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

[snovik <sn...@gm...>]

hm. in any case I was talking about ON and there was NO ON :) fixing on
13.10.2008.

It looks like other than ON rates depend on UK calendar





Simon Ibbotson wrote:
> 
> 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
>>
>>
>> --
>>
>> No, I'm not interested in developing a powerful brain. All I'm after
>> is just a mediocre brain, something like the president of American
>> Telephone and Telegraph Company.
>> -- Alan Turing on the possibilities of a thinking machine, 1943.
>>
>>
>>
>> -------------------------------------------------------------------------
>> This SF.Net email is sponsored by the Moblin Your Move Developer's
>> challenge
>> Build the coolest Linux based applications with Moblin SDK & win great
>> prizes
>> Grand prize is a trip for two to an Open Source event anywhere in the
>> world
>> http://moblin-contest.org/redirect.php?banner_id=100&url=/
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
> 
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the
> world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 
> 

-- 
View this message in context: http://www.nabble.com/BUG%3A-wrong-calendar-for-USD-Libor-ON-fixing-tp19994948p20110720.html
Sent from the quantlib-dev mailing list archive at Nabble.com.