Re: [Quantlib-users] Need help with QuantLib.TARGET()

[HANISH S. <han...@gm...>]

Hi Luigi,

Thank you for the explanation.
This implementation sparks another line of thought.

If I make 2 instances of BespokeCalendar (say obj =
BespokeCalendar("Cal1") and  obj2 =  BespokeCalendar("Cal2")) and holidays
to one of the instances, the code will behave in the same way as the
previous implementation with Target class as they both are the instances of
the same calendar class.

Is my understanding correct?

Regards
Hanish Sharma


On Tue, Jun 1, 2021 at 3:08 PM Luigi Ballabio <lui...@gm...>
wrote:

> ...and of course that wasn't tested.  Here are the correct calls:
>
> obj2 = ql.BespokeCalendar("mycalendar")
> obj2.addWeekend(ql.Saturday)
> obj2.addWeekend(ql.Sunday)
>
> for d in ql.TARGET().holidayList(start_date, end_date):
>    obj2.addHoliday(d)
>
> obj2.addHoliday(my_new_holiday1)
> obj2.addHoliday(my_new_holiday2)
>
>
>
> On Tue, Jun 1, 2021 at 11:32 AM Luigi Ballabio <lui...@gm...>
> wrote:
>
>> Hello,
>>     instances of the same calendar share the added holidays.  The
>> rationale is that, when a new holiday is announced (for instance, next
>> year's Platinum Jubilee in the UK) it's possible to add it to the relevant
>> calendar just once at initialization instead of having to do it for each
>> instance.
>>
>> If you want a particular calendar instance detached from all others, you
>> can use the BespokeCalendar class, but in that case you'll start from a
>> calendar without holidays and you'll have to add the whole list of them
>> manually.  You can do something like this:
>>
>> obj2 = ql.BespokeCalendar("mycalendar")
>> obj2.addWeekday(ql.Saturday)
>> obj2.addWeekday(ql.Sunday)
>>
>> for d in TARGET().holidayList(start_date, end_date):
>>    obj2.add(d)
>>
>> obj2.add(my_new_holiday1)
>> obj2.add(my_new_holiday2)
>>
>> Hope this helps,
>>     Luigi
>>
>>
>>
>> On Tue, Jun 1, 2021 at 12:07 AM HANISH SHARMA <han...@gm...>
>> wrote:
>>
>>> Hello,
>>>
>>> Greetings,
>>>
>>> I have a question regarding the TARGET class.
>>> I have created 2 instances of the target class "obj" and "obj2".
>>> After this, I added 2 holidays in obj2 instance using addHoliday().
>>>
>>> Now, if I print the holidayList of both the instances, I get the same
>>> result ie 2 added holidays in the holiday list of obj as well.
>>> PFB the code snippet and output:
>>> [image: image.png]
>>> [image: image.png]
>>>
>>> Why is the output of obj.holidayList contains the holidays added in obj2
>>> instance?
>>>
>>> How can I get the holidaylist of obj exclusive to obj ie holidays added
>>> in other instances do not become the part obj's holidaylist.
>>>
>>> Thank you in advance.
>>>
>>> Regards
>>> Hanish Sharma
>>> _______________________________________________
>>> QuantLib-users mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>
>>