Re: [Quantlib-users] Simple Expiration Date Handling

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

On Fri, 2006-10-20 at 18:12 +0200, Ferdinando Ametrano wrote:
> If the expiry day just rolls up to the next business day, what about:
> static Date fridayAfterThirdThursday(Calendar c, Month m, Year y) {
>     Date thirdThursday = nthWeekday(3, Thursday, m, y);
>     Date result = nextWeekday(thirdThursday, Friday);
>     result = c.adjust(result, Following);
> }
> 
> if this is what you are looking for I can add it to QuantLib.

Are you going to add a static method to Date for each country
convention? You better make it a separate function or class...

Luigi


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