From e9f820678e48ea7b7e50cb9331887718df0a5947 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fredrik=20Gerdin=20B=C3=B6rjesson?= Date: Fri, 22 Sep 2023 09:23:33 +0200 Subject: [PATCH 1/2] Add special holiday 2 Oct 2023 for Korea --- ql/time/calendars/southkorea.cpp | 1 + 1 file changed, 1 insertion(+) diff --git a/ql/time/calendars/southkorea.cpp b/ql/time/calendars/southkorea.cpp index 21105c7d284..12d6d517c52 100644 --- a/ql/time/calendars/southkorea.cpp +++ b/ql/time/calendars/southkorea.cpp @@ -205,6 +205,7 @@ namespace QuantLib { || (d == 14 && m == August && y == 2015) // Special temporary holiday || (d == 17 && m == August && y == 2020) + || (d == 2 && m == October && y == 2023) // Harvest Moon Day || ((d == 27 || d == 28 || d == 29) && m == September && y == 2004) From 43d9613def41597176b1ab7c338807caf0197044 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fredrik=20Gerdin=20B=C3=B6rjesson?= Date: Fri, 22 Sep 2023 11:47:55 +0200 Subject: [PATCH 2/2] Add new Korean holiday to tests --- test-suite/calendars.cpp | 2 ++ 1 file changed, 2 insertions(+) diff --git a/test-suite/calendars.cpp b/test-suite/calendars.cpp index abb9cd1663d..9860f726540 100644 --- a/test-suite/calendars.cpp +++ b/test-suite/calendars.cpp @@ -1721,6 +1721,7 @@ void CalendarTest::testSouthKoreanSettlement() { expectedHol.emplace_back(28, September, 2023); expectedHol.emplace_back(29, September, 2023); // expectedHol.emplace_back(30, September, 2023); // Saturday + expectedHol.emplace_back(2, October, 2023); expectedHol.emplace_back(3, October, 2023); expectedHol.emplace_back(9, October, 2023); expectedHol.emplace_back(25, December, 2023); @@ -2467,6 +2468,7 @@ void CalendarTest::testKoreaStockExchange() { expectedHol.emplace_back(28, September, 2023); expectedHol.emplace_back(29, September, 2023); // expectedHol.emplace_back(30, September, 2023); // Saturday + expectedHol.emplace_back(2, October, 2023); expectedHol.emplace_back(3, October, 2023); expectedHol.emplace_back(9, October, 2023); expectedHol.emplace_back(25, December, 2023);