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[Quantlib-users] Re.. bugs in SouthKorea calendar
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From: Chongseok <or...@ha...> - 2008-03-23 22:52:03
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<P>Dear Konstantin:</P>
<P> </P>
<P>>Quantlib SouthKorea calendar reports 5 April 2006 and 2007 as a non-business<BR>
>day (possibly in other years too). Bloomberg CDR SK reports these days as<BR>
>settlement days.<BR>
</P>
<P>5th April had been a national holiday up to 2005 as Arbor Day, but not a holiday since 2006.</P>
<P>In addtion, 17th July had been a national holiday up to 2007 as Constitution Day,</P>
<P>where it will not be a holiday from this year, 2008.</P>
<P> </P>
<P>These changes need to be updated in QuantLib, for the effects are going to be continued.</P>
<P>I wish Luigi recognise these matters.</P>
<P> </P>
<P>>On the other hand, according to Bloomberg 9 Apr 2008 is not a settlement<BR>
>day(Election Day holiday), while according to Quantlib it is a business day.<BR>
>There are some more discrepancies in May 2008.<BR>
</P>
<P>There could be add-hoc holidays on every market. In South Korea, 19th December, 2007 was the election day for the presidency (holiday). 9th April, 2008, will be the election day for the assembly (holiday).</P>
<P> </P>
<P>If you need more informations, please visit the home page of Korea Exchange (<A href="http://www.krx.co.kr/">http://www.krx.co.kr/</A>)</P>
<P> </P>
<P>Best wishes,</P>
<P> </P>
<P>Charles Chongseok Hyun </P>
<P>(from South Korea)</P></td></tr>
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