/usr/include/ql/time/calendars/italy.hpp is in libquantlib0-dev 1.4-2.
This file is owned by root:root, with mode 0o644.
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/*
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
<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 italy.hpp
\brief Italian calendars
*/
#ifndef quantlib_italy_calendar_hpp
#define quantlib_italy_calendar_hpp
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! Italian calendars
/*! Public holidays:
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Epiphany, January 6th</li>
<li>Easter Monday</li>
<li>Liberation Day, April 25th</li>
<li>Labour Day, May 1st</li>
<li>Republic Day, June 2nd (since 2000)</li>
<li>Assumption, August 15th</li>
<li>All Saint's Day, November 1st</li>
<li>Immaculate Conception Day, December 8th</li>
<li>Christmas Day, December 25th</li>
<li>St. Stephen's Day, December 26th</li>
</ul>
Holidays for the stock exchange (data from http://www.borsaitalia.it):
<ul>
<li>Saturdays</li>
<li>Sundays</li>
<li>New Year's Day, January 1st</li>
<li>Good Friday</li>
<li>Easter Monday</li>
<li>Labour Day, May 1st</li>
<li>Assumption, August 15th</li>
<li>Christmas' Eve, December 24th</li>
<li>Christmas, December 25th</li>
<li>St. Stephen, December 26th</li>
<li>New Year's Eve, December 31st</li>
</ul>
\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
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