Re: [Quantlib-dev] about calendars

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

Hi Richard,
=20
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.
=20
In the case of UK (financial location), I believe there are settlement as w=
ell as Metals holiday rules.
=20
You can, if you wish, use this as an example for adding a new holiday sched=
ule.
=20
Toy out.
> To: qua...@li...> From: rgo...@ya...> Dat=
e: Sun, 2 Sep 2007 21:13:03 +0100> Subject: [Quantlib-dev] about calendars>=
 > 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 wi=
th Brazilian> calendar.> > In QuantLib, it is defined here> http://quantlib=
.org/reference/class_quant_lib_1_1_brazil.html> > It is correct, except tha=
t 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> > > ---------------------------=
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