about calendars
Posted by
Richard Gomes on
URL: http://quantlib.414.s1.nabble.com/about-calendars-tp9739.html
Hi guys,
I implemented an Option valuation procedure written in Java and I needed to
calculate the working days. As I'm brazilian, I started with Brazilian
calendar.
In QuantLib, it is defined here
http://quantlib.org/reference/class_quant_lib_1_1_brazil.htmlIt is correct, except that BOVESPA (the brazilian exchange house) will be
closed on these dates as well:
25-January : a municipal holiday
09-July : a state holiday
My question is: Shouldn't we consider all dates when the exchange house will
be closed?
Thanks
--
Richard Gomes
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