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From: jian Xu <jia...@gm...> - 2021-02-10 15:08:14
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Hi, My understanding is that the Target Calendar should have both Dec-25, and Dec-26 as holiday. And since 2020-12-26 a Saturday, then 2020-12-28 Monday should be a holiday. Is this correct? But when I tried quantlib, I got 2020-12-28 as a business day. Am I missing something? Thanks. >>> target_cal = ql.TARGET() >>> target_cal.isBusinessDay(ql.Date(28, 12, 2020)) True Regards, Jian |