Sync from QuantLib 1.37 (rc)

ChangeLog

@@ -1,3 +1,8 @@
+2025-01-13  Dirk Eddelbuettel  <[email protected]>
+
+	* src/ql/time/calendars/newzealand.?pp: Updated from QuantLib 1.37 (rc)
+	* src/ql/time/calendars/unitedstates.cpp: Idem
+
 2024-10-15  Dirk Eddelbuettel  <[email protected]>
 
 	* DESCRIPTION (Version, Date): Release 0.0.13

src/ql/time/calendars/newzealand.cpp

@@ -21,13 +21,7 @@
 
 namespace QuantLib {
 
-    NewZealand::NewZealand() {
-        // all calendar instances share the same implementation instance
-        static ext::shared_ptr<Calendar::Impl> impl(new NewZealand::Impl);
-        impl_ = impl;
-    }
-
-    bool NewZealand::Impl::isBusinessDay(const Date& date) const {
+    bool NewZealand::CommonImpl::isBusinessDay(const Date& date) const {
         Weekday w = date.weekday();
         Day d = date.dayOfMonth(), dd = date.dayOfYear();
         Month m = date.month();
@@ -40,16 +34,14 @@ namespace QuantLib {
             // Day after New Year's Day (possibly moved to Mon or Tuesday)
             || ((d == 2 || (d == 4 && (w == Monday || w == Tuesday))) &&
                 m == January)
-            // Anniversary Day, Monday nearest January 22nd
-            || ((d >= 19 && d <= 25) && w == Monday && m == January)
-            // Waitangi Day. February 6th ("Mondayised" since 2013)
+            // Waitangi Day. February 6th (possibly moved to Monday since 2013)
             || (d == 6 && m == February)
             || ((d == 7 || d == 8) && w == Monday && m == February && y > 2013)
             // Good Friday
             || (dd == em-3)
             // Easter Monday
             || (dd == em)
-            // ANZAC Day. April 25th ("Mondayised" since 2013) 
+            // ANZAC Day. April 25th (possibly moved to Monday since 2013) 
             || (d == 25 && m == April)
             || ((d == 26 || d == 27) && w == Monday && m == April && y > 2013)
             // Queen's Birthday, first Monday in June
@@ -81,9 +73,54 @@ namespace QuantLib {
             || (d == 14 && m == July && (y == 2023 || y == 2028))
             || (d == 15 && m == July && (y == 2039 || y == 2050))
             || (d == 18 && m == July && y == 2036)
-            || (d == 19 && m == July && (y == 2041 || y == 2047)))
+            || (d == 19 && m == July && (y == 2041 || y == 2047))
+            // Queen Elizabeth's funeral
+            || (d == 26 && m == September && y == 2022))
             return false; // NOLINT(readability-simplify-boolean-expr)
         return true;
     }
 
+    bool NewZealand::WellingtonImpl::isBusinessDay(const Date& date) const {
+        if (!NewZealand::CommonImpl::isBusinessDay(date))
+            return false;
+        Weekday w = date.weekday();
+        Day d = date.dayOfMonth();
+        Month m = date.month();
+        // Anniversary Day, Monday nearest January 22nd
+        if ((d >= 19 && d <= 25) && w == Monday && m == January)
+            return false; // NOLINT(readability-simplify-boolean-expr)
+        return true;
+    }
+
+    bool NewZealand::AucklandImpl::isBusinessDay(const Date& date) const {
+        if (!NewZealand::CommonImpl::isBusinessDay(date))
+            return false;
+        Weekday w = date.weekday();
+        Day d = date.dayOfMonth();
+        Month m = date.month();
+        // Anniversary Day, Monday nearest January 29nd
+        if ((d >= 26 && w == Monday && m == January)
+            || (d == 1 && w == Monday && m == February))
+            return false; // NOLINT(readability-simplify-boolean-expr)
+        return true;
+    }
+
+
+    NewZealand::NewZealand(Market market) {
+        // all calendar instances for a given market share the same implementation instance
+        static auto wellingtonImpl = ext::make_shared<NewZealand::WellingtonImpl>();
+        static auto aucklandImpl = ext::make_shared<NewZealand::AucklandImpl>();
+
+        switch (market) {
+          case Wellington:
+            impl_ = wellingtonImpl;
+            break;
+          case Auckland:
+            impl_ = aucklandImpl;
+            break;
+          default:
+            QL_FAIL("unknown market");
+        }
+    }
+
 }

src/ql/time/calendars/newzealand.hpp

@@ -29,26 +29,33 @@
 namespace QuantLib {
 
     //! New Zealand calendar
-    /*! Holidays:
+    /*! Common holidays:
         <ul>
         <li>Saturdays</li>
         <li>Sundays</li>
-        <li>New Year's Day, January 1st (possibly moved to Monday or
-            Tuesday)</li>
-        <li>Day after New Year's Day, January 2st (possibly moved to
-            Monday or Tuesday)</li>
-        <li>Anniversary Day, Monday nearest January 22nd</li>
-        <li>Waitangi Day. February 6th</li>
+        <li>New Year's Day, January 1st (possibly moved to Monday or Tuesday)</li>
+        <li>Day after New Year's Day, January 2st (possibly moved to Monday or Tuesday)</li>
+        <li>Waitangi Day. February 6th (possibly moved to Monday since 2013)</li>
         <li>Good Friday</li>
         <li>Easter Monday</li>
-        <li>ANZAC Day. April 25th</li>
+        <li>ANZAC Day. April 25th (possibly moved to Monday since 2013)</li>
         <li>Queen's Birthday, first Monday in June</li>
         <li>Labour Day, fourth Monday in October</li>
         <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>
-        <li>Boxing Day, December 26th (possibly moved to Monday or
-            Tuesday)</li>
+        <li>Boxing Day, December 26th (possibly moved to Monday or Tuesday)</li>
         <li>Matariki, in June or July, official calendar released for years 2022-2052</li>
         </ul>
+
+        Additional holidays for Wellington:
+        <ul>
+        <li>Anniversary Day, Monday nearest January 22nd</li>
+        </ul>
+
+        Additional holidays for Auckland:
+        <ul>
+        <li>Anniversary Day, Monday nearest January 29nd</li>
+        </ul>
+        
         \note The holiday rules for New Zealand were documented by
               David Gilbert for IDB (http://www.jrefinery.com/ibd/)
               The Matariki holiday calendar has been released by the NZ Government
@@ -58,13 +65,24 @@ namespace QuantLib {
     */
     class NewZealand : public Calendar {
       private:
-        class Impl final : public Calendar::WesternImpl {
+        class CommonImpl : public Calendar::WesternImpl {
+          public:
+            bool isBusinessDay(const Date&) const override;
+        };
+        class WellingtonImpl final : public CommonImpl {
+          public:
+            std::string name() const override { return "New Zealand (Wellington)"; }
+            bool isBusinessDay(const Date&) const override;
+        };
+        class AucklandImpl final : public CommonImpl {
           public:
-            std::string name() const override { return "New Zealand"; }
+            std::string name() const override { return "New Zealand (Auckland)"; }
             bool isBusinessDay(const Date&) const override;
         };
       public:
-        NewZealand();
+        //! NZ calendars
+        enum Market { Wellington, Auckland };
+        explicit NewZealand(Market market = Wellington);
     };
 
 }

src/ql/time/calendars/unitedstates.cpp

@@ -7,6 +7,7 @@
  Copyright (C) 2017 Peter Caspers
  Copyright (C) 2017 Oleg Kulkov
  Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
+ Copyright (C) 2024 Dirk Eddelbuettel
 
  This file is part of QuantLib, a free-software/open-source library
  for financial quantitative analysts and developers - http://quantlib.org/
@@ -219,8 +220,10 @@ namespace QuantLib {
             return false;
 
         // Special closings
-        if (// President Bush's Funeral
-            (y == 2018 && m == December && d == 5)
+        if (// President Carter's Funeral
+            (y == 2025 && m == January && d == 9)
+            // President Bush's Funeral
+            || (y == 2018 && m == December && d == 5)
             // Hurricane Sandy
             || (y == 2012 && m == October && (d == 29 || d == 30))
             // President Ford's funeral