Re: HKD Calendar

Posted by Luigi Ballabio on Jul 04, 2017; 10:58am
URL: http://quantlib.414.s1.nabble.com/HKD-Calendar-tp18387p18389.html

The rule might need to be amended.  From the page you linked, it seems that the holiday is moved to Monday when falling on a Sunday (like in 2018, when it's celebrated on July 2nd) but not when it's on a Saturday.  If you fixed this already, please submit a PR.

Luigi

On Tue, Jul 4, 2017 at 11:19 AM Alix Lassauzet <[hidden email]> wrote:

Hi QL-community,

Yesterday (Monday, 3th of July, 2017) seems to be an holiday in the
Hong-Kong calendar according to QL. If I am right, the line L56 in
hongkong.cpp explains this behaviour : the 1st of July fell on Saturday, so
the SAR Establishment day was moved on this Monday (the 3rd of July).

But, the HKex was opened yesterday, and this day does not seem to be an
holiday according to the official holiday schedule (
https://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/nont10.htm
<https://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/nont10.htm>  ).

Does the rule for this holiday have to be reviewed in QL ? Or did I miss
something ?

Thanks !
Alix



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