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:)
- Chinese New Year
- Hari Raya Haji
diff --git a/ql/time/calendars/southafrica.cpp b/ql/time/calendars/southafrica.cpp
index 66baa8b6a6..453555a0ba 100644
--- a/ql/time/calendars/southafrica.cpp
+++ b/ql/time/calendars/southafrica.cpp
@@ -2,7 +2,7 @@
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
- Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
+ Copyright (C) 2023, 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/
@@ -80,6 +80,8 @@ namespace QuantLib {
|| (d == 27 && m == December && y == 2022)
// one-shot: Special holiday to celebrate winning of Rugby World Cup 2023
|| (d == 15 && m == December && y == 2023)
+ // one-shot: Election day 2024
+ || (d == 29 && m == May && y == 2024)
)
return false; // NOLINT(readability-simplify-boolean-expr)
return true;
diff --git a/ql/time/calendars/thailand.cpp b/ql/time/calendars/thailand.cpp
index 8453438242..58cdb44321 100644
--- a/ql/time/calendars/thailand.cpp
+++ b/ql/time/calendars/thailand.cpp
@@ -2,7 +2,7 @@
/*
Copyright (C) 2018 Matthias Groncki
- Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
+ Copyright (C) 2023, 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/
@@ -288,6 +288,7 @@ namespace QuantLib {
if ((y == 2024) && ((d == 26 && m == February) // Substitution for Makha Bucha Day (Saturday 24th February 2024)
|| (d == 8 && m == April) // Substitution for Chakri Memorial Day (Saturday 6th April 2024)
+ || (d == 12 && m == April) // Additional holiday in relation to the Songkran festival
|| (d == 6 && m == May) // Substitution for Coronation Day (Saturday 4th May 2024)
|| (d == 22 && m == May) // Wisakha Bucha Day
|| (d == 22 && m == July) // Substitution for Asarnha Bucha Day (Saturday 20th July 2024)