Re: HKD Calendar

Posted by Alix Lassauzet on Jul 12, 2017; 12:30pm
URL: http://quantlib.414.s1.nabble.com/HKD-Calendar-tp18387p18426.html

Hi Luigi and QL-community,

I am preparing a PR to fix the rule of the SAR Establishment Day and add some omitted holidays for the next two years (2017/2018).

But, in the same time, I am wondering if this amendment might not be applied to other special days like the New Year's Day, the Labor Day and the National Day. Indeed, the rule seems to be the same in the code (ie, move to Monday) but after a check on two stocks quoted on the HKex (e.g. China Power International and China Telecom, with the RIC 2380.HK and 0728.HK respectively), they seem to be quoted on days expected to be holidays for QL :

New Year's Day:
* The 1st of January, 2011 falls on Saturday => the 3rd of January, 2011 is thus expected to be an holiday for QL while I found quotations for the two stocks above

Labor Day:
* Idem for the 3rd of May, 2010

National Day:
* Idem for the 3d of October, 2011 and the 3rd of October, 2016

In fact, the rule seems to say that the holiday is "moved" to the next following day only if it originally fell on Sunday.

Do you have an opinion about this ?

Thanks !

Alix