diff --git a/ql/time/calendars/unitedstates.cpp b/ql/time/calendars/unitedstates.cpp index be4149d0f10..88fa4200e12 100644 --- a/ql/time/calendars/unitedstates.cpp +++ b/ql/time/calendars/unitedstates.cpp @@ -6,6 +6,7 @@ Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl Copyright (C) 2017 Peter Caspers Copyright (C) 2017 Oleg Kulkov + Copyright (C) 2023 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/ @@ -35,7 +36,7 @@ namespace QuantLib { // third Monday in February return (d >= 15 && d <= 21) && w == Monday && m == February; } else { - // February 22nd, possily adjusted + // February 22nd, possibly adjusted return (d == 22 || (d == 23 && w == Monday) || (d == 21 && w == Friday)) && m == February; } diff --git a/ql/time/calendars/unitedstates.hpp b/ql/time/calendars/unitedstates.hpp index 5218cd3fa1e..faebb3baf2c 100644 --- a/ql/time/calendars/unitedstates.hpp +++ b/ql/time/calendars/unitedstates.hpp @@ -6,6 +6,7 @@ Copyright (C) 2004 Ferdinando Ametrano Copyright (C) 2017 Peter Caspers Copyright (C) 2017 Oleg Kulkov + Copyright (C) 2023 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/ @@ -125,6 +126,28 @@ namespace QuantLib {