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| ID | Project | Category | View Status | Date Submitted | Last Update | ||||||
| 0000344 | jquantlib | [All Projects] code review | public | 2009-08-20 11:45 | 2010-03-09 01:18 | ||||||
| Reporter | Richard Gomes | ||||||||||
| Assigned To | Richard Gomes | ||||||||||
| Priority | urgent | Severity | minor | Reproducibility | have not tried | ||||||
| Status | assigned | Resolution | open | ||||||||
| Platform | OS | OS Version | |||||||||
| Product Version | |||||||||||
| Target Version | 0.2.4 | Fixed in Version | |||||||||
| Summary | 0000344: Possible bug in Calendars, regarding isBusinessDay | ||||||||||
| Description | A user reported a possible bug. Please investigate: In Calendar, I wonder if I have some misunderstandings about the API addHoliday. Once we call addHoliday(date) to add date to HolidayList, won't isBusinessDay(date) return false? Take ChinaSSECalendar as an example, I think the override method isBusinessDay should call the one in Super class to judge if the date is contained in addHolidayList? | ||||||||||
| Tags | No tags attached. | ||||||||||
| Attached Files |  JQLibTestSample.java [^] (1,446 bytes) 2009-08-20 11:45 | ||||||||||
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(0000431) Richard Gomes (manager) 2009-08-26 12:01 |
Analyzing QuantLib sources, it seems like trading calendars does not support addition/removal of dates. Actually, QuantLib API allows you to call add/remove, which will insert/remove a certain date to the underlying holidayList as you expect but isBusinessDay() does not query this data structure. If you create your own Calendar, it will work as expected but pre-defined calendars override isBusinessDay() method. |
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(0000432) Richard Gomes (manager) 2009-08-26 12:04 |
Gary, If you have a chance, could you please confirm my diagnostic? I only analyzed the problem and found an explanation for it. I haven't created any small application to confirm how QuantLib behaves. Thanks |
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(0000730) Richard Gomes (manager) 2009-12-19 19:41 |
Reminder sent to: Gary Kennedy, Richard Gomes, Srinivas Hasti, Zahid Hussain Waiting for feedback in order to be closed. |
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(0000767) Richard Gomes (manager) 2010-03-09 01:17 |
No feedback from Gary :( Kicked to v0.1.4 |
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Notes |
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Issue History |
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| Date Modified | Username | Field | Change |
| 2009-08-20 11:45 | Richard Gomes | New Issue | |
| 2009-08-20 11:45 | Richard Gomes | Status | new => assigned |
| 2009-08-20 11:45 | Richard Gomes | Assigned To | => Richard Gomes |
| 2009-08-20 11:45 | Richard Gomes | File Added: JQLibTestSample.java | |
| 2009-08-20 12:16 | Richard Gomes | Relationship added | related to 0000327 |
| 2009-08-26 12:01 | Richard Gomes | Note Added: 0000431 | |
| 2009-08-26 12:04 | Richard Gomes | Note Added: 0000432 | |
| 2009-08-26 12:04 | Richard Gomes | Assigned To | Richard Gomes => Gary Kennedy |
| 2009-08-26 12:04 | Richard Gomes | Status | assigned => feedback |
| 2009-11-01 01:47 | Richard Gomes | Status | feedback => assigned |
| 2009-11-01 01:47 | Richard Gomes | Assigned To | Gary Kennedy => Richard Gomes |
| 2009-12-19 19:40 | Richard Gomes | Relationship added | parent of 0000356 |
| 2009-12-19 19:41 | Richard Gomes | Issue Monitored: Gary Kennedy | |
| 2009-12-19 19:41 | Richard Gomes | Issue Monitored: Srinivas Hasti | |
| 2009-12-19 19:41 | Richard Gomes | Issue Monitored: Zahid Hussain | |
| 2009-12-19 19:41 | Richard Gomes | Note Added: 0000730 | |
| 2010-03-09 01:17 | Richard Gomes | Note Added: 0000767 | |
| 2010-03-09 01:18 | Richard Gomes | Target Version | 0.1.3 => 0.1.4 |
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Issue History |
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