Dear QuantLib, I've added new calendars in my quantlib and I'm wondering if it could be included in the next release of QuantLib. These data are coming from an official source. Regards Xavier Abulker (See attached file: hongkong.hpp)(See attached file: hongkong.cpp)(See attached file: seoul.cpp)(See attached file: seoul.hpp)(See attached file: taiwan.cpp)(See attached file: taiwan.hpp) ************************************************************************* Ce message et toutes les pieces jointes (ci-apres le "message") sont confidentiels et etablis a l'intention exclusive de ses destinataires. Toute utilisation ou diffusion non autorisee est interdite. Tout message electronique est susceptible d'alteration. La FIMAT et ses filiales declinent toute responsabilite au titre de ce message s'il a ete altere, deforme ou falsifie. ******** This message and any attachments (the "message") are confidential and intended solely for the addressees. Any unauthorised use or dissemination is prohibited. E-mails are susceptible to alteration. Neither FIMATnor any of its subsidiaries or affiliates shall be liable for the message if altered, changed or falsified. hongkong.hpp (1K) Download Attachment hongkong.cpp (3K) Download Attachment seoul.cpp (3K) Download Attachment seoul.hpp (1K) Download Attachment taiwan.cpp (2K) Download Attachment taiwan.hpp (1K) Download Attachment |
On 2004.04.21 14:52, [hidden email] wrote:
> I've added new calendars in my quantlib and I'm wondering if it could > be included in the next release of QuantLib. > These data are coming from an official source. Xavier, I'll include them as soon as I get a bit of time. A few questions: 1) is the copyright owned by you or FIMAT? 2) in either case, can you get from FIMAT a statement that it's ok for them if you contribute code under the QuantLib license? 3) is there any particular reason you don't name the official source for the calendar info? Otherwise, it'd be nice to put it in the docs. Thanks, Luigi |
Xavier
thank you for the contribution. In addition to Luigi's questions: >1) is the copyright owned by you or FIMAT? >2) in either case, can you get from FIMAT a statement that it's ok for >them if you contribute code under the QuantLib license? >3) is there any particular reason you don't name the official source >for the calendar info? Otherwise, it'd be nice to put it in the docs. a) not all holidays have been documented in the hpp file. This can be easily fixed. b) Lunar New Year, Tomb Sweeping, Dragon Boat, Mid-Autumn Festival, Buddha's birthday, Harvest Moon, Tuen NG Festival, Chung Yeung fest, ecc are provided for 2004, 2005, 2006. Is there an algorithm for calculating them? If the algo is not easy shouldn't we tabulate them as we do for Easter Monday? c) Honk Kong calendar: you list "Day after Good Friday", but since this is a Saturday it shouldn't be listed as a separate holiday. Am I wrong? ciao -- Nando |
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