diff --git a/ql/time/calendars/taiwan.cpp b/ql/time/calendars/taiwan.cpp index 2b8aba9de57..218003b444f 100644 --- a/ql/time/calendars/taiwan.cpp +++ b/ql/time/calendars/taiwan.cpp @@ -3,6 +3,7 @@ /* Copyright (C) 2004 FIMAT Group Copyright (C) 2005, 2006, 2007, 2008, 2009, 2010, 2011 StatPro Italia srl + Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ @@ -440,6 +441,25 @@ namespace QuantLib { return false; } + if (y == 2024) { + if ( // adjusted holiday + (d == 8 && m == February) + // Lunar New Year + || (d >= 9 && d <= 12 && m == February) + // adjusted holiday + || (d >= 13 && d <= 14 && m == February) + // Children's Day + || (d == 4 && m == April) + // Tomb-sweeping Day + || (d == 5 && m == April) + // Dragon Boat Festival + || (d == 10 && m == June) + // Mid-autumn/Moon Festival + || (d == 17 && m == September) + ) + return false; + } + return true; } diff --git a/ql/time/calendars/taiwan.hpp b/ql/time/calendars/taiwan.hpp index 0e17e7fdfb3..5ed7d1151df 100644 --- a/ql/time/calendars/taiwan.hpp +++ b/ql/time/calendars/taiwan.hpp @@ -3,6 +3,7 @@ /* Copyright (C) 2004 FIMAT Group Copyright (C) 2005, 2006, 2007, 2008, 2009, 2011 StatPro Italia srl + Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ @@ -42,7 +43,7 @@ namespace QuantLib { Other holidays for which no rule is given - (data available for 2002-2023 only:) + (data available for 2002-2024 only:)