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Japanese holiday rule have a tiny bug.

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eisuke tani

Japanese holiday rule have a tiny bug.

Hi all,

From August 2016,

new public holiday "Mountain Day" was added to Japanese calendar.

This holiday is defined <ql/time/calendars/japan.cpp> in QuantLib.

But this code have a tiny bug.

Japanese holiday rule note that:

when holiday occurs Sunday, that holiday is shifted to Monday.

<ql/time/calendars/japan.cpp> line 89 doesn't take care of this rule.

So, I wrote following code to modify this bug.

Current code:

|| (d == 11 && m == August && y >= 2016)

Modified code:

|| ((d == 11 || (d == 12 && w == Monday)) && m == August

&& y >= 2016)

And, I wrote simple program to test whether it work fine.

(This web site is useful

https://www.timeanddate.com/calendar/?year=2019&country=26)

Could you take consideration this code for next update?

Regards,

Eisuke Tani ( [hidden email] )

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Luigi Ballabio

Re: Japanese holiday rule have a tiny bug.

Hello,

thanks for the patch. Yes, I'll add it to next release.

Luigi

On Sun, Sep 11, 2016 at 5:29 PM eisuke tani <[hidden email]> wrote:

Hi all,

From August 2016,
new public holiday "Mountain Day" was added to Japanese calendar.
This holiday is defined <ql/time/calendars/japan.cpp> in QuantLib.
But this code have a tiny bug.

Japanese holiday rule note that:
when holiday occurs Sunday, that holiday is shifted to Monday.
<ql/time/calendars/japan.cpp> line 89 doesn't take care of this rule.

So, I wrote following code to modify this bug.

Current code:
|| (d == 11 && m == August && y >= 2016)
Modified code:
|| ((d == 11 || (d == 12 && w == Monday)) && m == August
&& y >= 2016)

And, I wrote simple program to test whether it work fine.
(This web site is useful
https://www.timeanddate.com/calendar/?year=2019&country=26)
Could you take consideration this code for next update?

Regards,
Eisuke Tani ( [hidden email] )

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