calendars

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calendars

trs259
Hi all,

I had a couple of questions/suggestions re: calendars in QuantLib.

1. Was there a good reason for removing all the city calendars from version 0.3.11?  Later versions seemed not to have them, and I couldn't work out why.

2. Could we possibly add to the public functions of libor.hpp this line:

QuantLib::Calendar jointCalendar() {return jointCalendar_;}



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Re: calendars

Luigi Ballabio
Hi,

On Sun, Jul 15, 2012 at 5:42 PM, trs259 <[hidden email]> wrote:
> I had a couple of questions/suggestions re: calendars in QuantLib.
>
> 1. Was there a good reason for removing all the city calendars from version
> 0.3.11?  Later versions seemed not to have them, and I couldn't work out
> why.

They're all there, but the name was changed to that of the country
(e.g., Milan became Italy).

> 2. Could we possibly add to the public functions of libor.hpp this line:
>
> QuantLib::Calendar jointCalendar() {return jointCalendar_;}

Ok, I'll put in in my list.

Luigi

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