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

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

Oh great.

Thank you. You have been a great help.

Regards
Hanish Sharma


On Tue, Jun 1, 2021 at 5:14 PM Luigi Ballabio <lui...@gm...>
wrote:

> Hi,
>     no, each bespoke calendar instance is different.
>
> Luigi
>
>
> On Tue, Jun 1, 2021 at 1:31 PM HANISH SHARMA <han...@gm...>
> wrote:
>
>> 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
>>>>>
>>>>