Japanese holiday rule have a tiny bug.

Posted by eisuke tani on Sep 11, 2016; 2:08pm
URL: http://quantlib.414.s1.nabble.com/Japanese-holiday-rule-have-a-tiny-bug-tp17715.html

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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