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Re: new quantlib calendars

Posted by Luigi Ballabio-2 on Apr 26, 2004; 1:38am
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-users-Re-new-quantlib-calendars-tp10575p10580.html

On 2004.04.23 14:01, Jeff Yu wrote:
> I am the owner of the code so it is ok to have them covered under the
> QuantLib license.

Ok.

> "... 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.

Yes, this works in the sense that after the above, you can write:

loader.isBusineddDay(date);

However, the added holiday information is stored into the  
CalendarLoader instance, not into the NewYork calendar.
If you want to use it to instantiate, say, a Scheduler (whose signature  
is

Schedule(const Calendar& calendar,
                 const Date& startDate, const Date& endDate,
                 int frequency, RollingConvention rollingConvention,
                 bool isAdjusted, const Date& stubDate = Date(),
                 bool startFromEnd = false, bool longFinal = false);

you're out of luck as the compiler won't accept a CalendarLoader as the  
first argument.

I'm integrating your code into Calendar so that the above issue is  
solved.

Later,
        Luigi