NewYork calendar - 31st December?
Posted by Andre Louw-2 on Mar 28, 2004; 10:51pm
URL: http://quantlib.414.s1.nabble.com/NewYork-calendar-31st-December-tp10523.html
Hi,
QuantLib has a rule in the Nework calendar
stating that if Jan 1 2005 == Saturday, then Friday 31st 2004 == Holiday.
Is this correct?
Andre