Re: US Exchange Calendar

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/US-Exchange-Calendar-tp10684p10686.html

Hi Hasmet

>1) Washington's birthday has been an exchange holiday
>only since 1998.
>2) Until 1984, US Presidential Election Days were
>exchange holidays.

thank you for pointing this out. We will fix them

>Also, I am wondering if the intention behind leaving
>out special closings (mainly due to presidential
>funerals) is performance reasons: Most users are
>expected to use the calendar for dates in the future,
>thus anyone using this class for past dates pays a
>small price by adding prior closings through
>Calendar::addHoliday?
not really. I think the penalty of adding past closing is minor and could
be made almost null if needed. So I would include past closing.

>Anyway, I modified unitedstates.cpp to incorporate
>what I need and would be happy to help others on this
>issue.
I'll fix point 1 and 2 above. Are there more exceptions?

thank you

ciao -- Nando