QuantLib's lunar holiday lists stop, so later years miss holidays
Table of Contents
This page is a capture in the inbox bucket of the product backlog — a pre-sprint idea, not yet pulled into a sprint as a story.
1. What
The calendars are generated from QuantLib. Its lists of lunar holidays are hard-coded and stop at a year. Closed days fall from 19 in 2026 to 1 in 2035 for China.SSE, from 15 to 4 for Taiwan, and from 11 to 5 for Singapore and Turkey. Extend those lists, from an official source, as data on our side.
2. Why
A long-dated value date in those currencies can fall on a holiday. ORE prices with the same lists, so the two stay consistent until we extend them.
3. References
projects/ores.refdata/core/src/service/calendar_materialisation_service.cppprojects/ores.marketdata/service/src/app/fx_forward_ladder_service.cpp