The SouthKorea calendar is inaccurate since end of 2010 and is missing lots of holidays, I added them manually (until end of 2012) in my code but I would like to know if there is a fix somewhere. My manual fix is to do this for now:
marketCalendar_ = new SouthKorea(); // add missing holidays until we get a fix in quantlib marketCalendar_->addHoliday(Date(30,(Month)12,2011)); marketCalendar_->addHoliday(Date(23,(Month)01,2012)); marketCalendar_->addHoliday(Date(24,(Month)01,2012)); marketCalendar_->addHoliday(Date(11,(Month)04,2012)); marketCalendar_->addHoliday(Date(28,(Month)05,2012)); marketCalendar_->addHoliday(Date(01,(Month)10,2012)); marketCalendar_->addHoliday(Date(19,(Month)12,2012)); marketCalendar_->addHoliday(Date(31,(Month)12,2012)); |
On Tue, 2011-11-08 at 22:36 -0800, Fayce wrote:
> The SouthKorea calendar is inaccurate since end of 2010 and is missing lots > of holidays I probably wasn't able to find them on the South-Korea exchange site. > I added them manually (until end of 2012) in my code but I > would like to know if there is a fix somewhere. Send the list of holidays to me and I'll add them to the calendar for next release. If possible, also specify what kind of holidays they are (election days, lunar new year, whatever) so I can also update the documentation. Thanks, Luigi -- It is better to know some of the questions than all of the answers. -- James Thurber ------------------------------------------------------------------------------ RSA(R) Conference 2012 Save $700 by Nov 18 Register now http://p.sf.net/sfu/rsa-sfdev2dev1 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
This post was updated on .
Luigi, I sent you directly the holidays calendar for 2011 and 2012 with few comments. I attached them here as well for reference.
E_Trading_Calendar2011.doc E_Trading_Calendar2012.doc The link to KRX website for holidays is: http://eng.krx.co.kr/m8/m8_6/m8_6_1/JHPENG08006_01.jsp Regards.
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On Wed, 2011-11-09 at 18:03 -0800, Fayce wrote: > Luigi, I sent you directly the holidays calendar for 2011 and 2012 Thanks, Fayce. I've added the changes to the repository. They'll be in next release. Luigi -- I hate quotations. -- Ralph Waldo Emerson ------------------------------------------------------------------------------ RSA(R) Conference 2012 Save $700 by Nov 18 Register now http://p.sf.net/sfu/rsa-sfdev2dev1 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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