New Calendars
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Hi,
I've created 4 additional calendars currently not included in version 0.9. The formats were taken from existing calendars. Could these be added to the calendar library? Thanks, Mike Craig greece.cppfrance.cppbelgium.cppmalaysia.cppmalaysia.hppgreece.hppbelgium.hppfrance.hpp |
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Hi Mike,
I just had a look at the french calendar you implemented, and I don't think it is correct. There is no such thing as Good Friday or Boxing day in France (They actually exists, but only in Alsace-Lorraine). Furthermore, when a holiday falls on a week end, it doesn't get moved to a Monday or a Tuesday. Finally it misses a few holidays, such as Armistice day, All saints day (which you have for the belgium calendar), or Bastille day. Here is a complete list: Public Holidays 1 January New Year's Day (Jour de l'an) 1 May Labor Day (Fête du premier mai) 8 May WWII Victory Day (Fête de la Victoire 1945; Fête du huitième mai) 14 July Bastille Day (Fête nationale) 15 August Assumption of the Blessed Virgin Mary (Assomption) 1 November All Saints Day (La Toussaint) 11 November Armistice Day (Jour d'armistice) 25 December Christmas Day (Noël) 26 December 2nd Day of Christmas (in Alsace and Lorraine only) Moveable Feasts Religion: Christian (Western) Feast 2007 2008 2009 2010 2011 2012 Good Friday* 6 April 21 March 10 April 2 April 22 April 6 April Easter (Pâques) 8 April 23 March 12 April 4 April 24 April 8 April Easter Monday 9 April 24 March 13 April 5 April 25 April 9 April Ascension (l'Ascencion) 17 May 1 May 21 May 13 May 2 June 17 May Pentecost (la Pentecôte) 27 May 11 May 31 May 23 May 12 June 27 May Whit Monday 28 May 12 May 1 June 24 May 13 June 28 May *In Alsace and Lorraine only. In years when Ascension Day concurs with Victory Day, we mark only the former, thus ignoring the latter. Metal workers have the holiday of St. Eloi, July 24 (Festival of St. Eloi - French Basque). Note that when a holiday happens to fall on a Tuesday or Thursday, many French workers may take the Monday or, respectively, Friday, off as well. This is not official and does not apply to institutions such as banks or government, but is sufficiently commonplace to cause difficulties doing business on occasion... Vive La France, Fabrice -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of MJC1 Sent: Saturday, 10 May 2008 6:31 AM To: [hidden email] Subject: [Quantlib-dev] New Calendars Hi, I've created 4 additional calendars currently not included in version 0.9. The formats were taken from existing calendars. Could these be added to the calendar library? Thanks, Mike Craig http://www.nabble.com/file/p17155910/greece.cpp greece.cpp http://www.nabble.com/file/p17155910/france.cpp france.cpp http://www.nabble.com/file/p17155910/belgium.cpp belgium.cpp http://www.nabble.com/file/p17155910/malaysia.cpp malaysia.cpp http://www.nabble.com/file/p17155910/malaysia.hpp malaysia.hpp http://www.nabble.com/file/p17155910/greece.hpp greece.hpp http://www.nabble.com/file/p17155910/belgium.hpp belgium.hpp http://www.nabble.com/file/p17155910/france.hpp france.hpp -- View this message in context: http://www.nabble.com/New-Calendars-tp17155910p17155910.html Sent from the quantlib-dev mailing list archive at Nabble.com. ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev ************** IMPORTANT MESSAGE ***************************** This e-mail message is intended only for the addressee(s) and contains information which may be confidential. If you are not the intended recipient please advise the sender by return email, do not use or disclose the contents, and delete the message and any attachments from your system. Unless specifically indicated, this email does not constitute formal advice or commitment by the sender or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries. We can be contacted through our web site: commbank.com.au. If you no longer wish to receive commercial electronic messages from us, please reply to this e-mail by typing Unsubscribe in the subject line. ************************************************************** ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi Fabrice,
Thanks for looking into the calendar for me. I was relying on the Bloomberg settlement calendar. Many of the holidays you listed are there, however Bloomberg does not denote them as non-settlement days. We need this calendar to calculate accruals for French Bonds, so its days that the market is closed that we are after. I suppose writing this in the documentation would have been useful =). Any thoughts?
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In reply to this post by MJC1
I think in the case of France it may be preferable to support a workday calendar - definitely makes your software more efficient to check for workdays than for holidays...Zzzzzh
this messags was sent from a mobile device On May 11, 2008, at 9:10 PM, "Lecuyer, Fabrice" <[hidden email]> wrote: Hi Mike, I just had a look at the french calendar you implemented, and I don't think it is correct. There is no such thing as Good Friday or Boxing day in France (They actually exists, but only in Alsace-Lorraine). Furthermore, when a holiday falls on a week end, it doesn't get moved to a Monday or a Tuesday. Finally it misses a few holidays, such as Armistice day, All saints day (which you have for the belgium calendar), or Bastille day. Here is a complete list: Public Holidays 1 January New Year's Day (Jour de l'an) 1 May Labor Day (Fête du premier mai) 8 May WWII Victory Day (Fête de la Victoire 1945; Fête du huitième mai) 14 July Bastille Day (Fête nationale) 15 August Assumption of the Blessed Virgin Mary (Assomption) 1 November All Saints Day (La Toussaint) 11 November Armistice Day (Jour d'armistice) 25 December Christmas Day (Noël) 26 December 2nd Day of Christmas (in Alsace and Lorraine only) Moveable Feasts Religion: Christian (Western) Feast 2007 2008 2009 2010 2011 2012 Good Friday* 6 April 21 March 10 April 2 April 22 April 6 April Easter (Pâques) 8 April 23 March 12 April 4 April 24 April 8 April Easter Monday 9 April 24 March 13 April 5 April 25 April 9 April Ascension (l'Ascencion) 17 May 1 May 21 May 13 May 2 June 17 May Pentecost (la Pentecôte) 27 May 11 May 31 May 23 May 12 June 27 May Whit Monday 28 May 12 May 1 June 24 May 13 June 28 May *In Alsace and Lorraine only. In years when Ascension Day concurs with Victory Day, we mark only the former, thus ignoring the latter. Metal workers have the holiday of St. Eloi, July 24 (Festival of St. Eloi - French Basque). Note that when a holiday happens to fall on a Tuesday or Thursday, many French workers may take the Monday or, respectively, Friday, off as well. This is not official and does not apply to institutions such as banks or government, but is sufficiently commonplace to cause difficulties doing business on occasion... Vive La France, Fabrice -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of MJC1 Sent: Saturday, 10 May 2008 6:31 AM To: [hidden email] Subject: [Quantlib-dev] New Calendars Hi, I've created 4 additional calendars currently not included in version 0.9. The formats were taken from existing calendars. Could these be added to the calendar library? Thanks, Mike Craig http://www.nabble.com/file/p17155910/greece.cpp greece.cpp http://www.nabble.com/file/p17155910/france.cpp france.cpp http://www.nabble.com/file/p17155910/belgium.cpp belgium.cpp http://www.nabble.com/file/p17155910/malaysia.cpp malaysia.cpp http://www.nabble.com/file/p17155910/malaysia.hpp malaysia.hpp http://www.nabble.com/file/p17155910/greece.hpp greece.hpp http://www.nabble.com/file/p17155910/belgium.hpp belgium.hpp http://www.nabble.com/file/p17155910/france.hpp france.hpp -- View this message in context: http://www.nabble.com/New-Calendars-tp17155910p17155910.html Sent from the quantlib-dev mailing list archive at Nabble.com. ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev ************** IMPORTANT MESSAGE ***************************** This e-mail message is intended only for the addressee(s) and contains information which may be confidential. If you are not the intended recipient please advise the sender by return email, do not use or disclose the contents, and delete the message and any attachments from your system. Unless specifically indicated, this email does not constitute formal advice or commitment by the sender or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries. We can be contacted through our web site: commbank.com.au. If you no longer wish to receive commercial electronic messages from us, please reply to this e-mail by typing Unsubscribe in the subject line. ************************************************************** ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev ____________________________________________________________________________________ Be a better friend, newshound, and know-it-all with Yahoo! Mobile. Try it now. http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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In reply to this post by MJC1
On Fri, 2008-05-09 at 13:31 -0700, MJC1 wrote:
> I've created 4 additional calendars currently not included in version 0.9. > The formats were taken from existing calendars. > > Could these be added to the calendar library? Sure. Just one thing: may you provide a reference to the source of the information you used (a URL or something) to be included in each header file? Thanks, Luigi -- A debugged program is one for which you have not yet found the conditions that make it fail. -- Jerry Ogdin ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi Luigi,
The information was sourced from Bloomberg (CDR Command). Would you like me to resend the header files or can you add this in? Cheers, Mike -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: Monday, May 12, 2008 11:47 AM To: Craig, Michael Cc: [hidden email] Subject: Re: [Quantlib-dev] New Calendars On Fri, 2008-05-09 at 13:31 -0700, MJC1 wrote: > I've created 4 additional calendars currently not included in version 0.9. > The formats were taken from existing calendars. > > Could these be added to the calendar library? Sure. Just one thing: may you provide a reference to the source of the information you used (a URL or something) to be included in each header file? Thanks, Luigi -- A debugged program is one for which you have not yet found the conditions that make it fail. -- Jerry Ogdin ******************** NOTICE OF CONFIDENTIALITY This communication including any information transmitted with it is intended only for the use of the addressees and is confidential. If you are not an intended recipient or responsible for delivering the message to an intended recipient, any review, disclosure, conversion to hard copy, dissemination, reproduction or other use of any part of this communication is strictly prohibited, as is the taking or omitting of any action in reliance upon this communication. If you receive this communication in error or without authorization please notify us immediately by return e-mail or otherwise and permanently delete the entire communication from any computer, disk drive, or other storage medium. If the above disclaimer is not properly readable, it can be found at www.td.com/legal AVERTISSEMENT DE CONFIDENTIALITE Ce courriel, ainsi que tout renseignement ci-inclus, destiné uniquement aux destinataires susmentionnés, est confidentiel. Si vous nêtes pas le destinataire prévu ou un agent responsable de la livraison de ce courriel, tout examen, divulgation, copie, impression, reproduction, distribution, ou autre utilisation dune partie de ce courriel est strictement interdit de même que toute intervention ou abstraction à cet égard. Si vous avez reçu ce message par erreur ou sans autorisation, veuillez en aviser immédiatement lexpéditeur par retour de courriel ou par un autre moyen et supprimer immédiatement cette communication entière de tout système électronique. Si l'avis de non-responsabilité ci-dessus n'est pas lisible, vous pouvez le consulter à www.td.com/francais/legale ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On Mon, 2008-05-12 at 11:49 -0400, Craig, Michael wrote:
> The information was sourced from Bloomberg (CDR Command). Would you > like me to resend the header files or can you add this in? You mean Bloomberg gave you the errors on the French calendar that Fabrice Lecuyer reported? Makes me wonder how accurate their information is. Before Fabrice's post, I would have taken it at face value. Is there anyone on the list from Belgium, Greece, or Malaysia? May you check the holidays and see if they are correct? Thanks, Luigi -- Matz's Law: A conclusion is the place where you got tired of thinking. ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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No - Bloomberg provided those holidays as well but indicated that they were in fact settlement days. The classes which I uploaded provide the dates for which securities do not settle on.
Reason being - we are processing French Bonds and need non-settlement days to properly calc accruals, yield, etcetera... The other holidays Fabrice mentioned are provided in Bloomberg however they are listed as regular settlement days. -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: Monday, May 12, 2008 11:57 AM To: Craig, Michael Cc: [hidden email] Subject: RE: [Quantlib-dev] New Calendars On Mon, 2008-05-12 at 11:49 -0400, Craig, Michael wrote: > The information was sourced from Bloomberg (CDR Command). Would you > like me to resend the header files or can you add this in? You mean Bloomberg gave you the errors on the French calendar that Fabrice Lecuyer reported? Makes me wonder how accurate their information is. Before Fabrice's post, I would have taken it at face value. Is there anyone on the list from Belgium, Greece, or Malaysia? May you check the holidays and see if they are correct? Thanks, Luigi -- Matz's Law: A conclusion is the place where you got tired of thinking. ******************** NOTICE OF CONFIDENTIALITY This communication including any information transmitted with it is intended only for the use of the addressees and is confidential. If you are not an intended recipient or responsible for delivering the message to an intended recipient, any review, disclosure, conversion to hard copy, dissemination, reproduction or other use of any part of this communication is strictly prohibited, as is the taking or omitting of any action in reliance upon this communication. If you receive this communication in error or without authorization please notify us immediately by return e-mail or otherwise and permanently delete the entire communication from any computer, disk drive, or other storage medium. If the above disclaimer is not properly readable, it can be found at www.td.com/legal AVERTISSEMENT DE CONFIDENTIALITE Ce courriel, ainsi que tout renseignement ci-inclus, destiné uniquement aux destinataires susmentionnés, est confidentiel. Si vous nêtes pas le destinataire prévu ou un agent responsable de la livraison de ce courriel, tout examen, divulgation, copie, impression, reproduction, distribution, ou autre utilisation dune partie de ce courriel est strictement interdit de même que toute intervention ou abstraction à cet égard. Si vous avez reçu ce message par erreur ou sans autorisation, veuillez en aviser immédiatement lexpéditeur par retour de courriel ou par un autre moyen et supprimer immédiatement cette communication entière de tout système électronique. Si l'avis de non-responsabilité ci-dessus n'est pas lisible, vous pouvez le consulter à www.td.com/francais/legale ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi all,
I just looked at Bloomberg and they do see those dates only as non settlement dates. However, I still doubt a french bond can settle on the 14 of July (Bastille day) for example. Even Belgium has it's national day as a non-settlement day. I've never worked in France for a financial institution, but maybe somebody working in France can enlighten me? Fabrice -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Craig, Michael Sent: Tuesday, 13 May 2008 2:01 AM To: '[hidden email]' Cc: [hidden email] Subject: Re: [Quantlib-dev] New Calendars No - Bloomberg provided those holidays as well but indicated that they were in fact settlement days. The classes which I uploaded provide the dates for which securities do not settle on. Reason being - we are processing French Bonds and need non-settlement days to properly calc accruals, yield, etcetera... The other holidays Fabrice mentioned are provided in Bloomberg however they are listed as regular settlement days. -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: Monday, May 12, 2008 11:57 AM To: Craig, Michael Cc: [hidden email] Subject: RE: [Quantlib-dev] New Calendars On Mon, 2008-05-12 at 11:49 -0400, Craig, Michael wrote: > The information was sourced from Bloomberg (CDR Command). Would you > like me to resend the header files or can you add this in? You mean Bloomberg gave you the errors on the French calendar that Fabrice Lecuyer reported? Makes me wonder how accurate their information is. Before Fabrice's post, I would have taken it at face value. Is there anyone on the list from Belgium, Greece, or Malaysia? May you check the holidays and see if they are correct? Thanks, Luigi -- Matz's Law: A conclusion is the place where you got tired of thinking. ******************** NOTICE OF CONFIDENTIALITY This communication including any information transmitted with it is intended only for the use of the addressees and is confidential. If you are not an intended recipient or responsible for delivering the message to an intended recipient, any review, disclosure, conversion to hard copy, dissemination, reproduction or other use of any part of this communication is strictly prohibited, as is the taking or omitting of any action in reliance upon this communication. If you receive this communication in error or without authorization please notify us immediately by return e-mail or otherwise and permanently delete the entire communication from any computer, disk drive, or other storage medium. If the above disclaimer is not properly readable, it can be found at www.td.com/legal AVERTISSEMENT DE CONFIDENTIALITE Ce courriel, ainsi que tout renseignement ci-inclus, destiné uniquement aux destinataires susmentionnés, est confidentiel. Si vous n'êtes pas le destinataire prévu ou un agent responsable de la livraison de ce courriel, tout examen, divulgation, copie, impression, reproduction, distribution, ou autre utilisation d'une partie de ce courriel est strictement interdit de même que toute intervention ou abstraction à cet égard. Si vous avez reçu ce message par erreur ou sans autorisation, veuillez en aviser immédiatement l'expéditeur par retour de courriel ou par un autre moyen et supprimer immédiatement cette communication entière de tout système électronique. Si l'avis de non-responsabilité ci-dessus n'est pas lisible, vous pouvez le consulter à www.td.com/francais/legale ------------------------------------------------------------------------- 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-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev ************** IMPORTANT MESSAGE ***************************** This e-mail message is intended only for the addressee(s) and contains information which may be confidential. If you are not the intended recipient please advise the sender by return email, do not use or disclose the contents, and delete the message and any attachments from your system. Unless specifically indicated, this email does not constitute formal advice or commitment by the sender or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries. We can be contacted through our web site: commbank.com.au. If you no longer wish to receive commercial electronic messages from us, please reply to this e-mail by typing Unsubscribe in the subject line. ************************************************************** ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On Tue, 2008-05-13 at 10:24 +1000, Lecuyer, Fabrice wrote:
> I just looked at Bloomberg and they do see those dates only as non > settlement dates. However, I still doubt a french bond can settle on > the 14 of July (Bastille day) for example. Even Belgium has it's > national day as a non-settlement day. Ok, I just had a more careful look at the submitted France calendar. It looks to me it's just the TARGET calendar. Am I wrong? Luigi -- Never mistake motion for action. -- Ernest Hemingway ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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It should be the calendar indicating all non-settlement days.
I'll check with Bloomberg to see if their is an error on their end.
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On May 13, 2008, at 11:17 PM, MJC1 wrote: > It should be the calendar indicating all non-settlement days. > > I'll check with Bloomberg to see if their is an error on their end. No, it's probably not an error. It might just be that, being denominated in Euro, French bonds settle according to TARGET. Luigi > Luigi Ballabio wrote: >> >> On Tue, 2008-05-13 at 10:24 +1000, Lecuyer, Fabrice wrote: >>> I just looked at Bloomberg and they do see those dates only as non >>> settlement dates. However, I still doubt a french bond can settle on >>> the 14 of July (Bastille day) for example. Even Belgium has it's >>> national day as a non-settlement day. >> >> Ok, I just had a more careful look at the submitted France calendar. >> It looks to me it's just the TARGET calendar. Am I wrong? ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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It makes sense. However, aren't belgian bonds also denominated in Euro?
In any case, if bloomberg confirms their data, I back off and apologise for the mess I created... -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Luigi Ballabio Sent: Thursday, 15 May 2008 5:28 AM To: MJC1 Cc: [hidden email] Subject: Re: [Quantlib-dev] New Calendars On May 13, 2008, at 11:17 PM, MJC1 wrote: > It should be the calendar indicating all non-settlement days. > > I'll check with Bloomberg to see if their is an error on their end. No, it's probably not an error. It might just be that, being denominated in Euro, French bonds settle according to TARGET. Luigi > Luigi Ballabio wrote: >> >> On Tue, 2008-05-13 at 10:24 +1000, Lecuyer, Fabrice wrote: >>> I just looked at Bloomberg and they do see those dates only as non >>> settlement dates. However, I still doubt a french bond can settle on >>> the 14 of July (Bastille day) for example. Even Belgium has it's >>> national day as a non-settlement day. >> >> Ok, I just had a more careful look at the submitted France calendar. >> It looks to me it's just the TARGET calendar. Am I wrong? ------------------------------------------------------------------------ - This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev ************** IMPORTANT MESSAGE ***************************** This e-mail message is intended only for the addressee(s) and contains information which may be confidential. If you are not the intended recipient please advise the sender by return email, do not use or disclose the contents, and delete the message and any attachments from your system. Unless specifically indicated, this email does not constitute formal advice or commitment by the sender or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries. We can be contacted through our web site: commbank.com.au. If you no longer wish to receive commercial electronic messages from us, please reply to this e-mail by typing Unsubscribe in the subject line. ************************************************************** ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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