday
* - Ascension of Jesus Christ
* - Independence Day, August 17th
* - Christmas, December 25th
*
*
* Other holidays for which no rule is given (data available for 2005-2008 only:)
*
* - Idul Adha
* - Ied Adha
* - Imlek
* - Moslem's New Year Day
* - Chinese New Year
* - Nyepi (Saka's New Year)
* - Birthday of Prophet Muhammad SAW
* - Waisak
* - Ascension of Prophet Muhammad SAW
* - Idul Fitri
* - Ied Fitri
* - Other national leaves
*
*
* @category calendars
* @see Indonesia Stock Exchange
*
* @author Joon Tiang
* @author Jia Jia
* @author Zahid Hussain
*/
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })
public class Indonesia extends Calendar {
public static enum Market {
/**
* Jakarta stock exchange
*/
BEJ,
/**
* Jakarta stock exchange
*/
JSX
}
//
// public constructors
//
public Indonesia() {
this(Market.BEJ);
}
public Indonesia(final Market market) {
switch (market) {
case BEJ:
case JSX:
impl = new BejImpl();
break;
default:
throw new LibraryException(UNKNOWN_MARKET);
}
}
//
// private final inner classes
//
private final class BejImpl extends WesternImpl {
@Override
public String name() {
return "Jakarta stock exchange";
}
@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)
// New Year's Day
|| (d == 1 && m == January)
// Good Friday
|| (dd == em - 3)
// Ascension Thursday
|| (dd == em + 38)
// Independence Day
|| (d == 17 && m == August)
// Christmas
|| (d == 25 && m == December)) {
return false;
}
if (y == 2005) {
if (// Idul Adha
(d == 21 && m == January)
// Imlek
|| (d == 9 && m == February)
// Moslem's New Year Day
|| (d == 10 && m == February)
// Nyepi
|| (d == 11 && m == March)
// Birthday of Prophet Muhammad SAW
|| (d == 22 && m == April)
// Waisak
|| (d == 24 && m == May)
// Ascension of Prophet Muhammad SAW
|| (d == 2 && m == September)
// Idul Fitri
|| ((d == 3 || d == 4) && m == November)
// National leaves
|| ((d == 2 || d == 7 || d == 8) && m == November) || (d == 26 && m == December)) {
return false;
}
}
if (y == 2006) {
if (// Idul Adha
(d == 10 && m == January)
// Moslem's New Year Day
|| (d == 31 && m == January)
// Nyepi
|| (d == 30 && m == March)
// Birthday of Prophet Muhammad SAW
|| (d == 10 && m == April)
// Ascension of Prophet Muhammad SAW
|| (d == 21 && m == August)
// Idul Fitri
|| ((d == 24 || d == 25) && m == October)
// National leaves
|| ((d == 23 || d == 26 || d == 27) && m == October)) {
return false;
}
}
if (y == 2007) {
if (// Nyepi
(d == 19 && m == March)
// Waisak
|| (d == 1 && m == June)
// Ied Adha
|| (d == 20 && m == December)
// National leaves
|| (d == 18 && m == May) || ((d == 12 || d == 15 || d == 16) && m == October)
|| ((d == 21 || d == 24) && m == October)) {
return false;
}
}
if (y == 2007) {
if (// Islamic New Year
((d == 10 || d == 11) && m == January)
// Chinese New Year
|| ((d == 7 || d == 8) && m == February)
// Saka's New Year
|| (d == 7 && m == March)
// Birthday of the prophet Muhammad SAW
|| (d == 20 && m == March)
// Vesak Day
|| (d == 20 && m == May)
// Isra' Mi'raj of the prophet Muhammad SAW
|| (d == 30 && m == July)
// Ied Fitr
|| (d == 30 && m == September) || ((d == 1 || d == 2 || d == 3) && m == October)
// Ied Adha
|| (d == 8 && m == December) // Zahid: it is Saturday, should not be here
// Islamic New Year
|| (d == 29 && m == December) // Zahid: it is Saturday, should not be here
// New Year's Eve
|| (d == 31 && m == December)
// National leave
|| (d == 18 && m == August)) {
return false;
}
}
// New holidays: QL97 has only upto year 2007 ////
if (y == 2008) {
if (
// Islamic New Year 1429 H
(d == 10 && m == January)
// National Leave
|| (d == 11 && m == January)
// Chinese New Year
|| (d == 7 && m == February)
// Trading Holiday
|| (d == 8 && m == February)
// Saka's New Year
|| (d == 7 && m == March)
// Birthday of the prophet Muhammad
|| (d == 20 && m == March)
// Vesak Day
|| (d == 20 && m == May)
// Isra' Mi'raj of the prophet Muhammad
|| (d == 30 && m == July)
// National Leave
|| (d == 18 && m == August) || (d == 30 && m == September)
// Ied Fitr 1 Syawal
|| (d == 1 && m == October) || (d == 2 && m == October)
// National Leave
|| (d == 3 && m == October)
// Ied Adha
|| (d == 8 && m == December)
// Islamic New Year
|| (d == 29 && m == December)
// New Year's Eve
|| (d == 31 && m == December)) {
return false;
}
}
if (y == 2009) {
if (
// Public Holiday
(d == 2 && m == January)
// Chinese New Year
|| (d == 26 && m == January)
// Saka's New Year
|| (d == 26 && m == March)
// Birthday of the prophet Muhammad
|| (d == 9 && m == March)
// Isra' Mi'raj of the prophet Muhammad
|| (d == 20 && m == July)
// Public Holiday
|| (d == 18 && m == September) || (d == 23 && m == September)
// Ied Fitr 1 Syawal
|| (d == 21 && m == September) || (d == 22 && m == September)
// Ied Adha
|| (d == 27 && m == November)
// Islamic New Year
|| (d == 18 && m == December)
// Public Holiday
|| (d == 24 && m == December)
// Trading Holiday
|| (d == 31 && m == December)) {
return false;
}
}
return true;
}
}
}
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