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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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Update BusinessdayCalendarExcludingTARGETHolidays.java #3

Closed mquirin closed 10 years ago

mquirin commented 10 years ago

Fix to include Labour Day as a holiday in the TARGET calender. (Source: http://www.ecb.europa.eu/press/pr/date/2000/html/pr001214_4.en.html and http://www.vdb.de/target-arbeitstage.aspx)

finmath commented 10 years ago

Thank you.