[ quantlib-Bugs-3568164 ] mistake in calendar?

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[ quantlib-Bugs-3568164 ] mistake in calendar?

SourceForge.net
Bugs item #3568164, was opened at 2012-09-16 07:19
Message generated for change (Comment added) made by lballabio
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=3568164&group_id=12740

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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Sebastien Gurrieri (sebgur)
Assigned to: Nobody/Anonymous (nobody)
Summary: mistake in calendar?

Initial Comment:
I think there is a mistake in your implementation of the holidays of the Japanese calendar. It seems to produce a different answer as to the "golden week" which is a series of holidays in the beginning of May in Japan. The results are inconsistent with other calculators such as Bloomberg. I also compared your code with legal Japanese websites and I believe there is a misunderstanding in your code as to what happens when one or more of the holidays fall in a week-end.

Best Regards,

Sebastien

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>Comment By: Luigi Ballabio (lballabio)
Date: 2012-09-17 01:59

Message:
May you provide some examples of correct data?

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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=3568164&group_id=12740

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