Make Gov USA bond 2023 Good Friday working day (#1620)

lballabio · Mar 23, 2023 · d88ed7c · d88ed7c
2 parents 7220d2c + 57668cd
commit d88ed7c
Showing 1 changed file with 9 additions and 8 deletions.
diff --git a/ql/time/calendars/unitedstates.cpp b/ql/time/calendars/unitedstates.cpp
@@ -73,7 +73,7 @@ namespace QuantLib {
                 return (d >= 22 && d <= 28) && w == Monday && m == October;
             }
         }
-     
+
         bool isVeteransDayNoSaturday(Day d, Month m, Year y, Weekday w) {
             if (y <= 1970 || y >= 1978) {
                 // November 11th, adjusted, but no Saturday to Friday
@@ -90,7 +90,7 @@ namespace QuantLib {
                 && m == June && y >= 2022;
         }
     }
-    
+
     UnitedStates::UnitedStates(UnitedStates::Market market) {
         // all calendar instances on the same market share the same
         // implementation instance
@@ -282,8 +282,9 @@ namespace QuantLib {
                 && y >= 1983)
             // Washington's birthday (third Monday in February)
             || isWashingtonBirthday(d, m, y, w)
-            // Good Friday (2015 was half day due to NFP report)
-            || (dd == em-3 && y != 2015)
+            // Good Friday (2015, 2021, 2023 are half day due to NFP/SIFMA;
+            // see <https://www.sifma.org/resources/general/holiday-schedule/>)
+            || (dd == em-3 && y != 2015 && y != 2021 && y != 2023)
             // Memorial Day (last Monday in May)
             || isMemorialDay(d, m, y, w)
             // Juneteenth (Monday if Sunday or Friday if Saturday)
@@ -303,7 +304,7 @@ namespace QuantLib {
             || ((d == 25 || (d == 26 && w == Monday) ||
                  (d == 24 && w == Friday)) && m == December))
             return false;
-             
+
         // Special closings
         if (// President Bush's Funeral
             (y == 2018 && m == December && d == 5)
@@ -312,7 +313,7 @@ namespace QuantLib {
             // President Reagan's funeral
             || (y == 2004 && m == June && d == 11)
             ) return false;
-     
+
         return true;
     }
 
@@ -338,8 +339,8 @@ namespace QuantLib {
             return false; // NOLINT(readability-simplify-boolean-expr)
         return true;
     }
- 
- 
+
+
     bool UnitedStates::FederalReserveImpl::isBusinessDay(const Date& date) const {
         // see https://www.frbservices.org/holidayschedules/ for details
         Weekday w = date.weekday();