On Mar 23, 2008, at 11:51 PM, Chongseok wrote:
> Dear Konstantin:
>
> >Quantlib SouthKorea calendar reports 5 April 2006 and 2007 as a
> non-business
> >day (possibly in other years too). Bloomberg CDR SK reports these
> days as
> >settlement days.
> 5th April had been a national holiday up to 2005 as Arbor Day, but not
> a holiday since 2006.
> In addtion, 17th July had been a national holiday up to 2007 as
> Constitution Day,
> where it will not be a holiday from this year, 2008.
>
> These changes need to be updated in QuantLib, for the effects are
> going to be continued.
> I wish Luigi recognise these matters.
Sure. I'll make the changes for next release.
> >On the other hand, according to Bloomberg 9 Apr 2008 is not a
> settlement
> >day(Election Day holiday), while according to Quantlib it is a
> business day.
> >There are some more discrepancies in May 2008.
> There could be add-hoc holidays on every market. In South Korea, 19th
> December, 2007 was the election day for the presidency (holiday). 9th
> April, 2008, will be the election day for the assembly (holiday).
Ok.
> If you need more informations, please visit the home page of Korea
> Exchange (
http://www.krx.co.kr/)
I think I did before last release, but probably the 2008 calendar on
the KRX site wasn't updated yet. I'll check it again.
Thanks,
Luigi
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