Calendars
Locked
 
|
Hi, Is there any way/method to add a new calendar in the library using excel? I want to create a custom calendar and supply to it a list of holidays. Thanks T.
Yahoo! for Good helps you make a difference ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
On Fri, Mar 28, 2008 at 5:42 PM, a akpitidis <[hidden email]> wrote:
> Is there any way/method to add a new calendar in the library using excel? > I want to create a custom calendar and supply to it a list of holidays. not really, as we never felt such a need. You can add/remove holidays from an existing calendar, and you can join (business or holiday of) existing calendars. May you clarify why your need of a custom calendar cannot be satisfied with the existing features? ciao -- Nando ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
Hi Nando,
I'd agree with "T", it would be nice to have a bespoke calendar... so we can quickly add a calendar that isn't present in QuantLib without having to release a new library. For instance, the calendar for the Kazakh Tenge isn't in QuantLib yet and adding a class with the relevant date rules would take time/effort and a library release. Simon -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Ferdinando Ametrano Sent: 28 March 2008 16:59 To: a akpitidis Cc: [hidden email] Subject: Re: [Quantlib-users] Calendars On Fri, Mar 28, 2008 at 5:42 PM, a akpitidis <[hidden email]> wrote: > Is there any way/method to add a new calendar in the library using excel? > I want to create a custom calendar and supply to it a list of holidays. not really, as we never felt such a need. You can add/remove holidays from an existing calendar, and you can join (business or holiday of) existing calendars. May you clarify why your need of a custom calendar cannot be satisfied with the existing features? ciao -- Nando ------------------------------------------------------------------------ - Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketp lace _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
On Fri, 2008-03-28 at 17:07 +0000, Simon Ibbotson wrote:
> I'd agree with "T", it would be nice to have a bespoke calendar... so we > can quickly add a calendar that isn't present in QuantLib without having > to release a new library. For instance, the calendar for the Kazakh > Tenge isn't in QuantLib yet and adding a class with the relevant date > rules would take time/effort and a library release. This isn't entirely true (you could implement Kazakh Tenge and link it to your application together with the main library) but I agree, we might have a bespoke calendar. It should have copy semantics, right? I mean, if we write: BespokeCalendar c1; ... initialize c1 with holidays ... Calendar c2 = c1; // same holidays as c1 ...later on... c2.addHoliday(...); c1 shouldn't be modified by the call through c2, I guess. Or should it? Luigi -- Testing can never demonstrate the absence of errors in software, only their presence. -- W.E. Dijkstra ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't miss this year's exciting event. There's still time to save $100. Use priority code J8TL2D2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
I don't think it needs to have copy semantics. Calendars are usually static data so I wouldn't think that several versions of a calendar would be necessary/desirable. In other words, if we add a holiday to a given - specific - holiday calendar, that should propagate into all instances of that calendar. I can't think of a reason you might want two differing versions of the same calendar (except for cases which could be resolved external to QuantLib - measuring the impact of adding a missing holiday, for example). This would have the advantage of preserving the current behaviour (and minimal code changes!). Simon -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: 06 May 2008 14:54 To: Simon Ibbotson - Straumur Cc: Ferdinando Ametrano; a akpitidis; [hidden email] Subject: Re: [Quantlib-users] Calendars On Fri, 2008-03-28 at 17:07 +0000, Simon Ibbotson wrote: > I'd agree with "T", it would be nice to have a bespoke calendar... so we > can quickly add a calendar that isn't present in QuantLib without having > to release a new library. For instance, the calendar for the Kazakh > Tenge isn't in QuantLib yet and adding a class with the relevant date > rules would take time/effort and a library release. This isn't entirely true (you could implement Kazakh Tenge and link it to your application together with the main library) but I agree, we might have a bespoke calendar. It should have copy semantics, right? I mean, if we write: BespokeCalendar c1; ... initialize c1 with holidays ... Calendar c2 = c1; // same holidays as c1 ...later on... c2.addHoliday(...); c1 shouldn't be modified by the call through c2, I guess. Or should it? Luigi -- Testing can never demonstrate the absence of errors in software, only their presence. -- W.E. Dijkstra ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't miss this year's exciting event. There's still time to save $100. Use priority code J8TL2D2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
On Tue, 2008-05-06 at 14:08 +0000, Simon Ibbotson - Straumur wrote:
> I don't think it needs to have copy semantics. Calendars are usually > static data so I wouldn't think that several versions of a calendar > would be necessary/desirable. > > In other words, if we add a holiday to a given - specific - holiday > calendar, that should propagate into all instances of that calendar. Yes, this is the current behavior for all specific calendars (TARGET etc.) (except for JointCalendar) > I can't think of a reason you might want two differing versions of the > same calendar (except for cases which could be resolved external to > QuantLib - measuring the impact of adding a missing holiday, for > example). For a specific calendar, no reason. For bespoke calendars, things are different. If we write BespokeCalendar c1; BespokeCalendar c2; we should be able to give different holidays to c1 and c2---or we'd be limited to just one bespoke calendar. The question is, when we write BespokeCalendar c1; BespokeCalendar c2 = c1; should c1 and c2 stay linked, so that modifications in one are propagated to the other? > This would have the advantage of preserving the current behaviour (and > minimal code changes!). Yes, you have a point here. Luigi -- I hate quotations. -- Ralph Waldo Emerson ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't miss this year's exciting event. There's still time to save $100. Use priority code J8TL2D2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
If we defined something like
vector<Date> RigaHolidays; vector<Date> GreenlandHolidays; ... and we added a label to the holiday, so we can fulfil the member function ::name() BespokeCalendar c1("Riga", RigaHolidays); BespokeCalendar c2("Greenland", GreenlandHolidays); c1 = c2; Then c1 and c2 would both contain Greenland holidays, a label of "Greenland" and should link to the same holiday set - so they should retain their link. If we have c1 = c2; and we don't retain the link, then the only reason for doing this is so we can easily copy a holiday set to instantiate another holiday set before making it slightly different. I'd suggest that making the behaviour consistent across Calendar classes is more important. -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: 06 May 2008 17:11 To: Simon Ibbotson - Straumur Cc: Ferdinando Ametrano; a akpitidis; [hidden email] Subject: RE: [Quantlib-users] Calendars On Tue, 2008-05-06 at 14:08 +0000, Simon Ibbotson - Straumur wrote: > I don't think it needs to have copy semantics. Calendars are usually > static data so I wouldn't think that several versions of a calendar > would be necessary/desirable. > > In other words, if we add a holiday to a given - specific - holiday > calendar, that should propagate into all instances of that calendar. Yes, this is the current behavior for all specific calendars (TARGET etc.) (except for JointCalendar) > I can't think of a reason you might want two differing versions of the > same calendar (except for cases which could be resolved external to > QuantLib - measuring the impact of adding a missing holiday, for > example). For a specific calendar, no reason. For bespoke calendars, things are different. If we write BespokeCalendar c1; BespokeCalendar c2; we should be able to give different holidays to c1 and c2---or we'd be limited to just one bespoke calendar. The question is, when we write BespokeCalendar c1; BespokeCalendar c2 = c1; should c1 and c2 stay linked, so that modifications in one are propagated to the other? > This would have the advantage of preserving the current behaviour (and > minimal code changes!). Yes, you have a point here. Luigi -- I hate quotations. -- Ralph Waldo Emerson ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't miss this year's exciting event. There's still time to save $100. Use priority code J8TL2D2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
On Tue, 2008-05-06 at 17:05 +0000, Simon Ibbotson - Straumur wrote:
> If we defined something like > vector<Date> RigaHolidays; > vector<Date> GreenlandHolidays; > > and we added a label to the holiday, so we can fulfil the member function ::name() > > BespokeCalendar c1("Riga", RigaHolidays); > BespokeCalendar c2("Greenland", GreenlandHolidays); > > c1 = c2; > > Then c1 and c2 would both contain Greenland holidays, a label of "Greenland" and should link to the same holiday set - so they should retain their link. Ok, agreed. Luigi -- Cogito ergo I'm right and you're wrong. -- Blair Houghton ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't miss this year's exciting event. There's still time to save $100. Use priority code J8TL2D2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
«
Return to quantlib-users
|
1 view|%1 views
| Free forum by Nabble | Edit this page |