/*
 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.August;
import static org.jquantlib.time.Month.December;
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.Weekday.Monday;
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.lang.exceptions.LibraryException;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.Month;
import org.jquantlib.time.Weekday;

/**
 *
 * United Kingdom calendars Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):
 * 
    *
  • Saturdays
  • *
  • Sundays
  • *
  • New Year's Day, JANUARY 1st (possibly moved to Monday)
  • *
  • Good Friday
  • *
  • Easter Monday
  • *
  • Early May Bank Holiday, first Monday of May
  • *
  • Spring Bank Holiday, last Monday of May
  • *
  • Summer Bank Holiday, last Monday of August
  • *
  • Christmas Day, DECEMBER 25th (possibly moved to Monday or Tuesday)
  • *
  • Boxing Day, DECEMBER 26th (possibly moved to Monday or Tuesday)
  • *
* * Holidays for the stock exchange: *
    *
  • Saturdays
  • *
  • Sundays
  • *
  • New Year's Day, JANUARY 1st (possibly moved to Monday)
  • *
  • Good Friday
  • *
  • Easter Monday
  • *
  • Early May Bank Holiday, first Monday of May
  • *
  • Spring Bank Holiday, last Monday of May
  • *
  • Summer Bank Holiday, last Monday of August
  • *
  • Christmas Day, DECEMBER 25th (possibly moved to Monday or Tuesday)
  • *
  • Boxing Day, DECEMBER 26th (possibly moved to Monday or Tuesday)
  • *
* * Holidays for the metals exchange: *
    *
  • Saturdays
  • *
  • Sundays
  • *
  • New Year's Day, JANUARY 1st (possibly moved to Monday)
  • *
  • Good Friday
  • *
  • Easter Monday
  • *
  • Early May Bank Holiday, first Monday of May
  • *
  • Spring Bank Holiday, last Monday of May
  • *
  • Summer Bank Holiday, last Monday of August
  • *
  • Christmas Day, DECEMBER 25th (possibly moved to Monday or Tuesday)
  • *
  • Boxing Day, DECEMBER 26th (possibly moved to Monday or Tuesday)
  • *
* * @category calendars * @TODO add LIFFE * @test the correctness of the returned results is tested against a list of known holidays. * * @author Srinivas Hasti TODO add LIFFE * @author Zahid Hussain */ @QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Zahid Hussain" }) public class UnitedKingdom extends Calendar { /** * UK calendars * */ public static enum Market { /** * Generic settlement calendar */ Settlement, /** * London Stock Exchange calendar */ Exchange, /** * London Metals Exchange calendar */ Metals }; // // public constructors // public UnitedKingdom() { this(Market.Settlement); } public UnitedKingdom(final Market market) { switch (market) { case Settlement: impl = new SettlementImpl(); break; case Exchange: impl = new ExchangeImpl(); break; case Metals: impl = new MetalsImpl(); break; default: throw new LibraryException(UNKNOWN_MARKET); } } // // private final inner classes // private final class SettlementImpl extends WesternImpl { @Override public String name() { return "UK settlement"; } @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 (possibly moved to Monday) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) // Good Friday || (dd == em - 3) // Easter MONDAY || (dd == em) // first MONDAY of May (Early May Bank Holiday) || (d <= 7 && w == Monday && m == Month.May) // last MONDAY of MAY (Spring Bank Holiday) || (d >= 25 && w == Monday && m == Month.May && y != 2002) // last MONDAY of August (Summer Bank Holiday) || (d >= 25 && w == Monday && m == Month.August) // Christmas (possibly moved to MONDAY or Tuesday) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == Month.December) // Boxing Day (possibly moved to MONDAY or TUESDAY) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == Month.December) // June 3rd, 2002 only (Golden Jubilee Bank Holiday) // June 4rd, 2002 only (special Spring Bank Holiday) || ((d == 3 || d == 4) && m == Month.June && y == 2002) // June, 5th, 2012 only (Queens Diamond Jubilee) || (d == 5 && m == Month.June && y == 2012) // April, 29th, 2011 only (Royal Wedding) || (d == 29 && m == Month.April && y == 2011) // DECEMBER 31st, 1999 only || (d == 31 && m == Month.December && y == 1999)) { return false; } return true; } } private final class ExchangeImpl extends WesternImpl { @Override public String name() { return "London 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 (possibly moved to MONDAY) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) // Good Friday || (dd == em - 3) // Easter MONDAY || (dd == em) // first MONDAY of MAY (Early MAY Bank Holiday) || (d <= 7 && w == Monday && m == Month.May) // last MONDAY of MAY (Spring Bank Holiday) || (d >= 25 && w == Monday && m == Month.May && y != 2002) // last MONDAY of AUGUST (Summer Bank Holiday) || (d >= 25 && w == Monday && m == Month.August) // Christmas (possibly moved to MONDAY or TUESDAY) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == Month.December) // Boxing Day (possibly moved to MONDAY or TUESDAY) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == Month.December) // JUNE 3rd, 2002 only (Golden Jubilee Bank Holiday) // JUNE 4rd, 2002 only (special Spring Bank Holiday) || ((d == 3 || d == 4) && m == Month.June && y == 2002) // June, 5th, 2012 only (Queens Diamond Jubilee) || (d == 5 && m == Month.June && y == 2012) // April, 29th, 2011 only (Royal Wedding) || (d == 29 && m == Month.April && y == 2011) // DECEMBER 31st, 1999 only || (d == 31 && m == Month.December && y == 1999)) { return false; } return true; } } private final class MetalsImpl extends WesternImpl { @Override public String name() { return "London metals 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 (possibly moved to MONDAY) || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January) // Good Friday || (dd == em - 3) // Easter MONDAY || (dd == em) // first MONDAY of MAY (Early MAY Bank Holiday) || (d <= 7 && w == Monday && m == Month.May) // last MONDAY of MAY (Spring Bank Holiday) || (d >= 25 && w == Monday && m == Month.May && y != 2002) // last MONDAY of AUGUST (Summer Bank Holiday) || (d >= 25 && w == Monday && m == Month.August) // Christmas (possibly moved to MONDAY or TUESDAY) || ((d == 25 || (d == 27 && (w == Monday || w == Tuesday))) && m == Month.December) // Boxing Day (possibly moved to MONDAY or TUESDAY) || ((d == 26 || (d == 28 && (w == Monday || w == Tuesday))) && m == Month.December) // JUNE 3rd, 2002 only (Golden Jubilee Bank Holiday) // JUNE 4rd, 2002 only (special Spring Bank Holiday) || ((d == 3 || d == 4) && m == Month.June && y == 2002) // June, 5th, 2012 only (Queens Diamond Jubilee) || (d == 5 && m == Month.June && y == 2012) // April, 29th, 2011 only (Royal Wedding) || (d == 29 && m == Month.April && y == 2011) // DECEMBER 31st, 1999 only || (d == 31 && m == Month.December && y == 1999)) { return false; } return true; } } }

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