New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Double counting holidays #101

Open

mattialandoni opened this issue Nov 18, 2022 · 0 comments

mattialandoni commented Nov 18, 2022

First time I make an issue report so please be gentle.

The following formula

bizdays("2009-07-06","2009-07-03", "QuantLib/UnitedStates/NYSE")

Should return 1 but returns 0. The reason seems to be that 2009-07-04 is Independence Day and also Saturday, and it gets double counted.

I don't know if this happens with other calendars or not. I haven't had time to check yet. I'll try to see if I can propose a fix, but not today.

Thanks.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment