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From: Ioannis R. <qua...@de...> - 2021-05-28 11:09:00
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Resent it with a proper subject :) On 5/28/2021 12:20 PM, Ioannis Rigopoulos wrote: > > Hi QuantLib users and developers, > > I have just discovered the following wrong holiday that affects the > UnitedKingdom class. > > I mention it here because the UK market is extremely important due to > the many financial instruments traded there and used to calibrate many > curves. > > All Libor rates, for example, are affected. > > *QuantLib regards wrongly the 30 May 2022 as holiday. This date should > be actually replaced with the two dates 2 June (Spring or Late May) > and 3 June (Platinum Jubilee of Elizabeth II).* > > The interesting is that all remaining holidays until 2049 are correct! > > I am not sure why this happens wrt that particular date. I will try to > investigate and let you know. > > Cheers, > > Ioannis > -- Diese E-Mail wurde von Avast Antivirus-Software auf Viren geprüft. https://www.avast.com/antivirus |