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Add TWSE holidays for 2024 to Taiwan calendar #1847

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Dec 18, 2023
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Add TWSE holidays for 2024 to Taiwan calendar #1847

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20 changes: 20 additions & 0 deletions ql/time/calendars/taiwan.cpp
View file
Original file line number Diff line number Diff line change
@@ -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;
}

3 changes: 2 additions & 1 deletion ql/time/calendars/taiwan.hpp
View file
Original file line number Diff line number Diff line change
@@ -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 {
</ul>

Other holidays for which no rule is given
(data available for 2002-2023 only:)
(data available for 2002-2024 only:)
<ul>
<li>Chinese Lunar New Year</li>
<li>Tomb Sweeping Day</li>