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.