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Add rules for substitute holidays to South Korea calendar #1707

Merged
merged 9 commits into from
Jun 20, 2023
Merged

Add rules for substitute holidays to South Korea calendar #1707

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edba144
apply substitute holiday
nistick21 Jun 20, 2023
5f5e0fe
Merge branch 'master' of https://github.com/nistick21/QuantLib
nistick21 Jun 20, 2023
6a39e19
apply substitute holiday to southkorea calendar
nistick21 Jun 20, 2023
c26490f
add copyright
nistick21 Jun 20, 2023
b22d7c9
apply comments
nistick21 Jun 20, 2023
cecfba0
remove some codes
nistick21 Jun 20, 2023
a801eb0
set year limit to 2053
nistick21 Jun 20, 2023
fe5043b
make space
nistick21 Jun 20, 2023
7c1e014
Associate substitute rules with original ones
lballabio Jun 20, 2023
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122 changes: 103 additions & 19 deletions ql/time/calendars/southkorea.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
Copyright (C) 2015 Riccardo Barone
Copyright (C) 2015 Paolo Mazzocchi
Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
Copyright (C) 2023 Jonghee Lee

This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
Expand Down Expand Up @@ -55,6 +56,20 @@ namespace QuantLib {
Month m = date.month();
Year y = date.year();

// Substitute holiday of Independence Day
// Substitute holiday of Children's Day
// Substitute holiday of National Foundation Day
// Substitute holiday of Hangul Proclamation of Korea
// Substitute holiday of Christmas Day
if ((w == Monday && (d == 2 || d == 3) && m == March && y > 2021) ||
(w == Monday && (d == 6 || d == 7) && m == May && y > 2013) ||
(w == Monday && (d == 16 || d == 17) && m == August && y > 2020) ||
(w == Monday && (d == 4 || d == 5) && m == October && y > 2020) ||
(w == Monday && (d == 10 || d == 11) && m == October && y > 2020) ||
(w == Monday && (d == 26 || d == 27) && m == December && y > 2022)) {
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I would move each of these condition a bit below, together with the original condition for the corresponding holiday.

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It looks better. thanks luigi.

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Sorry, I wasn't clear — I meant moving each substitute rule with its holiday. I pushed the change myself.
A suggestion for next time: it's better to open the PR from a branch, not master, so my pushes (if any) are less disruptive. Thanks!

return false;
}

if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == January)
Expand Down Expand Up @@ -98,18 +113,41 @@ namespace QuantLib {
|| ((d == 4 || d == 5 || d == 6) && m == February && y == 2019)
|| ((d >= 24 && d <= 27) && m == January && y == 2020)
|| ((d == 11 || d == 12 || d == 13) && m == February && y == 2021)
|| (((d == 31 && m == January) || ((d == 1 || d == 2)
|| (((d == 31 && m == January) || ((d == 1|| d == 2)
&& m == February)) && y == 2022)
|| ((d == 21 || d == 22 || d == 23) && m == January && y == 2023)
|| ((d == 9 || d == 10 || d == 11) && m == February && y == 2024)
|| ((d == 28 || d == 29 || d == 30) && m == January && y == 2025)
|| ((d == 16 || d == 17 || d == 18) && m == February && y == 2026)
|| ((d == 5 || d == 6 || d == 7) && m == February && y == 2027)
|| ((d == 25 || d == 26 || d == 27) && m == January && y == 2028)
|| ((d == 12 || d == 13 || d == 14) && m == February && y == 2029)
|| ((d == 2 || d == 3 || d == 4) && m == February && y == 2030)
|| ((d == 22 || d == 23 || d == 24) && m == January && y == 2031)
|| ((d == 10 || d == 11 || d == 12) && m == February && y == 2032)
|| ((d == 23 || d == 24) && m == January && y == 2023)
|| ((d >= 9 && d <= 12) && m == February && y == 2024)
|| ((d == 28 || d == 29 || d == 30) && m == January && y == 2025)
|| ((d == 16 || d == 17 || d == 18) && m == February && y == 2026)
|| ((d == 8 || d == 9) && m == February && y == 2027)
|| ((d == 26 || d == 27 || d == 28) && m == January && y == 2028)
|| ((d == 12 || d == 13 || d == 14) && m == February && y == 2029)
|| ((d == 4 || d == 5) && m == February && y == 2030)
|| ((d == 22 || d == 23 || d == 24) && m == January && y == 2031)
|| ((d == 10 || d == 11 || d == 12) && m == February && y == 2032)
|| (((d == 31 && m == January) || ((d == 1|| d == 2)
&& m == February)) && y == 2033)
|| ((d == 20 || d == 21) && m == February && y == 2034)
|| ((d == 7 || d == 8 || d == 9) && m == February && y == 2035)
|| ((d == 28 || d == 29 || d == 30) && m == January && y == 2036)
|| ((d == 16 || d == 17) && m == February && y == 2037)
|| ((d == 3 || d == 4 || d == 5) && m == February && y == 2038)
|| ((d == 24 || d == 25 || d == 26) && m == January && y == 2039)
|| ((d == 13 || d == 14) && m == February && y == 2040)
|| (((d == 31 && m == January) || ((d == 1|| d == 2)
&& m == February)) && y == 2041)
|| ((d == 21 || d == 22 || d == 23) && m == January && y == 2042)
|| ((d == 9 || d == 10 || d == 11) && m == February && y == 2043)
|| ((((d == 29|| d == 30|| d == 31) && m == January)
|| (d == 1 && m == February)) && y == 2044)
|| ((d == 16 || d == 17 || d == 18) && m == February && y == 2045)
|| ((d == 5 || d == 6 || d == 7) && m == February && y == 2046)
|| ((d >= 25 && d <= 28) && m == January && y == 2047)
|| ((d == 13 || d == 14 || d == 15) && m == February && y == 2048)
|| ((d == 1 || d == 2 || d == 3) && m == February && y == 2049)
|| ((d == 24 || d == 25) && m == January && y == 2050)
|| ((d == 24 || d == 25) && m == January && y == 2051)
|| ((d == 24 || d == 25) && m == January && y == 2052)

// Election Days
|| (d == 15 && m == April && y == 2004) // National Assembly
Expand Down Expand Up @@ -147,16 +185,37 @@ namespace QuantLib {
|| (d == 30 && m == April && y == 2020)
|| (d == 19 && m == May && y == 2021)
|| (d == 8 && m == May && y == 2022)
|| (d == 26 && m == May && y == 2023)
|| (d == 29 && m == May && y == 2023) // Substitute holiday
|| (d == 15 && m == May && y == 2024)
|| (d == 5 && m == May && y == 2025)
|| (d == 24 && m == May && y == 2026)
|| (d == 25 && m == May && y == 2026) // Substitute holiday
|| (d == 13 && m == May && y == 2027)
|| (d == 2 && m == May && y == 2028)
|| (d == 20 && m == May && y == 2029)
|| (d == 21 && m == May && y == 2029) // Substitute holiday
|| (d == 9 && m == May && y == 2030)
|| (d == 28 && m == May && y == 2031)
|| (d == 16 && m == May && y == 2032)
|| (d == 17 && m == May && y == 2032) // Substitute holiday
|| (d == 6 && m == May && y == 2033)
|| (d == 25 && m == May && y == 2034)
|| (d == 15 && m == May && y == 2035)
|| (d == 5 && m == May && y == 2036) // Substitute holiday
|| (d == 22 && m == May && y == 2037)
|| (d == 11 && m == May && y == 2038)
|| (d == 2 && m == May && y == 2039) // Substitute holiday
|| (d == 18 && m == May && y == 2040)
|| (d == 7 && m == May && y == 2041)
|| (d == 26 && m == May && y == 2042)
|| (d == 18 && m == May && y == 2043) // Substitute holiday
|| (d == 5 && m == May && y == 2044)
|| (d == 24 && m == May && y == 2045)
|| (d == 14 && m == May && y == 2046) // Substitute holiday
|| (d == 2 && m == May && y == 2047)
|| (d == 20 && m == May && y == 2048)
|| (d == 10 && m == May && y == 2049) // Substitute holiday
|| (d == 30 && m == May && y == 2050) // Substitute holiday
|| (d == 30 && m == May && y == 2051) // Substitute holiday
|| (d == 30 && m == May && y == 2052) // Substitute holiday
|| (d == 30 && m == May && y == 2053) // Substitute holiday

// Special holiday: 70 years from Independence Day
|| (d == 14 && m == August && y == 2015)
Expand Down Expand Up @@ -184,17 +243,42 @@ namespace QuantLib {
&& m == October)) && y == 2020)
|| ((d == 20 || d == 21 || d == 22) && m == September && y == 2021)
|| ((d == 9 || d == 10 || d == 11) && m == September && y == 2022)
|| ((d >= 9 && d <= 12) && m == September && y == 2022)
|| ((d == 28 || d == 29 || d == 30) && m == September && y == 2023)
|| ((d == 16 || d == 17 || d == 18) && m == September && y == 2024)
|| ((d == 5 || d == 6 || d == 7) && m == October && y == 2025)
|| ((d == 6 || d == 7 || d == 8) && m == October && y == 2025)
|| ((d == 24 || d == 25 || d == 26) && m == September && y == 2026)
|| ((d == 14 || d == 15 || d == 16) && m == September && y == 2027)
|| ((d == 2 || d == 3 || d == 4) && m == October && y == 2028)
|| ((d == 21 || d == 22 || d == 23) && m == September && y == 2029)
|| ((d >= 2 && d <= 5) && m == October && y == 2028)
|| ((d >= 21 && d <= 24) && m == September && y == 2029)
|| ((d == 11 || d == 12 || d == 13) && m == September && y == 2030)
|| (((d == 30 && m == September) || ((d == 1 || d == 2)
&& m == October)) && y == 2031)
|| ((d == 18 || d == 19 || d == 20) && m == September && y == 2032)
|| ((d == 20 || d == 21) && m == September && y == 2032)
|| ((d == 7 || d == 8 || d == 9) && m == September && y == 2033)
|| ((d == 26 || d == 27 || d == 28) && m == September && y == 2034)
|| ((d == 17 || d == 18) && m == September && y == 2035)
|| ((d >= 3 && d <= 6) && m == October && y == 2036)
|| ((d == 23 || d == 24 || d == 25) && m == September && y == 2037)
|| ((d == 13 || d == 14 || d == 15) && m == September && y == 2038)
|| ((d == 3 || d == 4 || d == 5) && m == October && y == 2039)
|| ((d == 20 || d == 21 || d == 22) && m == September && y == 2040)
|| ((d == 9 || d == 10 || d == 11) && m == September && y == 2041)
|| ((d == 29 || d == 30) && m == September && y == 2042)
|| ((d == 16 || d == 17 || d == 18) && m == September && y == 2043)
|| ((d == 4 || d == 5 || d == 6) && m == October && y == 2044)
|| ((d == 25 || d == 26 || d == 27) && m == September && y == 2045)
|| ((d >= 14 && d <= 17) && m == September && y == 2046)
|| ((d == 3 || d == 4 || d == 5) && m == October && y == 2047)
|| ((d == 21 || d == 22 || d == 23) && m == September && y == 2048)
|| ((d >= 10 && d <= 13) && m == September && y == 2049)
|| ((((d == 29|| d == 30) && m == September)
|| (d == 1 && m == October)) && y == 2050)
|| ((((d == 29|| d == 30) && m == September)
|| (d == 1 && m == October)) && y == 2051)
|| ((((d == 29|| d == 30) && m == September)
|| (d == 1 && m == October)) && y == 2052)

// Hangul Proclamation of Korea
|| (d == 9 && m == October && y >= 2013)
)
Expand Down