|
From: Steven V. H. <sh...@op...> - 2021-02-10 15:37:01
|
Hi Jian, There is no business day rule applied to 25/12 and 26/12. So 28/12 is and should not be a holiday in Quantlib or in general. Kind regards, Steven > Op 10 feb. 2021 om 16:09 heeft jian Xu <jia...@gm...> het volgende geschreven: > > 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 > > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users |