/*
Copyright (C) 2008 Srinivas Hasti
Copyright (C) 2008 Dominik Holenstein
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.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 static org.jquantlib.time.Weekday.Monday;
import static org.jquantlib.time.Weekday.Saturday;
import static org.jquantlib.time.Weekday.Sunday;
import static org.jquantlib.time.Weekday.Tuesday;
import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.Month;
import org.jquantlib.time.Weekday;
/**
* Japanese calendar
* Holidays:
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Bank Holiday, JANUARY 2nd
* - Bank Holiday, JANUARY 3rd
* - Coming of Age Day, 2nd Monday in JANUARY
* - National Foundation Day, February 11th
* - Vernal Equinox
* - Greenery Day, April 29th
* - Constitution Memorial Day, May 3rd
* - Holiday for a Nation, May 4th
* - Children's Day, May 5th
* - Marine Day, 3rd Monday in July
* - Respect for the Aged Day, 3rd Monday in September
* - Autumnal Equinox
* - Health and Sports Day, 2nd Monday in October
* - National Culture Day, November 3rd
* - Labor Thanksgiving Day, November 23rd
* - Emperor's Birthday, DECEMBER 23rd
* - Bank Holiday, DECEMBER 31st
* - a few one-shot holidays
*
* Holidays falling on a Sunday are observed on the Monday following
* except for the bank holidays associated with the new year.
*
* @category calendar
* @see Tokyo Stock Exchange
*
* @author Srinivas Hasti
* @author Richard Gomes
* @author Zahid Hussain
*/
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })
public class Japan extends Calendar {
//
// public constructors
//
public Japan() {
impl = new JapanImpl();
}
//
// private final inner classes
//
private final class JapanImpl extends Impl {
@Override
public String name() { return "Japan"; }
@Override
public boolean isWeekend(final Weekday w) {
return w == Saturday || w == Sunday;
}
@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();
// equinox calculation
/* @Time */ final double exact_vernal_equinox_time = 20.69115;
/* @Time */ final double exact_autumnal_equinox_time = 23.09;
/* @Time */ final double diff_per_year = 0.242194;
/* @Time */ final double moving_amount = (y-2000)*diff_per_year;
final Integer number_of_leap_years = (y-2000)/4+(y-2000)/100-(y-2000)/400;
final int ve = // vernal equinox day
(int)(exact_vernal_equinox_time
+ moving_amount - number_of_leap_years);
final int ae = // autumnal equinox day
(int)(exact_autumnal_equinox_time
+ moving_amount - number_of_leap_years);
// checks
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Bank Holiday
|| (d == 2 && m == January)
// Bank Holiday
|| (d == 3 && m == January)
// Coming of Age Day (2nd Monday in JANUARY),
// was JANUARY 15th until 2000
|| (w == Monday && (d >= 8 && d <= 14) && m == January
&& y >= 2000)
|| ((d == 15 || (d == 16 && w == Monday)) && m == January
&& y < 2000)
// National Foundation Day
|| ((d == 11 || (d == 12 && w == Monday)) && m == February)
// Vernal Equinox
|| ((d == ve || (d == ve+1 && w == Monday)) && m == March)
// Greenery Day
|| ((d == 29 || (d == 30 && w == Monday)) && m == April)
// Constitution Memorial Day
|| (d == 3 && m == May)
// Holiday for a Nation
|| (d == 4 && m == May)
// Children's Day
|| ((d == 5 || (d == 6 && w == Monday)) && m == May)
// Marine Day (3rd MONDAY in July),
// was July 20th until 2003, not a holiday before 1996
|| (w == Monday && (d >= 15 && d <= 21) && m == July
&& y >= 2003)
|| ((d == 20 || (d == 21 && w == Monday)) && m == July
&& y >= 1996 && y < 2003)
// Respect for the Aged Day (3rd MONDAY in September),
// was September 15th until 2003
|| (w == Monday && (d >= 15 && d <= 21) && m == September
&& y >= 2003)
|| ((d == 15 || (d == 16 && w == Monday)) && m == September
&& y < 2003)
// If a single day falls between Respect for the Aged Day
// and the Autumnal Equinox, it is holiday
|| (w == Tuesday && d+1 == ae && d >= 16 && d <= 22
&& m == September && y >= 2003)
// Autumnal Equinox
|| ((d == ae || (d == ae+1 && w == Monday)) && m == September)
// Health and Sports Day (2nd MONDAY in October),
// was October 10th until 2000
|| (w == Monday && (d >= 8 && d <= 14) && m == October
&& y >= 2000)
|| ((d == 10 || (d == 11 && w == Monday)) && m == October
&& y < 2000)
// National Culture Day
|| ((d == 3 || (d == 4 && w == Monday)) && m == November)
// Labor Thanksgiving Day
|| ((d == 23 || (d == 24 && w == Monday)) && m == November)
// Emperor's Birthday
|| ((d == 23 || (d == 24 && w == Monday)) && m == December
&& y >= 1989)
// Bank Holiday
|| (d == 31 && m == December)
// one-shot holidays
// Marriage of Prince Akihito
|| (d == 10 && m == April && y == 1959)
// Rites of Imperial Funeral
|| (d == 24 && m == February && y == 1989)
// Enthronement Ceremony
|| (d == 12 && m == November && y == 1990)
// Marriage of Prince Naruhito
|| (d == 9 && m == June && y == 1993)) {
return false;
}
return true;
}
}
}
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