Thanks for your reply.
When I refer to global markets, I simply mean that I need market data for a
variety of exchanges, not simply US markets or European markets, etc.
I take it you're not sure of the source for this holiday information? I ask
simply because this holiday information will affect my trading and I need to
be confident in its accuracy. Can anyone shed some light on this?
Regards,
Chris
-----Original Message-----
From:
[hidden email] [mailto:
[hidden email]]
On Behalf Of Ferdinando Ametrano
Sent: Saturday, November 17, 2007 6:11 AM
To: Chris Dischner
Cc:
[hidden email]
Subject: Re: [Quantlib-users] How can I extract global market holidays using
QuantLibXL?
On Nov 16, 2007 2:36 AM, Chris Dischner <
[hidden email]> wrote:
> [How can I extract global market holidays using QuantLibXL?]
what is "global market"?
In QuantLib[XL] you have many holiday calendars for many different
markets/exchanges. You can combine them using JoinCalendar.
> Furthermore, from where is this information gathered?
brainstorming, crystal balls, on-site volunteers, web sites, info
providers, brokers, etc. ;-)
ciao -- Nando
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