Add new Canadian holiday

lballabio · Jul 1, 2021 · 4441804 · 4441804
1 parent abac3c4
commit 4441804
Show file tree

Hide file tree

Showing 2 changed files with 4 additions and 0 deletions.
diff --git a/ql/time/calendars/canada.cpp b/ql/time/calendars/canada.cpp
@@ -62,6 +62,9 @@ namespace QuantLib {
             || (d <= 7 && w == Monday && m == August)
             // first Monday of September (Labor Day)
             || (d <= 7 && w == Monday && m == September)
+            // September 30th, possibly moved to Monday
+            // (National Day for Truth and Reconciliation, since 2021)
+            || (((d == 30 && m == September) || (d <= 2 && m == October && w == Monday)) && y >= 2021)
             // second Monday of October (Thanksgiving Day)
             || (d > 7 && d <= 14 && w == Monday && m == October)
             // November 11th (possibly moved to Monday)

diff --git a/ql/time/calendars/canada.hpp b/ql/time/calendars/canada.hpp
@@ -42,6 +42,7 @@ namespace QuantLib {
         <li>Canada Day, July 1st (possibly moved to Monday)</li>
         <li>Provincial Holiday, first Monday of August</li>
         <li>Labour Day, first Monday of September</li>
+        <li>National Day for Truth and Reconciliation, September 30th (possibly moved to Monday)</li>
         <li>Thanksgiving Day, second Monday of October</li>
         <li>Remembrance Day, November 11th (possibly moved to Monday)</li>
         <li>Christmas, December 25th (possibly moved to Monday or Tuesday)</li>