Re: [Quantlib-dev] BUG: wrong calendar for USD Libor ON fixing

[Simon I. <s.i...@gm...>]

Yes, USD-Libor fixed on 13th October... value of 4.7525 for 3M.


On Wed, Oct 22, 2008 at 10:14 AM, Luigi Ballabio
<lui...@gm...>wrote:

> On Tue, 2008-10-21 at 09:45 -0700, snovik wrote:
> > easy, though the other way round: 13.10.2008 - business day for NYSE but
> > holiday for Settlement
>
> Did the USD LIBOR fix on that date?
>
> Luigi
>
>
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