Fix Chile holidays (#2003)

lballabio · Jul 1, 2024 · 10b2482 · 10b2482
2 parents 747abca + fce2ead
commit 10b2482
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Showing 3 changed files with 38 additions and 4 deletions.
diff --git a/ql/time/calendar.cpp b/ql/time/calendar.cpp
@@ -197,7 +197,7 @@ namespace QuantLib {
     }
 
     Day Calendar::WesternImpl::easterMonday(Year y) {
-        static const Day EasterMonday[] = {
+        static const unsigned char EasterMonday[] = {
                   98,  90, 103,  95, 114, 106,  91, 111, 102,   // 1901-1909
              87, 107,  99,  83, 103,  95, 115,  99,  91, 111,   // 1910-1919
              96,  87, 107,  92, 112, 103,  95, 108, 100,  91,   // 1920-1929
@@ -239,7 +239,7 @@ namespace QuantLib {
     }
 
     Day Calendar::OrthodoxImpl::easterMonday(Year y) {
-        static const Day EasterMonday[] = {
+        static const unsigned char EasterMonday[] = {
                  105, 118, 110, 102, 121, 106, 126, 118, 102,   // 1901-1909
             122, 114,  99, 118, 110,  95, 115, 106, 126, 111,   // 1910-1919
             103, 122, 107,  99, 119, 110, 123, 115, 107, 126,   // 1920-1929

diff --git a/ql/time/calendars/chile.cpp b/ql/time/calendars/chile.cpp
@@ -21,6 +21,35 @@
 
 namespace QuantLib {
 
+    namespace {
+
+        // Celebrated on the Winter Solstice day, except in 2021, when it was the day after.
+        inline bool isAboriginalPeopleDay(Day d, Month m, Year y) {
+            static const unsigned char aboriginalPeopleDay[] = {
+                    21, 21, 21, 20, 20, 21, 21, 20, 20,   // 2021-2029
+                21, 21, 20, 20, 21, 21, 20, 20, 21, 21,   // 2030-2039
+                20, 20, 21, 21, 20, 20, 21, 21, 20, 20,   // 2040-2049
+                20, 21, 20, 20, 20, 21, 20, 20, 20, 21,   // 2050-2059
+                20, 20, 20, 21, 20, 20, 20, 21, 20, 20,   // 2060-2069
+                20, 21, 20, 20, 20, 21, 20, 20, 20, 20,   // 2070-2079
+                20, 20, 20, 20, 20, 20, 20, 20, 20, 20,   // 2080-2089
+                20, 20, 20, 20, 20, 20, 20, 20, 20, 20,   // 2090-2099
+                21, 21, 21, 21, 21, 21, 21, 21, 20, 21,   // 2100-2109
+                21, 21, 20, 21, 21, 21, 20, 21, 21, 21,   // 2110-2119
+                20, 21, 21, 21, 20, 21, 21, 21, 20, 21,   // 2120-2129
+                21, 21, 20, 21, 21, 21, 20, 20, 21, 21,   // 2130-2139
+                20, 20, 21, 21, 20, 20, 21, 21, 20, 20,   // 2140-2149
+                21, 21, 20, 20, 21, 21, 20, 20, 21, 21,   // 2150-2159
+                20, 20, 21, 21, 20, 20, 21, 21, 20, 20,   // 2160-2169
+                20, 21, 20, 20, 20, 21, 20, 20, 20, 21,   // 2170-2179
+                20, 20, 20, 21, 20, 20, 20, 21, 20, 20,   // 2180-2189
+                20, 21, 20, 20, 20, 21, 20, 20, 20, 20    // 2190-2199
+            };
+            return m == June && y >= 2021 && d == aboriginalPeopleDay[y-2021];
+        }
+
+    }
+
     Chile::Chile(Market) {
         // all calendar instances share the same implementation instance
         static ext::shared_ptr<Calendar::Impl> impl(new Chile::SseImpl);
@@ -39,16 +68,20 @@ namespace QuantLib {
             // New Year's Day
             || (d == 1 && m == January)
             || (d == 2 && m == January && w == Monday && y > 2016)
+            // Papal visit in 2018
+            || (d == 16 && m == January && y == 2018)
             // Good Friday
             || (dd == em-3)
             // Easter Saturday
             || (dd == em-2)
+            // Census Day in 2017
+            || (d == 19 && m == April && y == 2017)
             // Labour Day
             || (d == 1 && m == May)
             // Navy Day
             || (d == 21 && m == May)
             // Day of Aboriginal People
-            || (d == 21 && m == June && y >= 2021)
+            || isAboriginalPeopleDay(d, m, y)
             // St. Peter and St. Paul
             || (d >= 26 && d <= 29 && m == June && w == Monday)
             || (d == 2 && m == July && w == Monday)
@@ -57,6 +90,7 @@ namespace QuantLib {
             // Assumption Day
             || (d == 15 && m == August)
             // Independence Day
+            || (d == 16 && m == September && y == 2022)
             || (d == 17 && m == September && ((w == Monday && y >= 2007) || (w == Friday && y > 2016)))
             || (d == 18 && m == September)
             // Army Day

diff --git a/ql/time/calendars/chile.hpp b/ql/time/calendars/chile.hpp
@@ -40,7 +40,7 @@ namespace QuantLib {
         <li>Easter Saturday</li>
         <li>Labour Day, May 1st</li>
         <li>Navy Day, May 21st</li>
-        <li>Day of Aboriginal People, June 21st (since 2021)</li>
+        <li>Day of Aboriginal People, around June 21st (observed on each Winter Solstice) (since 2021)</li>
         <li>Saint Peter and Saint Paul, June 29th (moved to the nearest Monday if it falls on a weekday)</li>
         <li>Our Lady of Mount Carmel, July 16th</li>
         <li>Assumption Day, August 15th</li>