[Quantlib-users] Wrong UK holiday

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

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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