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On Mon, Mar 29, 2004 at 05:53:05PM +0200, Andre Louw wrote:
> Anybody!!!!
Please chill. We're all volunteers here.
> I am urgently trying to establish if Friday 31/12/2004 is a holiday,
> according to our forward brokers it's not (and I'm inclined to go with
> them), but QuantLib has it as one!
For what it;s worth, Bloomberg's CDR function does not show it as a 2004
holiday for the exchanges either, but the US Govt Bond market is listed as
having an early close at 2:00pm (i.e. no holiday either).
Hth, Dirk
--
The relationship between the computed price and reality is as yet unknown.
-- From the pac(8) manual page
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