Hi all,
The Calendar inferface has add* and remove* methods for holidays. A naive implementation would be just to have a single collection of holidays on which both operations act. Instead, the quantlib CalendarImpl maintains two collections, addedHolidays and removedHolidays. What are the uses/benefits/motivations for this? thanks in advance, John McMahon ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Hi John,
QuantLib's holiday list are actually computed dates. There are no hard-coded list of holidays for each city center. If however a user wishes to add their own, hard coded holiday list to the computed list, this is done so via the addHolidays() operation (Basically, you believe that QuantLib's internal computation logic is missing some key dates). If you disagree with any of the computed holidays generated by the iinternal computation, you can block these by calling removeHolidays(). Toy out. >From: "John McMahon" <[hidden email]> >To: [hidden email] >Subject: [Quantlib-users] Q: set<Dat> CalendarImpl.removedHolidays purpose? >Date: Thu, 14 Jun 2007 16:53:31 +0100 > >Hi all, >The Calendar inferface has add* and remove* methods for holidays. >A naive implementation would be just to have a single collection of >holidays >on which both operations act. >Instead, the quantlib CalendarImpl maintains two collections, addedHolidays >and removedHolidays. >What are the uses/benefits/motivations for this? > >thanks in advance, >John McMahon > > > > >------------------------------------------------------------------------- >This SF.net email is sponsored by DB2 Express >Download DB2 Express C - the FREE version of DB2 express and take >control of your XML. No limits. Just data. Click to get it now. >http://sourceforge.net/powerbar/db2/ >_______________________________________________ >QuantLib-users mailing list >[hidden email] >https://lists.sourceforge.net/lists/listinfo/quantlib-users _________________________________________________________________ Play your part in making history - Email Britain! http://www.emailbritain.co.uk/ ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Thanks for the response Toy, this makes sense.
John "Toyin Akin" <[hidden email]> wrote in message news:[hidden email]... > Hi John, > > QuantLib's holiday list are actually computed dates. There are no > hard-coded > list of holidays for each city center. > > If however a user wishes to add their own, hard coded holiday list to the > computed list, this is done so via the addHolidays() operation (Basically, > you believe that QuantLib's internal computation logic is missing some key > dates). > > If you disagree with any of the computed holidays generated by the > iinternal > computation, you can block these by calling removeHolidays(). > > Toy out. > > >>From: "John McMahon" <[hidden email]> >>To: [hidden email] >>Subject: [Quantlib-users] Q: set<Dat> CalendarImpl.removedHolidays >>purpose? >>Date: Thu, 14 Jun 2007 16:53:31 +0100 >> >>Hi all, >>The Calendar inferface has add* and remove* methods for holidays. >>A naive implementation would be just to have a single collection of >>holidays >>on which both operations act. >>Instead, the quantlib CalendarImpl maintains two collections, >>addedHolidays >>and removedHolidays. >>What are the uses/benefits/motivations for this? >> >>thanks in advance, >>John McMahon >> >> >> >> >>------------------------------------------------------------------------- >>This SF.net email is sponsored by DB2 Express >>Download DB2 Express C - the FREE version of DB2 express and take >>control of your XML. No limits. Just data. Click to get it now. >>http://sourceforge.net/powerbar/db2/ >>_______________________________________________ >>QuantLib-users mailing list >>[hidden email] >>https://lists.sourceforge.net/lists/listinfo/quantlib-users > > _________________________________________________________________ > Play your part in making history - Email Britain! > http://www.emailbritain.co.uk/ > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by DB2 Express > Download DB2 Express C - the FREE version of DB2 express and take > control of your XML. No limits. Just data. Click to get it now. > http://sourceforge.net/powerbar/db2/ ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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