Login  Register

RE: new quantlib calendars

Posted by Jeff Yu-3 on Apr 23, 2004; 10:20am
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-users-Re-new-quantlib-calendars-tp10575p10579.html

Luigi,

I am the owner of the code so it is ok to have them covered under the
QuantLib license.

"... You can't pass a CalendarLoader where the library expects a
Calendar."?  Well, you need to instantiate a Calendar first, let's say
you want to use NewYork's holiday schedule, so you will have a NewYork
ny created before passing it to

CalendarLoader loader(ny, "the_external_holiday_schedule","=");

It should work right away.  In fact, I was able to integrate them into
0.36 on both Linux and XP last night.

Please let me know if there is any question I can answer so to save your
time on this.


Cheers,

Jeff


-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Friday, April 23, 2004 3:45 AM
To: [hidden email]
Cc: [hidden email]
Subject: Re: [Quantlib-dev] new quantlib calendars

On 2004.04.22 23:20, Jeff Yu wrote:
> Attached are the codes I use to load the holiday schedule from an
> external file.

Jeff,
        thanks for the contribution--I'll integrate it in the library  
as soon as I find some time (possibly reworking it a bit so that it  
integrates more seamlessly with the library---right now you can't pass  
a CalendarLoader where the library expects a Calendar.)

The usual questions:
1) who owns the copyright of the code?
2) in case it's your employer, can you get a statement that it's ok for

you to contribute code under the QuantLib license?

Thanks,
        Luigi