taiwan.hpp

有很多的函数库

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2004 FIMAT Group
 Copyright (C) 2005, 2006, 2007 StatPro Italia 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
 <[e-mail]>. 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 taiwan.hpp
    \brief Taiwanese calendars
*/

#ifndef quantlib_taiwanese_calendar_hpp
#define quantlib_taiwanese_calendar_hpp

#include <ql/time/calendar.hpp>

namespace QuantLib {

    //! Taiwanese calendars
    /*! Holidays for the Taiwan stock exchange
        (data from <http://www.tse.com.tw/en/trading/trading_days.php>):
        <ul>
        <li>Saturdays</li>
        <li>Sundays</li>
        <li>New Year's Day, January 1st</li>
        <li>Peace Memorial Day, February 28</li>
        <li>Labor Day, May 1st</li>
        <li>Double Tenth National Day, October 10th</li>
        </ul>

        Other holidays for which no rule is given
        (data available for 2002-2007 only:)
        <ul>
        <li>Chinese Lunar New Year</li>
        <li>Tomb Sweeping Day</li>
        <li>Dragon Boat Festival</li>
        <li>Moon Festival</li>
        </ul>

        \ingroup calendars
    */
    class Taiwan : public Calendar {
      private:
        class TsecImpl : public Calendar::Impl {
          public:
            std::string name() const { return "Taiwan stock exchange"; }
            bool isWeekend(Weekday) const;
            bool isBusinessDay(const Date&) const;
        };
      public:
        enum Market { TSEC    //!< Taiwan stock exchange
        };
        Taiwan(Market m = TSEC);
    };

}


#endif