Re: [Quantlib-users] Wrong UK holiday

[Ioannis R. <qua...@de...>]

Problem with the 30 May 2022 of the UK calendar resolved.

It has to do with a one-time exception caused by the Queen's platinum 
jubilee celebration that allocates an extra UK bank holiday on Friday, 
June 3rd 2022.

The usual last Monday of May Spring holiday has been shifted to 
Thursday, June 2nd 2022, making the Monday, May 30th 2022 a business day.

More details at 
https://en.wikipedia.org/wiki/Platinum_Jubilee_of_Elizabeth_II

Please adjust your code settings accordingly.

Ioannis

On 5/28/2021 12:29 PM, Ioannis Rigopoulos wrote:
>
> Resent it with a proper subject :)
>
> On 5/28/2021 12:20 PM, Ioannis Rigopoulos wrote:
>>
>> Hi QuantLib users and developers,
>>
>> I have just discovered the following wrong holiday that affects the 
>> UnitedKingdom class.
>>
>> I mention it here because the UK market is extremely important due to 
>> the many financial instruments traded there and used to calibrate 
>> many curves.
>>
>> All Libor rates, for example, are affected.
>>
>> *QuantLib regards wrongly the 30 May 2022 as holiday. This date 
>> should be actually replaced with the two dates 2 June (Spring or Late 
>> May) and 3 June (Platinum Jubilee of Elizabeth II).*
>>
>> The interesting is that all remaining holidays until 2049 are correct!
>>
>> I am not sure why this happens wrt that particular date. I will try 
>> to investigate and let you know.
>>
>> Cheers,
>>
>> Ioannis
>>


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