/*
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.
*/
package org.jquantlib.time.calendars;
import static org.jquantlib.time.Month.April;
import static org.jquantlib.time.Month.February;
import static org.jquantlib.time.Month.January;
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.Saturday;
import static org.jquantlib.time.Weekday.Sunday;
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;
/**
* Taiwanese calendars Holidays for the Taiwan stock exchange
*
* - Saturdays
* - Sundays
* - New Year's Day, JANUARY 1st
* - Peace Memorial Day, February 28
* - Labor Day, May 1st
* - Double Tenth National Day, October 10th
*
*
* Other holidays for which no rule is given (data available for 2002-2007
* only:)
*
* - Chinese Lunar New Year
* - Tomb Sweeping Day
* - Dragon Boat Festival
* - Moon Festival
*
*
* @category calendars
*
* @see Taiwan Stock Exchange
*
* @author Renjith Nair
* @author Jia Jia
*
*/
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" })
public class Taiwan extends Calendar {
public static enum Market {
/**
* Taiwan Stock Exchange
*/
TSEC
}
//
// public constructors
//
public Taiwan() {
this(Market.TSEC);
}
public Taiwan(final Market m) {
impl = new TsecImpl();
}
//
// private final inner classes
//
private final class TsecImpl extends Impl {
@Override
public String name() { return "Taiwan stock exchange"; }
@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();
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
// Peace Memorial Day
|| (d == 28 && m == February)
// Labor Day
|| (d == 1 && m == May)
// Double Tenth
|| (d == 10 && m == October)
) {
return false;
}
if (y == 2002) {
// Dragon Boat Festival and Moon Festival fall on Saturday
if (// Chinese Lunar New Year
(d >= 9 && d <= 17 && m == February)
// Tomb Sweeping Day
|| (d == 5 && m == April)
) {
return false;
}
}
if (y == 2003) {
// Tomb Sweeping Day falls on Saturday
if (// Chinese Lunar New Year
((d >= 31 && m == January) || (d <= 5 && m == February))
// Dragon Boat Festival
|| (d == 4 && m == June)
// Moon Festival
|| (d == 11 && m == September)
) {
return false;
}
}
if (y == 2004) {
// Tomb Sweeping Day falls on Sunday
if (// Chinese Lunar New Year
(d >= 21 && d <= 26 && m == January)
// Dragon Boat Festival
|| (d == 22 && m == June)
// Moon Festival
|| (d == 28 && m == September)
) {
return false;
}
}
if (y == 2005) {
// Dragon Boat and Moon Festival fall on Saturday or Sunday
if (// Chinese Lunar New Year
(d >= 6 && d <= 13 && m == February)
// Tomb Sweeping Day
|| (d == 5 && m == April)
// make up for Labor Day, not seen in other years
|| (d == 2 && m == May)
) {
return false;
}
}
if (y == 2006) {
// Dragon Boat and Moon Festival fall on Saturday or Sunday
if (// Chinese Lunar New Year
((d >= 28 && m == January) || (d <= 5 && m == February))
// Tomb Sweeping Day
|| (d == 5 && m == April)
// Dragon Boat Festival
|| (d == 31 && m == May)
// Moon Festival
|| (d == 6 && m == October)
) {
return false;
}
}
if (y == 2007) {
if (// Chinese Lunar New Year
(d >= 17 && d <= 25 && m == February)
// Tomb Sweeping Day
|| (d == 5 && m == April)
// adjusted holidays
|| (d == 6 && m == April)
|| (d == 18 && m == June)
// Dragon Boat Festival
|| (d == 19 && m == June)
// adjusted holiday
|| (d == 24 && m == September)
// Moon Festival
|| (d == 25 && m == September)
) {
return false;
}
}
if (y == 2008) {
if (// Chinese Lunar New Year
(d >= 4 && d <= 11 && m == February)
// Tomb Sweeping Day
|| (d == 4 && m == April)
) {
return false;
}
}
return true;
}
}
}
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