[Quantlib-dev] Bovespa Calendar Fix

[Piter D. <pit...@ca...>]

Luigi,

I was checking the new Bovespa calendar and realized that the following piece
of code

            // Black Consciousness Day
            || (d == 20 && m == November && y >= 2004)

should be changed to

            // Black Consciousness Day
            || (d == 20 && m == November && y >= 2007)

because 2004 is just for Rio de Janeiro. In São Paulo (where Bovespa is) the
holiday was created this year.

There is a extra one but need to think the better way to do. The last
business day of the year is not a Bovespa business day. That is an exchange
rule.
I realize that when I had a similar problem where I work.

I let you when it is ready to put, at least, in trunk.

Regards,

Piter Dias
pit...@ca...