JQuantLib

Australia Calendar Not implementing ASX

Bug #1209591 reported by warrior
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
Fix Released
Low
Richard Gomes

Bug Description

Australia Calendar Not correct. At the moment we are not implementing ASX calendar properly and instead implementing Province based (most likely Australia capital territory + New South Wales) Calendar which is not right.

Error: Jan 25th is not in the holiday List

See http://www.asx.com.au/about/operational/trading_calendar/sfe/2008.htm and
http://www.sfe.com.au/content/notices/2008/notice2008_188.pdf for the ASX Holidays

Ideally we should be exposing Market.ASX instead of Australia Calendar

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Relationships
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related to http://bugs.launchpad.net/bugs/jquantlib-73
related to http://bugs.launchpad.net/bugs/jquantlib-72
child of http://bugs.launchpad.net/bugs/jquantlib-43

Tags: general
Revision history for this message
Jia Jia (jetlondon) wrote :

ASX already implemented. Verified test cases against:
http://www.asx.com.au/about/operational/trading_calendar/asx/2009.htm
http://www.asx.com.au/about/operational/trading_calendar/asx/2008.htm
http://www.asx.com.au/about/operational/trading_calendar/asx/2007.htm

Revision history for this message
Richard Gomes (frgomes) wrote :

done

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