diff --git a/ql/time/calendars/thailand.cpp b/ql/time/calendars/thailand.cpp index be7bba5c06b..8453438242b 100644 --- a/ql/time/calendars/thailand.cpp +++ b/ql/time/calendars/thailand.cpp @@ -2,6 +2,7 @@ /* Copyright (C) 2018 Matthias Groncki + Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ @@ -35,29 +36,34 @@ namespace QuantLib { if (isWeekend(w) // New Year's Day - || ((d == 1 || (d==3 && w==Monday)) && m == January) + || ((d == 1 || (d == 3 && w == Monday)) && m == January) // Chakri Memorial Day - || ((d == 6 || ((d==7 || d==8) && w==Monday)) && m == April) - // Songkran Festival - || ((d == 13 || d == 14 || d == 15) && m == April) - // Songkran Festival obersvence (usually not more then 1 holiday will be replaced) - || (d == 16 && (w == Monday || w == Tuesday) && m == April) + || ((d == 6 || ((d == 7 || d == 8) && w == Monday)) && m == April) + // Songkran Festival (was cancelled in 2020 due to the Covid-19 Pandamic) + || ((d == 13 || d == 14 || d == 15) && m == April && y != 2020) + // Substitution Songkran Festival, usually not more than 5 days in total (was cancelled + // in 2020 due to the Covid-19 Pandamic) + || (d == 16 && (w == Monday || w == Tuesday) && m == April && y != 2020) // Labor Day - || ((d == 1 || ((d==2 || d==3) && w==Monday)) && m == May) - // H.M. the King's Birthday - || ((d == 28 || ((d==29 || d==30) && w==Monday)) && m == July && y >= 2017) - // H.M. the Queen's Birthday - || ((d == 12 || ((d==13 || d==14) && w==Monday)) && m == August) - // H.M. King Bhumibol Adulyadej Memorial Day - || ((d == 13 || ((d==14 || d==15) && w==Monday)) && m == October && y >= 2017) - // H.M. King Bhumibol Adulyadej's Birthday - || ((d == 5 || ((d==6 || d==7) && w==Monday)) && m == December) + || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == May) + // Coronation Day + || ((d == 4 || ((d == 5 || d == 6) && w == Monday)) && m == May && y >= 2019) + // H.M.Queen Suthida Bajrasudhabimalalakshana’s Birthday + || ((d == 03 || ((d == 04 || d == 05) && w == Monday)) && m == June && y >= 2019) + // H.M. King Maha Vajiralongkorn Phra Vajiraklaochaoyuhua’s Birthday + || ((d == 28 || ((d == 29 || d == 30) && w == Monday)) && m == July && y >= 2017) + // ​H.M. Queen Sirikit The Queen Mother’s Birthday / Mother’s Day + || ((d == 12 || ((d == 13 || d == 14) && w == Monday)) && m == August) + // H.M. King Bhumibol Adulyadej The Great Memorial Day + || ((d == 13 || ((d == 14 || d == 15) && w == Monday)) && m == October && y >= 2017) + // Chulalongkorn Day + || ((d == 23 || ((d == 24 || d == 25) && w == Monday)) && m == October && y != 2021) // Moved 2021, see below + // H.M. King Bhumibol Adulyadej The Great’s Birthday/ National Day / Father’s Day + || ((d == 5 || ((d == 6 || d == 7) && w == Monday)) && m == December) // Constitution Day - || ((d == 10 || ((d==11 || d==12) && w==Monday)) && m == December) + || ((d == 10 || ((d == 11 || d == 12) && w == Monday)) && m == December) // New Year’s Eve - || (d == 31 && m == December) - // New Year’s Eve Observence - || ((d == 1 || d==2) && w == Monday && m == January) + || ((d == 31 && m == December) || (d == 2 && w == Monday && m == January && y != 2024)) // Moved 2024 ) return false; @@ -236,6 +242,59 @@ namespace QuantLib { )) return false; + if ((y == 2019) && ((d == 19 && m == February) // Makha Bucha Day + || (d == 6 && m == May) // Special Holiday + || (d == 20 && m == May) // Wisakha Bucha Day + || (d == 16 && m == July) // Asarnha Bucha Day + )) + return false; + + if ((y == 2020) && ((d == 10 && m == February) // Makha Bucha Day + || (d == 6 && m == May) // Wisakha Bucha Day + || (d == 6 && m == July) // Asarnha Bucha Day + || (d == 27 && m == July) // Substitution for Songkran Festival + || (d == 4 && m == September) // Substitution for Songkran Festival + || (d == 7 && m == September) // Substitution for Songkran Festival + || (d == 11 && m == December) // Special Holiday + )) + return false; + + if ((y == 2021) && ((d == 12 && m == February) // Special Holiday + || (d == 26 && m == February) // Makha Bucha Day + || (d == 26 && m == May) // Wisakha Bucha Day + || (d == 26 && m == July) // Substitution for Asarnha Bucha Day (Saturday 24th July 2021) + || (d == 24 && m == September) // Special Holiday + || (d == 22 && m == October) // ​Substitution for Chulalongkorn Day + )) + return false; + + if ((y == 2022) && ((d == 16 && m == February) // Makha Bucha Day + || (d == 16 && m == May) // Substitution for Wisakha Bucha Day (Sunday 15th May 2022) + || (d == 13 && m == July) // Asarnha Bucha Day + || (d == 29 && m == July) // Additional special holiday (added) + || (d == 14 && m == October) // Additional special holiday (added) + || (d == 24 && m == October) // ​Substitution for Chulalongkorn Day (Sunday 23rd October 2022) + )) + return false; + + if ((y == 2023) && ((d == 6 && m == March) // Makha Bucha Day + || (d == 5 && m == May) // Additional special holiday (added) + || (d == 5 && m == June) // Substitution for H.M. Queen's birthday and Wisakha Bucha Day (Saturday 3rd June 2022) + || (d == 1 && m == August) // Asarnha Bucha Day + || (d == 23 && m == October) // Chulalongkorn Day + || (d == 29 && m == December) // Substitution for New Year’s Eve (Sunday 31st December 2023) (added) + )) + return false; + + if ((y == 2024) && ((d == 26 && m == February) // Substitution for Makha Bucha Day (Saturday 24th February 2024) + || (d == 8 && m == April) // Substitution for Chakri Memorial Day (Saturday 6th April 2024) + || (d == 6 && m == May) // Substitution for Coronation Day (Saturday 4th May 2024) + || (d == 22 && m == May) // Wisakha Bucha Day + || (d == 22 && m == July) // Substitution for Asarnha Bucha Day (Saturday 20th July 2024) + || (d == 23 && m == October) // Chulalongkorn Day + )) + return false; + return true; } diff --git a/ql/time/calendars/thailand.hpp b/ql/time/calendars/thailand.hpp index 3f7a5a3f847..a3dc93e7625 100644 --- a/ql/time/calendars/thailand.hpp +++ b/ql/time/calendars/thailand.hpp @@ -2,6 +2,7 @@ /* Copyright (C) 2018 Matthias Groncki + Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ @@ -31,12 +32,12 @@ namespace QuantLib { //! %Thailand calendars /*! Holidays for the Thailand exchange Holidays observed by financial institutions (not to be confused with bank holidays in the United Kingdom) are regulated by the Bank of Thailand. - If a holiday fall on a weekend the government will annouce a replacement day (usally the following monday). + If a holiday fall on a weekend the government will announce a replacement day (usually the following Monday). Sometimes the government add one or two extra holidays in a year. (data from - https://www.bot.or.th/English/FinancialInstitutions/FIholiday/Pages/2018.aspx: + https://www.bot.or.th/en/financial-institutions-holiday.html: Fixed holidays Other holidays for which no rule is given - (data available for 2000-2018 with some years missing) + (data available for 2000-2024 with some years missing)