Joint calendar function in quantlib xl

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Joint calendar function in quantlib xl

Eric Xu

Hi,

Apologizes in advance if I'm posting in a wrong place.
Can anyone advise if the quantlib::jointcalendar class is wrapped into quantlibxl 1.4.0?
If yes, which function is it?
I've searched myself but got no luck hence suspecting it's not been implemented in quantlibxl.
Thanks for you reply.
Eric
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Re: Joint calendar function in quantlib xl

Eric Ehlers-2
Hi Eric,

> Apologizes in advance if I'm posting in a wrong place.
> Can anyone advise if the quantlib::jointcalendar class is wrapped  
> into quantlibxl 1.4.0?
> If yes, which function is it?
> I've searched myself but got no luck hence suspecting it's not been  
> implemented in quantlibxl.
> Thanks for you reply.

It's implemented, please see  
StandaloneExamples\DateCalendarsDayCounters\HolidaysAndJointCalendars.xlsx.

Kind Regards,
Eric
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid


------------------------------------------------------------------------------
HPCC Systems Open Source Big Data Platform from LexisNexis Risk Solutions
Find What Matters Most in Your Big Data with HPCC Systems
Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
Leverages Graph Analysis for Fast Processing & Easy Data Exploration
http://p.sf.net/sfu/hpccsystems
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