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Added Dec. 31 NYE holiday to Chilean calendar in chile.cpp #1846

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Jan 5, 2024
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2 changes: 2 additions & 0 deletions ql/time/calendars/chile.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -75,6 +75,8 @@ namespace QuantLib {
|| (d == 8 && m == December)
// Christmas Day
|| (d == 25 && m == December)
// New Year's Eve
|| (d == 31 && m == December)
)
return false;

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1 change: 1 addition & 0 deletions ql/time/calendars/chile.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -52,6 +52,7 @@ namespace QuantLib {
<li>All Saints' Day, November 1st</li>
<li>Immaculate Conception, December 8th</li>
<li>Christmas Day, December 25th</li>
<li>New Year's Eve, December 31st; (see https://www.cmfchile.cl/portal/prensa/615/w3-article-49984.html)</li>
</ul>

\ingroup calendars
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