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Add Poland market calendars #204

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Merged
eddelbuettel merged 1 commit into from
Jul 24, 2026
Merged

Add Poland market calendars #204

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2 changes: 2 additions & 0 deletions ChangeLog
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Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,8 @@
* R/discount.R: Correct typo in an error message
* src/utils.cpp: Idem
* R/datasets.R: Correct typo in documentation
* R/calendars.R, src/calendars.cpp: Add Poland market calendars for
QuantLib 1.36 or later

2026-07-22 Maximilian Muecke <muecke.maximilian@gmail.com>

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2 changes: 2 additions & 0 deletions R/calendars.R
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Expand Up @@ -73,6 +73,8 @@ calendars <- c("TARGET",
"Norway",
"Null",
"Poland",
"Poland/Settlement",
"Poland/WSE",
"Romania",
"Russia",
"SaudiArabia",
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8 changes: 8 additions & 0 deletions src/calendars.cpp
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Expand Up @@ -217,8 +217,16 @@ QuantLib::ext::shared_ptr<QuantLib::Calendar> getCalendar(const std::string &cal
calstr == "NULL") {
pcal.reset(new QuantLib::NullCalendar());

#if QL_HEX_VERSION >= 0x013600f0
} else if (calstr == "Poland" ||
calstr == "Poland/Settlement") {
pcal.reset(new QuantLib::Poland(QuantLib::Poland::Settlement));
} else if (calstr == "Poland/WSE") {
pcal.reset(new QuantLib::Poland(QuantLib::Poland::WSE));
#else
} else if (calstr == "Poland") {
pcal.reset(new QuantLib::Poland());
#endif

} else if (calstr == "Romania" || calstr == "Romania/Public") {
pcal.reset(new QuantLib::Romania(QuantLib::Romania::Public));
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