[Quantlib-users] Re: [Quantlib-dev] NewYork Holiday calendar

[Luigi B. <lui...@fa...>]

On 2004.03.29 18:16, Dirk Eddelbuettel wrote:
> On Mon, Mar 29, 2004 at 05:53:05PM +0200, Andre Louw wrote:
> > I am urgently trying to establish if Friday 31/12/2004 is a  
> holiday,
> 
> For what it;s worth, Bloomberg's CDR function does not show it as a
> 2004
> holiday for the exchanges either, but the US Govt Bond market is
> listed as
> having an early close at 2:00pm (i.e. no holiday either).

Hi,
	the real problem is that there's no single New York set of  
holidays---they change depending on the market (exchanges, bonds...)  
We'll try and cope with that in the future. In the meantime, just  
recompile your copy of the library with the holidays you need.

Later,
	Luigi