13 May 23:17
Re: New Calendars
From: MJC1 <michael.craig <at> tdam.com>
Subject: Re: New Calendars
Newsgroups: gmane.comp.finance.quantlib.devel
Date: 2008-05-13 21:17:22 GMT
Subject: Re: New Calendars
Newsgroups: gmane.comp.finance.quantlib.devel
Date: 2008-05-13 21:17:22 GMT
It should be the calendar indicating all non-settlement days. I'll check with Bloomberg to see if their is an error on their end. Luigi Ballabio wrote: > > On Tue, 2008-05-13 at 10:24 +1000, Lecuyer, Fabrice wrote: >> I just looked at Bloomberg and they do see those dates only as non >> settlement dates. However, I still doubt a french bond can settle on >> the 14 of July (Bastille day) for example. Even Belgium has it's >> national day as a non-settlement day. > > Ok, I just had a more careful look at the submitted France calendar. > It looks to me it's just the TARGET calendar. Am I wrong? > > Luigi > > > -- > > Never mistake motion for action. > -- Ernest Hemingway > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > QuantLib-dev mailing list > QuantLib-dev <at> lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > -- -- View this message in context: http://www.nabble.com/New-Calendars-tp17155910p17218572.html Sent from the quantlib-dev mailing list archive at Nabble.com. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
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