Greek Calendar
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Dear users,
I was looking for the Greek calendar in the calendar class (according to blooberg this bond EG1491091 Corp follows the Greek calendar) but I did not find it. Is it available by any chance? Thanks in advance ------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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On Wed, Nov 30, 2011 at 5:40 PM, simone pilozzi <[hidden email]> wrote:
> I was looking for the Greek calendar in the calendar class (according to > blooberg this bond EG1491091 Corp follows the Greek calendar) but I did not > find it. > > Is it available by any chance? No, sorry. If you manage to write it, I'll be happy to add it to the repository. Luigi ------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I think I have a sql routine somewhere...
A new question on daycounters. What is the QuantLib daycount corresponding to Bloomberg
(check this isin FR001160219 for instance) On 1 December 2011 09:50, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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On Thu, Dec 1, 2011 at 10:34 AM, simone pilozzi <[hidden email]> wrote:
It would be better to have the holiday rules, rather than the list of holidays for a number of years.
I'm not sure. May you check the documentation in thirty360.hpp and see if any of the listed conventions match? Luigi ------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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It was the case....
As for the daycount I did not check yet... On 1 December 2011 11:11, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I found this
http://richerr.hubpages.com/hub/CalculatingDayCountforAccruedInterestandMarketValues looks close to Thirty360::US_Impl but dd1,2 should be min(d1,2,30) and should return 360*(yy2-yy1) + 30*(mm2-mm1) + (dd2-dd1) On 1 December 2011 11:49, simone pilozzi <[hidden email]> wrote: It was the case.... ------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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-- Pete Wilson http://www.pwilson.net/
------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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On Thu, Dec 1, 2011 at 1:08 PM, Pete Wilson <[hidden email]> wrote:
> I struggled with the idea of rules in my software and I can promise you > that, in the USA, there is no such list of holiday rules that the markets > observe strictly. I ended up with tables (one table for each calendar year) > of 365/366 days. Our calendar class has facilities to add or remove a holiday, so we can do both--we can write the rules to get most dates right and add/remove single ones to make corrections. Luigi ------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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