RE: [Quantlib-dev] US Exchange Calendar

[Ferdinando Ametrano-3]

Hasmet,

I've applied your patch to the CVS and I've also included the special
closings available on the nyse web site.

Would you mind checking if the attached file is ok with regard to what you
know/need?

Thank you for your help.

ciao -- Nando

[Daniele De Francesco-2]

I am trying to understand: what is the settlement calendar (one of the three
in the US set of calendars)?

Because I usually only use the government and the exchange calendar and now
they both correctly don't move the new year's holiday back a day if on
Saturday.

Now, as far as the "settlement" calendar is concerned, there was no such
change, which would mean that on 31 december 2004 we would have had a
holiday, but in fact the fed wire was open.
Should the same changes applied to exchange and government be also applied
to the settlement calendar?

-Daniele

-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Sunday, January 23, 2005 1:36 PM
To: Hasmet Akgun
Cc: QuantLib-users
Subject: [Quantlib-users] RE: [Quantlib-dev] US Exchange Calendar


Hasmet,

I've applied your patch to the CVS and I've also included the special
closings available on the nyse web site.

Would you mind checking if the attached file is ok with regard to what you
know/need?

Thank you for your help.

ciao -- Nando