possible bug: QuantLib::Italy calendar counts Good Friday 2006-04-14 as business day

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

possible bug: QuantLib::Italy calendar counts Good Friday 2006-04-14 as business day

Konstantin Bazyk (Contractor)
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems?  Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>  http://get.splunk.com/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

smime.p7m (10K) Download Attachment
Reply | Threaded
Open this post in threaded view
|

Re: possible bug: QuantLib::Italy calendar counts Good Friday 2006-04-14 as business day

Luigi Ballabio
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


--

All parts should go together without forcing. You must remember that
the parts you are reassembling were disassembled by you. Therefore, if
you can't get them together again, there must be a reason. By all
means, do not use a hammer.
-- IBM maintenance manual, 1925



-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users