diff --git a/ql/time/calendars/thailand.cpp b/ql/time/calendars/thailand.cpp index 3e8ed9f1944..8453438242b 100644 --- a/ql/time/calendars/thailand.cpp +++ b/ql/time/calendars/thailand.cpp @@ -268,6 +268,33 @@ namespace QuantLib { )) return false; + if ((y == 2022) && ((d == 16 && m == February) // Makha Bucha Day + || (d == 16 && m == May) // Substitution for Wisakha Bucha Day (Sunday 15th May 2022) + || (d == 13 && m == July) // Asarnha Bucha Day + || (d == 29 && m == July) // Additional special holiday (added) + || (d == 14 && m == October) // Additional special holiday (added) + || (d == 24 && m == October) // ​Substitution for Chulalongkorn Day (Sunday 23rd October 2022) + )) + return false; + + if ((y == 2023) && ((d == 6 && m == March) // Makha Bucha Day + || (d == 5 && m == May) // Additional special holiday (added) + || (d == 5 && m == June) // Substitution for H.M. Queen's birthday and Wisakha Bucha Day (Saturday 3rd June 2022) + || (d == 1 && m == August) // Asarnha Bucha Day + || (d == 23 && m == October) // Chulalongkorn Day + || (d == 29 && m == December) // Substitution for New Year’s Eve (Sunday 31st December 2023) (added) + )) + return false; + + 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 == 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) + || (d == 23 && m == October) // Chulalongkorn Day + )) + return false; + return true; } diff --git a/ql/time/calendars/thailand.hpp b/ql/time/calendars/thailand.hpp index 2b9722aa659..a3dc93e7625 100644 --- a/ql/time/calendars/thailand.hpp +++ b/ql/time/calendars/thailand.hpp @@ -54,7 +54,7 @@ namespace QuantLib { Other holidays for which no rule is given - (data available for 2000-2018 with some years missing) + (data available for 2000-2024 with some years missing)