calendar.hpp

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#ifndef JULIAN_CALENDAR_HPP
#define JULIAN_CALENDAR_HPP

#include <dates/date.hpp>
#include <iostream>
#include <dates/tenor.hpp>
#include <dates/timeUnit.hpp>
#include <vector>
#include <utils/smartPointer.hpp>
#include <dates/calendars/holiday.hpp>
#include <dates/calendars/settlementDateConvention.hpp>
#include <dates/calendars/settlementFromSpot.hpp>



namespace julian {
  class Calendar {
  public:
    Calendar();
    Calendar(DayRollingConvention, int, const std::vector<Date>&, const std::vector<Date>& ,const std::vector<SmartPointer<Holiday> >&, bool end_of_month,const SmartPointer<SettlementDateConvention>&);
    
    bool isBusinessDay(const Date&) const;     
    bool isHoliday(const Date&) const;         
    bool isWeekend(const Date&) const;
    Date adjust(const Date&) const;
    
    int businessDaysBetween(const Date&, const Date&) const; 
    int numberOfHolidaysBetween(const Date&, const Date&) const;
    Date workingDays(const Date&, int) const; 
  
    Date getSpot(const Date&) const;
    Date getON(const Date&) const;
    Date getTN(const Date&)const;

    Date expiryDate(const Date& d, const Tenor& t) const;
    Date settlementDate(const Date& d, const Tenor& t) const;

    int getSpotLag() const;    
    bool isEndOfMonth(const Date&) const;
    Date getLastWorkingDateOfMonth(const Date&) const;
  
    ~Calendar(){};
    
    friend std::ostream& operator<<(std::ostream&, Calendar&);
    friend class boost::serialization::access;
  private:

    template<class Archive>
    void serialize(Archive & ar, const unsigned int){
      ar & BOOST_SERIALIZATION_NVP(spot_lag_);
      ar & BOOST_SERIALIZATION_NVP(day_rolling_convention_);
      ar & BOOST_SERIALIZATION_NVP(end_of_month_);
      ar & BOOST_SERIALIZATION_NVP(business_days_);
      ar & BOOST_SERIALIZATION_NVP(holidays_dates_);
      ar & BOOST_SERIALIZATION_NVP(holidays_);
      ar & BOOST_SERIALIZATION_NVP(settlement_);
    }

    int spot_lag_;                                      
    DayRollingConvention day_rolling_convention_;       
    bool end_of_month_;                                 
    std::vector<Date> business_days_;                   
    std::vector<Date> holidays_dates_;                  
    std::vector<SmartPointer<Holiday> > holidays_;      
    SmartPointer<SettlementDateConvention> settlement_; 
  };
}

#endif