On Tue, 2007-08-07 at 17:21 +0100, Konstantin Bazyk (Contractor) wrote:
> possible bug: QuantLib.Italy.isBusinessDay() method counts Good Friday
> 2006-04-14 as business day in Italy.
> But according to QuantLib docs, Good Friday is a holiday for the
> Italian stock exchange.
Apologies for the delay---I still have quite a bit of backlog from my
vacations.
If you use Italy(), you get the generic business calendar (for which
Good Friday is a business day.) To obtain the stock-exchange calendar,
you have to use Italy(Italy.Exchange) instead.
Luigi
--
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