[Quantlib-users] Errors in USDLibor implementation?

[Daniele De F. <Dan...@br...>]

Hi all, 

I was reading the definition of the libor rates at
http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412
And the BBA states that the calendar of holidays used when the currency is
not EUR of GBP is a combined calendar of London and the major financial
center of the currency in question. 
From what I can see even in the most recent CVS versions, the calendar is
simply the us exchange calendar. 

Also... A 1 month rate from the end of a month is defined to be a rate until
the end of the next month. According to the QuantLib implementation we are
simply advancing using ModFollow. This seems to be a problem if you look at
BBA's example fixing date date of Feb 28, whose maturity for the deposit
should be March 31st and not March 28th. 

Am I misinterpreting things or is this really something that needs a fix?  
-Daniele