MLKJ Day

Few months ago I posed a quick note on date count as it relates to MLKJ day. Recently I received an email from Luigi Ballabio that correction has been accepted and will become part of Quantlib 1.7. Thanks to John Orford for the suggestion!

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Weekly market report

Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...