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Correct holidays of 2024 for Indian NSE calendar (#2010)
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lballabio authored Jul 8, 2024
2 parents 651b5be + aa624e1 commit 9905e62
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Showing 2 changed files with 9 additions and 5 deletions.
10 changes: 7 additions & 3 deletions ql/time/calendars/india.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -442,15 +442,19 @@ namespace QuantLib {
|| (d == 9 && m == April)
// Id-Ul-Fitr (Ramadan Eid)
|| (d == 11 && m == April)
// Ram Navamiz
// Ram Navami
|| (d == 17 && m == April)
// Mahavir Jayanti
|| (d == 21 && m == April)
// General Parliamentary Elections
|| (d == 20 && m == May)
// Buddha Pournima
|| (d == 23 && m == May)
// Bakri Id (estimated Sunday 16th or Monday 17th)
// Bakri Eid
|| (d == 17 && m == June)
// Id-E-Milad (estimated Sunday 15th or Monday 16th)
// Moharram
|| (d == 17 && m == July)
// Eid-E-Milad (estimated Sunday 15th or Monday 16th)
|| (d == 16 && m == September)
// Diwali-Laxmi Pujan
|| (d == 1 && m == November)
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4 changes: 2 additions & 2 deletions ql/time/calendars/india.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@
namespace QuantLib {

//! Indian calendars
/*! Holidays for the National Stock Exchange
/*! Clearing holidays for the National Stock Exchange
(data from <http://www.nse-india.com/>):
<ul>
<li>Saturdays</li>
Expand Down Expand Up @@ -64,7 +64,7 @@ namespace QuantLib {
<li>Guru Nanak Jayanti</li>
</ul>
Note: The holidays Ramzan Id, Bakri Id and Id-E-Milad rely on estimates for 2023-2025.
Note: The holidays Ramzan Id, Bakri Id and Id-E-Milad rely on estimates for 2024-2025.
\ingroup calendars
*/
class India : public Calendar {
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