Re: New Calendars

It makes sense. However, aren't belgian bonds also denominated in Euro?
In any case, if bloomberg confirms their data, I back off and apologise
for the mess I created... 

-----Original Message-----
From: quantlib-dev-bounces <at> lists.sourceforge.net
[mailto:quantlib-dev-bounces <at> lists.sourceforge.net] On Behalf Of Luigi
Ballabio
Sent: Thursday, 15 May 2008 5:28 AM
To: MJC1
Cc: quantlib-dev <at> lists.sourceforge.net
Subject: Re: [Quantlib-dev] New Calendars

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/
_______________________________________________
QuantLib-dev mailing list
QuantLib-dev <at> lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

************** IMPORTANT MESSAGE *****************************       
This e-mail message is intended only for the addressee(s) and contains information which may be
confidential. 
If you are not the intended recipient please advise the sender by return email, do not use or
disclose the contents, and delete the message and any attachments from your system. Unless
specifically indicated, this email does not constitute formal advice or commitment by the sender
or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries. 
We can be contacted through our web site: commbank.com.au. 
If you no longer wish to receive commercial electronic messages from us, please reply to this
e-mail by typing Unsubscribe in the subject line. 
**************************************************************


-------------------------------------------------------------------------
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/