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From: snovik <sn...@gm...> - 2008-10-15 15:03:26
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Of course, I might be wrong but to my knowledge USD Libor fixings are based on the US public holidays (i.e. settlement calendar) and not NYSE calendar. -- View this message in context: http://www.nabble.com/BUG%3A-wrong-calendar-for-USD-Libor-ON-fixing-tp19994948p19994948.html Sent from the quantlib-dev mailing list archive at Nabble.com. |