/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 Ferdinando Ametrano Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ 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 . 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. */ /*! \file italy.hpp \brief Italian calendars */ #ifndef quantlib_italy_calendar_hpp #define quantlib_italy_calendar_hpp #include namespace QuantLib { //! Italian calendars /*! Public holidays:
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Epiphany, January 6th
  • Easter Monday
  • Liberation Day, April 25th
  • Labour Day, May 1st
  • Republic Day, June 2nd (since 2000)
  • Assumption, August 15th
  • All Saint's Day, November 1st
  • Immaculate Conception Day, December 8th
  • Christmas Day, December 25th
  • St. Stephen's Day, December 26th
Holidays for the stock exchange (data from http://www.borsaitalia.it):
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • Good Friday
  • Easter Monday
  • Labour Day, May 1st
  • Assumption, August 15th
  • Christmas' Eve, December 24th
  • Christmas, December 25th
  • St. Stephen, December 26th
  • New Year's Eve, December 31st
\ingroup calendars \test the correctness of the returned results is tested against a list of known holidays. */ class Italy : public Calendar { private: class SettlementImpl : public Calendar::WesternImpl { public: std::string name() const { return "Italian settlement"; } bool isBusinessDay(const Date&) const; }; class ExchangeImpl : public Calendar::WesternImpl { public: std::string name() const { return "Milan stock exchange"; } bool isBusinessDay(const Date&) const; }; public: //! Italian calendars enum Market { Settlement, //!< generic settlement calendar Exchange //!< Milan stock-exchange calendar }; Italy(Market market = Settlement); }; } #endif