Calendars...
Posted by
David Gilbert-4 on
Mar 22, 2001; 10:48pm
URL: http://quantlib.414.s1.nabble.com/Calendars-tp1692.html
I'm interested in compiling a free dataset of
banking holidays for cities around the world. Here's what I've
done:
(1) Written a Java utility application for
defining holiday rules (download from http://www.jrefinery.com subject to the GNU
GPL);
(2) Defined a sample data set including
holiday rules for Helsinki, London and Wellington;
(3) Written a document detailing holiday
rules for the cities in (2) plus those defined in the Quantlib calendar
classes;
Anyone want to help to extend this data set?
Or add additional detail to the existing rules? If so, please contact me
([hidden email]).
Regards,
DG.