diff --git a/ql/time/calendars/brazil.cpp b/ql/time/calendars/brazil.cpp index 4ed198f2b6..86799d364f 100644 --- a/ql/time/calendars/brazil.cpp +++ b/ql/time/calendars/brazil.cpp @@ -92,7 +92,7 @@ namespace QuantLib { // New Year's Day || (d == 1 && m == January) // Sao Paulo City Day - || (d == 25 && m == January) + || (d == 25 && m == January && y < 2022) // Tiradentes Day || (d == 21 && m == April) // Labor Day diff --git a/ql/time/calendars/brazil.hpp b/ql/time/calendars/brazil.hpp index c975039964..2ccefc2061 100644 --- a/ql/time/calendars/brazil.hpp +++ b/ql/time/calendars/brazil.hpp @@ -53,7 +53,7 @@ namespace QuantLib {
  • Saturdays
  • Sundays
  • New Year's Day, January 1st
  • -
  • Sao Paulo City Day, January 25th
  • +
  • Sao Paulo City Day, January 25th (up to 2021 included)
  • Tiradentes's Day, April 21th
  • Labour Day, May 1st
  • Revolution Day, July 9th