Re: [Quantlib-dev] Wrong UK holiday

[Luigi B. <lui...@gm...>]

Fixed in https://github.com/lballabio/QuantLib/pull/1103.  Thanks for the
heads-up!


On Fri, May 28, 2021 at 1:03 PM Ioannis Rigopoulos <qua...@de...>
wrote:

> 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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