[Quantlib-users] Question about JointCalendar

[Steve H. <war...@gm...>]

Hi all,

I’m doing some study on JointCalendar.

I make two calendar and remove one holiday for each calendar respectively.

Then I make a joint calendar to combine the above calendars.

I use isBusinessDay to check if I can get the desired result.

I find joint calendar doesn’t return the expected result as both calendars.

If I am not using JointCalendar correctly?





import QuantLib as ql

cdr1=ql.UnitedStates(ql.UnitedStates.LiborImpact)

cdr2=ql.UnitedStates(ql.UnitedStates.Settlement)

date1=ql.Date(11, 2 , 2023)

date2=ql.Date(12, 2 , 2023)

cdr1.removeHoliday(date1)

cdr2.removeHoliday(date2)

cdr3=ql.JointCalendar(cdr1,cdr2)



print(cdr1.isBusinessDay(date1))

=>return True



print(cdr2.isBusinessDay(date2))

=>return True



print(cdr3.isBusinessDay(date1))

=>return False , why ?



print(cdr3.isBusinessDay(date2))

=>return Fasle , why ?



Regards,

Steve