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Add country calendars #2

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7 of 27 tasks
eddelbuettel opened this issue Apr 17, 2017 · 4 comments
Open
7 of 27 tasks

Add country calendars #2

eddelbuettel opened this issue Apr 17, 2017 · 4 comments

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@eddelbuettel
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eddelbuettel commented Apr 17, 2017

Possible list (cf @pcaspers here)

  • #include <ql/time/calendars/australia.hpp>
  • #include <ql/time/calendars/canada.hpp>
  • #include <ql/time/calendars/china.hpp>
  • #include <ql/time/calendars/czechrepublic.hpp>
  • #include <ql/time/calendars/denmark.hpp>
  • #include <ql/time/calendars/finland.hpp>
  • #include <ql/time/calendars/germany.hpp>
  • #include <ql/time/calendars/hongkong.hpp>
  • #include <ql/time/calendars/hungary.hpp>
  • #include <ql/time/calendars/iceland.hpp>
  • #include <ql/time/calendars/india.hpp>
  • #include <ql/time/calendars/indonesia.hpp>
  • #include <ql/time/calendars/italy.hpp>
  • #include <ql/time/calendars/japan.hpp>
  • #include <ql/time/calendars/mexico.hpp>
  • #include <ql/time/calendars/newzealand.hpp>
  • #include <ql/time/calendars/norway.hpp>
  • #include <ql/time/calendars/poland.hpp>
  • #include <ql/time/calendars/russia.hpp>
  • #include <ql/time/calendars/southkorea.hpp>
  • #include <ql/time/calendars/sweden.hpp>
  • #include <ql/time/calendars/switzerland.hpp>
  • #include <ql/time/calendars/taiwan.hpp>
  • #include <ql/time/calendars/target.hpp>
  • #include <ql/time/calendars/turkey.hpp>
  • #include <ql/time/calendars/unitedkingdom.hpp>
  • #include <ql/time/calendars/unitedstates.hpp>

Once done also PR over to Quantuccia itself

@petermeissner
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Feature request: Allowing for user made calenders - too. Would make it even more powerful - wouldn't it?.

@eddelbuettel
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Pull requests are always welcome, preferably with an initial issue ticket discussing what/how.

@petermeissner
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I will have a look - maybe I understand somehow what is going on.

@eddelbuettel
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Great! It was on my TODO list as well. We should be able to access / instantiate from R such that we can create unions of calendars, plus additions / updates, etc pp -- ie create something more powerful than we currently have in RQuantLib.

But I didn't get to it yet, and the next few weeks are bad. After that, I may have time to come back this.

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