[Quantlib-dev] Canada calendar - November 11 (Remembrance day)

[mattknox_ca <Mat...@td...>]

Hi there,

Remembrance day is marked as a holiday for the Canada calendar, but this is
only a bond market/over the counter/"settlement" holiday, not a stock
exchange holiday (not on the TSX anyway, which is the primary Canadian stock
exchange). Furthermore, if November 11th falls on a Saturday or Sunday, then
the actual holiday is the following Monday (like this year), so the current
code doesn't handle remembrance day properly for bond markets in Canada
anyway.

It would be very useful to have a separate "settlement" and "exchange"
calendar like the UnitedKingdom calendar has.

Here are some relevant links:

https://www.phn.com/Default.aspx?tabid=1006
http://www.tsx.com/en/market_activity/market_hours.html


 Thanks,

- Matt
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