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Canada calendar - November 11 (Remembrance day)

Posted by Knox, Matt on Oct 31, 2007; 1:40pm
URL: http://quantlib.414.s1.nabble.com/Canada-calendar-November-11-Remembrance-day-tp9888.html

Hi there,

Remembrance day is marked as a holiday for the Canada calendar, but this is only a bond market/over the counter/"settlement" holiday, not a stock exchange holiday (not on the TSX anyway, which is the primary Canadian stock exchange). Furthermore, if November 11th falls on a Saturday or Sunday, then the actual holiday is the following Monday (like this year), so the current code doesn't handle remembrance day properly for bond markets in Canada anyway.

It would be very useful to have a separate "settlement" and "exchange" calendar like the UnitedKingdom calendar has.

Here are some relevant links:

https://www.phn.com/Default.aspx?tabid=1006
http://www.tsx.com/en/market_activity/market_hours.html


 Thanks,

- Matt