Richard,
I made this calendar based on Banco Central´s one in order to work with some
fixed income instruments
You could add São Paulo one (people already do it for another countries). So
we would have Bacen and Bovespa ones. That is the easy part.
However, fixed income always follows Banco Central rules. So the interest
should follow Banco Central one.
I another hand you will have stock price following Bovespa one.
I never thought about that once BM&F (derivatives Exchange) prices always
follow Banco Central for calculation. I never played to much with Brazilian
stock options.
Let me know how do you plan to deal with this two calendars in your model.
Regards,
Piter Dias
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