Re: joint calendar

Posted by Jens Thiel on
URL: http://quantlib.414.s1.nabble.com/joint-calendar-tp2345p2358.html

Jack,

you mean a calendar with all London and NewYork holidays in one? This
hasn't been done yet, but you can probably add a CombinedCalendar class to
the CVS:
 - inherit from Calendar
 - provide a constructor taking two Calendars to combine
 - write and initialize a CombinedCalendarImpl with the two Calendars
 - let CombinedCalendarImpl.name return the combined name
   (eg. cal1.name+"+"+cal2.name)
 - let CombinedCalendarImpl.isBusinessDay return
   (cal1.isBusinessDay AND cal2.isBusinessDay)

Regards,

Jens.

> Hi,
> Something very simple, how can I specify
> NewYork and London as calendar?
> Jack
>
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