Update Brazil calendar from QuantLib 1.35-rc

qlcal · Jul 13, 2024 · fa87d77 · fa87d77
1 parent 3efdeff
commit fa87d77
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Showing 3 changed files with 10 additions and 6 deletions.
diff --git a/ChangeLog b/ChangeLog
@@ -1,9 +1,13 @@
+2024-07-12  Dirk Eddelbuettel  <[email protected]>
+
+	* src/ql/time/calendars/brazil.?pp: Updated from QuantLib 1.35 (rc)
+
 2024-07-10  Dirk Eddelbuettel  <[email protected]>
 
 	* DESCRIPTION (Version, Date): Roll micro version and date
 
-	* src/ql/time/calendars/chile.{cpp,hpp}: Updated from QuantLib 1.35 (rc)
-	* src/ql/time/calendars/india.{cpp,hpp}: Idem
+	* src/ql/time/calendars/chile.?pp: Updated from QuantLib 1.35 (rc)
+	* src/ql/time/calendars/india.?pp: Idem
 	* src/ql/time/calendars/unitedstates.cpp: Idem
 
 2024-05-19  Dirk Eddelbuettel  <[email protected]>

diff --git a/src/ql/time/calendars/brazil.cpp b/src/ql/time/calendars/brazil.cpp
@@ -98,7 +98,7 @@ namespace QuantLib {
             // Labor Day
             || (d == 1 && m == May)
             // Revolution Day
-            || (d == 9 && m == July)
+            || (d == 9 && m == July && y < 2022)
             // Independence Day
             || (d == 7 && m == September)
             // Nossa Sra. Aparecida Day
@@ -108,7 +108,7 @@ namespace QuantLib {
             // Republic Day
             || (d == 15 && m == November)
             // Black Consciousness Day
-            || (d == 20 && m == November && y >= 2007)
+            || (d == 20 && m == November && y >= 2007 && y != 2022 && y != 2023)
             // Christmas Eve
             || (d == 24 && m == December)
             // Christmas

diff --git a/src/ql/time/calendars/brazil.hpp b/src/ql/time/calendars/brazil.hpp
@@ -56,12 +56,12 @@ namespace QuantLib {
         <li>Sao Paulo City Day, January 25th (up to 2021 included)</li>
         <li>Tiradentes's Day, April 21th</li>
         <li>Labour Day, May 1st</li>
-        <li>Revolution Day, July 9th</li>
+        <li>Revolution Day, July 9th (up to 2021 included)</li>
         <li>Independence Day, September 7th</li>
         <li>Nossa Sra. Aparecida Day, October 12th</li>
         <li>All Souls Day, November 2nd</li>
         <li>Republic Day, November 15th</li>
-        <li>Black Consciousness Day, November 20th (since 2007)</li>
+        <li>Black Consciousness Day, November 20th (since 2007, except 2022 and 2023)</li>
         <li>Christmas Eve, December 24th</li>
         <li>Christmas, December 25th</li>
         <li>Passion of Christ</li>