Posted by
Toyin Akin on
URL: http://quantlib.414.s1.nabble.com/about-calendars-tp9739p9743.html
Hi Richard,
If you take a look at the US or UK calendar classes, there are examples of implementing more than one holiday schedule within the same financial location.
In the case of UK (financial location), I believe there are settlement as well as Metals holiday rules.
You can, if you wish, use this as an example for adding a new holiday schedule.
Toy out.
> To:
[hidden email]> From:
[hidden email]> Date: Sun, 2 Sep 2007 21:13:03 +0100
> Subject: [Quantlib-dev] about calendars
>
> 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.html
>
> It 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
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems? Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >> http://get.splunk.com/
> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
The next generation of MSN Hotmail has arrived -
Windows Live Hotmail
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems? Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>
http://get.splunk.com/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev