Wouldn't it make sense to add: if(!isBusinessDay(d)) return false If I ask for a holiday, such as the 31st of December for the Frankfurt Stock Exchange
and ask the function if the day isEndOfMonth, I receive true ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
On Tue, Sep 1, 2009 at 3:45 PM, Dima<[hidden email]> wrote:
> Wouldn't it make sense to add [to isEndOfMonth]: > if(!isBusinessDay(d)) return false no, it doesn't, at least not in general. E.g. bond maturity date being on a non-business end-of-month day, you might want all other dates to be end-of-month > If I ask for a holiday, such as the 31st of December for the Frankfurt Stock > Exchange > and ask the function if the day isEndOfMonth, I receive true so it would up to you to verify both isEndOfMonth and isBusinessDay ciao -- Nando ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
In reply to this post by Dimathematician
On Tue, 2009-09-01 at 15:45 +0200, Dima wrote:
> If I ask for a holiday, such as the 31st of December for the Frankfurt > Stock Exchange > and ask the function if the day isEndOfMonth, I receive true You're right. It's fixed now. Thanks for the report. Luigi -- Grabel's Law: 2 is not equal to 3 -- not even for large values of 2. ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
In reply to this post by Ferdinando Ametrano-4
On Tue, 2009-09-01 at 17:58 +0200, Ferdinando Ametrano wrote:
> On Tue, Sep 1, 2009 at 3:45 PM, Dima<[hidden email]> wrote: > > Wouldn't it make sense to add [to isEndOfMonth]: > > if(!isBusinessDay(d)) return false > > no, it doesn't, at least not in general. Hmm. Pity I didn't get this mail before committing... > E.g. bond maturity date being on a non-business end-of-month day, you > might want all other dates to be end-of-month But then, _in the schedule constructor_, you would check the maturity with Date::isEndOfMonth, or adjust the maturity with Preceding and check that for end-of-month. The meaning of Calendar::isEndOfMonth shouldn't depend on the use we want to do of the date, and according to the docs is "is this the last business day of the month?". If we decide that the meaning of ifEndOfMonth is "are there any business days after this?" (which is a different thing) then the implementation is ok. But in that case we have to change the documentation. Thoughts? Luigi -- There is no likelihood man can ever tap the power of the atom. -- Robert Millikan, Nobel Prize in Physics, 1923 ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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