South Korea Calendar - modification proposed

[Big-Boong]

I am proposing to modify the South Korea Calender, QuantLib::SouthKorea.

 

Attached files cantain my proposed modification.

See southkorea.hpp and southkorea.cpp.

There are also testing routines of the modified class,

in southkoreancalendar_test.hpp and southkoreancalendar_test.cpp.

 

Main diferences of my implementation from the current QuantLib::SouthKorea (version 0.9.0) are as flows:

- added Settlement case, where was KRX case only

- abolished Arbor Day (after 2006) and Constitution Day (after 2008) from public holidays

- added election days for national assembly, presidency and regional election.

- added year-end closing days (KRX only)

 

I wish quantlib-dev companions chech the proposition.

 

Regards,

 

Charles Chongseok Hyun.

(from South Korea)

Meritz Securities Co. LTD.
Manager/OTC Derivatives Management Team
T. [phone], C. [phone]
25-1, Yoido-dong, Youngdeungpo-ku, Seoul, Korea 150-878

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[Luigi Ballabio]

On Fri, 2008-04-11 at 09:20 +0900, Chongseok wrote:
>           I am proposing to modify the South Korea Calender,
>                         QuantLib::SouthKorea.
>                                    
>            Attached files cantain my proposed modification.
>                                    
>         There are also testing routines of the modified class

Hi Charles,
        I'm adding your modifications. However, the tests fail because of two
dates not included in the expected-holiday list.
They are January 26th, 2004 and January 31st, 2006.  Both are listed in
the calendar implementation as Lunar New Year days.  May you confirm
whether or not they are holidays?

Thanks,
        Luigi


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Hanlon's Razor:
Never attribute to malice that which is adequately explained
by stupidity.



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