Re: [Quantlib-dev] about calendars

[Toyin A. <toy...@ho...>]

Hi Richard,
If you take a look at the US or UK calendar classes, there are examples of =
implementing more than one holiday schedule within the same financial locat=
ion. In the case of UK (financial location), I believe there are settlement=
 as well as Metals holiday rules.You can, if you wish, use this as an examp=
le for adding a new holiday schedule.Toy out.> To: qua...@li...=
eforge.net> From: rgo...@ya...> Date: Sun, 2 Sep 2007 21:13:03 +0=
100> Subject: [Quantlib-dev] about calendars> > Hi guys,> > I implemented a=
n 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 excha=
nge house) will be> closed on these dates as well:> > 25-January : a munici=
pal holiday> 09-July : a state holiday> > My question is: Shouldn't we cons=
ider all dates when the exchange house will> be closed?> > Thanks> > -- > R=
ichard Gomes> > > ---------------------------------------------------------=
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