diff --git a/ql/time/calendars/brazil.cpp b/ql/time/calendars/brazil.cpp index 86799d364fb..54dbc854159 100644 --- a/ql/time/calendars/brazil.cpp +++ b/ql/time/calendars/brazil.cpp @@ -98,7 +98,7 @@ namespace QuantLib { // Labor Day || (d == 1 && m == May) // Revolution Day - || (d == 9 && m == July) + || (d == 9 && m == July && y < 2022) // Independence Day || (d == 7 && m == September) // Nossa Sra. Aparecida Day @@ -108,7 +108,7 @@ namespace QuantLib { // Republic Day || (d == 15 && m == November) // Black Consciousness Day - || (d == 20 && m == November && y >= 2007) + || (d == 20 && m == November && y >= 2007 && y != 2022 && y != 2023) // Christmas Eve || (d == 24 && m == December) // Christmas diff --git a/ql/time/calendars/brazil.hpp b/ql/time/calendars/brazil.hpp index 2ccefc20613..0c7242061f4 100644 --- a/ql/time/calendars/brazil.hpp +++ b/ql/time/calendars/brazil.hpp @@ -56,12 +56,12 @@ namespace QuantLib {