[Quantlib-dev] about calendars

[Richard G. <rgo...@ya...>]

Hi guys,

I implemented an Option valuation procedure written in Java and I needed to
calculate the working days. As I'm brazilian, I started with Brazilian
calendar.

In QuantLib, it is defined here
http://quantlib.org/reference/class_quant_lib_1_1_brazil.html

It is correct, except that BOVESPA (the brazilian exchange house) will be
closed on these dates as well:

25-January : a municipal holiday
09-July    : a state holiday

My question is: Shouldn't we consider all dates when the exchange house will
be closed?

Thanks

-- 
Richard Gomes