new quantlib calendars

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new quantlib calendars

Xavier.Abulker




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)


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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
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Re: new quantlib calendars

Luigi Ballabio-2
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


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Re: new quantlib calendars

Ferdinando M. Ametrano-3
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