/usr/include/ql/time/calendars/brazil.hpp is in libquantlib0-dev 1.4-2.
This file is owned by root:root, with mode 0o644.
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/*
Copyright (C) 2005, 2006 Piter Dias
Copyright (C) 2007 Richard Gomes
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
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
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 brazil.hpp
\brief Brazilian calendar
*/
#ifndef quantlib_brazilian_calendar_hpp
#define quantlib_brazilian_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! Brazilian calendar
/*! Banking holidays:
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Tiradentes's Day, April 21th</li>
<li>Labour Day, May 1st</li>
<li>Independence Day, September 7th</li>
<li>Nossa Sra. Aparecida Day, October 12th</li>
<li>All Souls Day, November 2nd</li>
<li>Republic Day, November 15th</li>
<li>Christmas, December 25th</li>
<li>Passion of Christ</li>
<li>Carnival</li>
<li>Corpus Christi</li>
</ul>
Holidays for the Bovespa stock exchange
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Sao Paulo City Day, January 25th</li>
<li>Tiradentes's Day, April 21th</li>
<li>Labour Day, May 1st</li>
<li>Revolution Day, July 9th</li>
<li>Independence Day, September 7th</li>
<li>Nossa Sra. Aparecida Day, October 12th</li>
<li>All Souls Day, November 2nd</li>
<li>Republic Day, November 15th</li>
<li>Black Consciousness Day, November 20th (since 2007)</li>
<li>Christmas, December 25th</li>
<li>Passion of Christ</li>
<li>Carnival</li>
<li>Corpus Christi</li>
<li>the last business day of the year</li>
</ul>
\ingroup calendars
\test the correctness of the returned results is tested
against a list of known holidays.
*/
class Brazil : public Calendar {
private:
class SettlementImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "Brazil"; }
bool isBusinessDay(const Date&) const;
};
class ExchangeImpl : public Calendar::WesternImpl {
public:
std::string name() const { return "BOVESPA"; }
bool isBusinessDay(const Date&) const;
};
public:
//! Brazilian calendars
enum Market { Settlement, //!< generic settlement calendar
Exchange //!< BOVESPA calendar
};
Brazil(Market market = Settlement);
};
}
#endif
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