From fce2ead47d50a2a50c355b3fb4329fbeeef77e79 Mon Sep 17 00:00:00 2001 From: Eugene Toder Date: Fri, 28 Jun 2024 18:19:49 -0400 Subject: [PATCH] Fix Chile holidays * Day of Aboriginal People is on the day of the Winter Solstice, which is not always June 21th. (Except for 2021, when it was on June 21th even though the solstice was on the 20th.) * Add 2022-09-16, which was a day in lieu of Independence Day. * Add 2018-01-16, which was a regional holiday for the Papal visit. * Add 2017-04-19, which was a Census Day. --- ql/time/calendar.cpp | 4 ++-- ql/time/calendars/chile.cpp | 36 +++++++++++++++++++++++++++++++++++- ql/time/calendars/chile.hpp | 2 +- 3 files changed, 38 insertions(+), 4 deletions(-) diff --git a/ql/time/calendar.cpp b/ql/time/calendar.cpp index 3eb916d013a..801c228f53f 100644 --- 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 index 3343769b61a..cb3caf2cdc9 100644 --- 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 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 index 46acfcf7def..c66f185dacd 100644 --- a/ql/time/calendars/chile.hpp +++ b/ql/time/calendars/chile.hpp @@ -40,7 +40,7 @@ namespace QuantLib {
  • Easter Saturday
  • Labour Day, May 1st
  • Navy Day, May 21st
    • -
  • Day of Aboriginal People, June 21st (since 2021)
    • +
  • Day of Aboriginal People, around June 21st (observed on each Winter Solstice) (since 2021)
  • Saint Peter and Saint Paul, June 29th (moved to the nearest Monday if it falls on a weekday)
  • Our Lady of Mount Carmel, July 16th
  • Assumption Day, August 15th