SouthKorea() calendar

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|

SouthKorea() calendar

Faycal El Karaa
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));
Reply | Threaded
Open this post in threaded view
|

Re: SouthKorea() calendar

Luigi Ballabio
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
Reply | Threaded
Open this post in threaded view
|

Re: SouthKorea() calendar

Faycal El Karaa
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.

Luigi Ballabio wrote
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
QuantLib-users@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Reply | Threaded
Open this post in threaded view
|

Re: SouthKorea() calendar

Luigi Ballabio

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