14 May 21:28
Re: New Calendars
From: Luigi Ballabio <luigi.ballabio <at> gmail.com>
Subject: Re: New Calendars
Newsgroups: gmane.comp.finance.quantlib.devel
Date: 2008-05-14 19:28:03 GMT
Subject: Re: New Calendars
Newsgroups: gmane.comp.finance.quantlib.devel
Date: 2008-05-14 19:28:03 GMT
On May 13, 2008, at 11:17 PM, MJC1 wrote: > 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. No, it's probably not an error. It might just be that, being denominated in Euro, French bonds settle according to TARGET. Luigi > 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? ------------------------------------------------------------------------- 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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