diff --git a/ql/time/calendars/singapore.cpp b/ql/time/calendars/singapore.cpp index 5aabdab4b2..c3e7fae3e6 100644 --- a/ql/time/calendars/singapore.cpp +++ b/ql/time/calendars/singapore.cpp @@ -3,6 +3,7 @@ /* Copyright (C) 2004 FIMAT Group Copyright (C) 2007, 2008, 2009, 2010 StatPro Italia srl + Copyright (C) 2024 Skandinaviska Enskilda Banken AB (publ) This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ @@ -195,10 +196,27 @@ namespace QuantLib { || (d == 2 && m == June) // Hari Raya Haji || (d == 29 && m == June) + // Public holiday on polling day + || (d == 1 && m == September) // Deepavali || (d == 13 && m == November)) return false; } + // https://api2.sgx.com/sites/default/files/2024-01/SGX%20Calendar%202024_2.pdf + if (y == 2024) + { + if (// Chinese New Year + (d == 12 && m == February) + // Hari Raya Puasa + || (d == 10 && m == April) + // Vesak Poya Day + || (d == 22 && m == May) + // Hari Raya Haji + || (d == 17 && m == June) + // Deepavali + || (d == 31 && m == October)) + return false; + } return true; } diff --git a/ql/time/calendars/singapore.hpp b/ql/time/calendars/singapore.hpp index cd26f5fe51..1865c7a2ed 100644 --- a/ql/time/calendars/singapore.hpp +++ b/ql/time/calendars/singapore.hpp @@ -3,6 +3,7 @@ /* Copyright (C) 2004 FIMAT Group Copyright (C) 2007, 2008, 2009, 2010 StatPro Italia srl + Copyright (C) 2024 Skandinaviska Enskilda Banken AB (publ) This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ @@ -44,7 +45,7 @@ namespace QuantLib { Other holidays for which no rule is given - (data available for 2004-2010, 2012-2014, 2019-2023 only:) + (data available for 2004-2010, 2012-2014, 2019-2024 only:)