From c4e79e4a7192ed869b746eb83cb410d5396c03e7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fredrik=20Gerdin=20B=C3=B6rjesson?= Date: Thu, 4 Jul 2024 15:42:03 +0200 Subject: [PATCH 1/4] Map IslamicWeekendsOnly for use as base calendar --- OREData/ored/utilities/calendarparser.cpp | 1 + 1 file changed, 1 insertion(+) diff --git a/OREData/ored/utilities/calendarparser.cpp b/OREData/ored/utilities/calendarparser.cpp index 77a504a0a9..28900478e4 100644 --- a/OREData/ored/utilities/calendarparser.cpp +++ b/OREData/ored/utilities/calendarparser.cpp @@ -424,6 +424,7 @@ void CalendarParser::reset() { {"CME", CME()}, // Simple calendars + {"IslamicWeekendsOnly", IslamicWeekendsOnly()}, {"WeekendsOnly", WeekendsOnly()}, {"UNMAPPED", WeekendsOnly()}, {"NullCalendar", NullCalendar()}, From 4f244eaa055d3907930ed0e85e5b53bfb8311255 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fredrik=20Gerdin=20B=C3=B6rjesson?= Date: Thu, 4 Jul 2024 16:37:06 +0200 Subject: [PATCH 2/4] Document Islamic weekends only calendar --- Docs/UserGuide/allowablevalues.tex | 1 + xsd/ore_types.xsd | 2 +- 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/Docs/UserGuide/allowablevalues.tex b/Docs/UserGuide/allowablevalues.tex index 3118d93eb7..2604c66839 100644 --- a/Docs/UserGuide/allowablevalues.tex +++ b/Docs/UserGuide/allowablevalues.tex @@ -214,6 +214,7 @@ \subsection{Allowable Values} \emph{XNYS} & US New York Stock Exchange Calendar \\ \hline \emph{XPAR} & Paris stock exchange \\ \hline \emph{WMR} & Thomson Reuters QM/Reuters Spot \\ \hline + \emph{IslamicWeekendsOnly} & Islamic Weekends Only Calendar \\ \hline \emph{WeekendsOnly} & Weekends Only Calendar \\ \hline \emph{ICE\_FuturesUS} & ICE Futures U.S. Currency, Stock and Credit Index, Metal, Nat Gas, Power, Oil and Environmental \\ \hline \emph{ICE\_FuturesUS\_1} & ICE Futures U.S. Sugar, Cocoa, Coffee, Cotton and FCOJ \\ \hline diff --git a/xsd/ore_types.xsd b/xsd/ore_types.xsd index 734b896ec1..aae2231889 100644 --- a/xsd/ore_types.xsd +++ b/xsd/ore_types.xsd @@ -323,7 +323,7 @@ - + From beef52354f8adfe3a7ab296a3f9a88892363fc27 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fredrik=20Gerdin=20B=C3=B6rjesson?= Date: Thu, 4 Jul 2024 16:39:03 +0200 Subject: [PATCH 3/4] Fix typo in WMR calendar --- Docs/UserGuide/allowablevalues.tex | 2 +- QuantExt/qle/calendars/wmr.hpp | 4 ++-- xsd/ore_types.xsd | 2 +- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/Docs/UserGuide/allowablevalues.tex b/Docs/UserGuide/allowablevalues.tex index 2604c66839..d1e39d4502 100644 --- a/Docs/UserGuide/allowablevalues.tex +++ b/Docs/UserGuide/allowablevalues.tex @@ -213,7 +213,7 @@ \subsection{Allowable Values} \emph{XLME} & UK London Metal Exchange \\ \hline \emph{XNYS} & US New York Stock Exchange Calendar \\ \hline \emph{XPAR} & Paris stock exchange \\ \hline - \emph{WMR} & Thomson Reuters QM/Reuters Spot \\ \hline + \emph{WMR} & Thomson Reuters WM/Reuters Spot \\ \hline \emph{IslamicWeekendsOnly} & Islamic Weekends Only Calendar \\ \hline \emph{WeekendsOnly} & Weekends Only Calendar \\ \hline \emph{ICE\_FuturesUS} & ICE Futures U.S. Currency, Stock and Credit Index, Metal, Nat Gas, Power, Oil and Environmental \\ \hline diff --git a/QuantExt/qle/calendars/wmr.hpp b/QuantExt/qle/calendars/wmr.hpp index deb2db7017..85ab1d32d5 100644 --- a/QuantExt/qle/calendars/wmr.hpp +++ b/QuantExt/qle/calendars/wmr.hpp @@ -17,7 +17,7 @@ */ /*! \file wmr.hpp - \brief WMR calendar - Thomson Reuters QM/Reuters Spot + \brief WMR calendar - Thomson Reuters WM/Reuters Spot */ #ifndef quantext_wmr_calendar_hpp @@ -31,7 +31,7 @@ class Wmr : public QuantLib::Calendar { private: class SetImpl : public Calendar::WesternImpl { public: - std::string name() const override { return "Thomson Reuters QM/Reuters Spot"; } + std::string name() const override { return "Thomson Reuters WM/Reuters Spot"; } bool isBusinessDay(const QuantLib::Date&) const override; }; diff --git a/xsd/ore_types.xsd b/xsd/ore_types.xsd index aae2231889..4d173b0de1 100644 --- a/xsd/ore_types.xsd +++ b/xsd/ore_types.xsd @@ -323,7 +323,7 @@ - + From acc80aac65c4724f33f182cacd64eb1fcab3e689 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fredrik=20Gerdin=20B=C3=B6rjesson?= Date: Fri, 5 Jul 2024 14:28:57 +0200 Subject: [PATCH 4/4] Fix BaseCalendar validation to avoid invalid names --- xsd/calendaradjustment.xsd | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/xsd/calendaradjustment.xsd b/xsd/calendaradjustment.xsd index 6a6a7438c7..1c08679562 100755 --- a/xsd/calendaradjustment.xsd +++ b/xsd/calendaradjustment.xsd @@ -11,7 +11,7 @@ - +