On Wed, 2007-10-31 at 05:40 -0700, mattknox_ca wrote:
> Remembrance day is marked as a holiday for the Canada calendar, but this is
> only a bond market/over the counter/"settlement" holiday, not a stock
> exchange holiday (not on the TSX anyway, which is the primary Canadian stock
> exchange). Furthermore, if November 11th falls on a Saturday or Sunday, then
> the actual holiday is the following Monday (like this year), so the current
> code doesn't handle remembrance day properly for bond markets in Canada
> anyway.
>
> It would be very useful to have a separate "settlement" and "exchange"
> calendar like the UnitedKingdom calendar has.
Done. Thanks for the heads-up.
Luigi
--
Age is an issue of mind over matter. If you don't mind, it doesn't
matter.
-- Mark Twain
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems? Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>
http://get.splunk.com/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev