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Re: [Quantlib-dev] New Calendars
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From: MJC1 <mic...@td...> - 2008-05-12 12:31:42
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Hi Fabrice, Thanks for looking into the calendar for me. I was relying on the Bloomberg settlement calendar. Many of the holidays you listed are there, however Bloomberg does not denote them as non-settlement days. We need this calendar to calculate accruals for French Bonds, so its days that the market is closed that we are after. I suppose writing this in the documentation would have been useful =). Any thoughts? Fabrice_CBA wrote: > > Hi Mike, > > I just had a look at the french calendar you implemented, and I don't > think it is correct. > There is no such thing as Good Friday or Boxing day in France (They > actually exists, but only in Alsace-Lorraine). Furthermore, when a holiday > falls on a week end, it doesn't get moved to a Monday or a Tuesday. > Finally it misses a few holidays, such as Armistice day, All saints day > (which you have for the belgium calendar), or Bastille day. Here is a > complete list: > > Public Holidays > > 1 January New Year's Day (Jour de l'an) > 1 May Labor Day (Fête du premier mai) > 8 May WWII Victory Day (Fête de la Victoire 1945; Fête du huitième mai) > 14 July Bastille Day (Fête nationale) > 15 August Assumption of the Blessed Virgin Mary (Assomption) > 1 November All Saints Day (La Toussaint) > 11 November Armistice Day (Jour d'armistice) > 25 December Christmas Day (Noël) > 26 December 2nd Day of Christmas (in Alsace and Lorraine only) > > Moveable Feasts > Religion: Christian (Western) > Feast 2007 2008 2009 2010 2011 2012 > Good Friday* 6 April 21 March 10 April 2 April 22 April 6 April > Easter (Pâques) 8 April 23 March 12 April 4 April 24 April 8 April > Easter Monday 9 April 24 March 13 April 5 April 25 April 9 April > Ascension (l'Ascencion) 17 May 1 May 21 May 13 May 2 June 17 May > Pentecost (la Pentecôte) 27 May 11 May 31 May 23 May 12 June 27 > May > Whit Monday 28 May 12 May 1 June 24 May 13 June 28 May > > *In Alsace and Lorraine only. > > In years when Ascension Day concurs with Victory Day, we mark only the > former, thus ignoring the latter. > > Metal workers have the holiday of St. Eloi, July 24 (Festival of St. Eloi > - French Basque). > > Note that when a holiday happens to fall on a Tuesday or Thursday, many > French workers may take the Monday or, respectively, Friday, off as well. > This is not official and does not apply to institutions such as banks or > government, but is sufficiently commonplace to cause difficulties doing > business on occasion... > > Vive La France, > Fabrice > > > -----Original Message----- > From: qua...@li... > [mailto:qua...@li...] On Behalf Of MJC1 > Sent: Saturday, 10 May 2008 6:31 AM > To: qua...@li... > Subject: [Quantlib-dev] New Calendars > > > Hi, > > I've created 4 additional calendars currently not included in version 0.9. > The formats were taken from existing calendars. > > Could these be added to the calendar library? > > Thanks, > > Mike Craig > > http://www.nabble.com/file/p17155910/greece.cpp greece.cpp > http://www.nabble.com/file/p17155910/france.cpp france.cpp > http://www.nabble.com/file/p17155910/belgium.cpp belgium.cpp > http://www.nabble.com/file/p17155910/malaysia.cpp malaysia.cpp > http://www.nabble.com/file/p17155910/malaysia.hpp malaysia.hpp > http://www.nabble.com/file/p17155910/greece.hpp greece.hpp > http://www.nabble.com/file/p17155910/belgium.hpp belgium.hpp > http://www.nabble.com/file/p17155910/france.hpp france.hpp > -- > View this message in context: > http://www.nabble.com/New-Calendars-tp17155910p17155910.html > Sent from the quantlib-dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't > miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > ************** IMPORTANT MESSAGE ***************************** > This e-mail message is intended only for the addressee(s) and contains > information which may be > confidential. > If you are not the intended recipient please advise the sender by return > email, do not use or > disclose the contents, and delete the message and any attachments from > your system. 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There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > -- View this message in context: http://www.nabble.com/New-Calendars-tp17155910p17186617.html Sent from the quantlib-dev mailing list archive at Nabble.com. |
