Posted by
Piter Dias-2 on
URL: http://quantlib.414.s1.nabble.com/Bovespa-Calendar-Fix-tp11478.html
Luigi,
I was checking the new Bovespa calendar and realized that the following piece
of code
// Black Consciousness Day
|| (d == 20 && m == November && y >= 2004)
should be changed to
// Black Consciousness Day
|| (d == 20 && m == November && y >= 2007)
because 2004 is just for Rio de Janeiro. In São Paulo (where Bovespa is) the
holiday was created this year.
There is a extra one but need to think the better way to do. The last
business day of the year is not a Bovespa business day. That is an exchange
rule.
I realize that when I had a similar problem where I work.
I let you when it is ready to put, at least, in trunk.
Regards,
Piter Dias
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