Holidays:
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public AUDLibor(final Period tenor, final Handle<YieldTermStructure> h) { super("AUDLibor", tenor, 2, new AUDCurrency(), new Australia(), new Actual360(), h); }
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private final Calendar exchange; public AustraliaCalendarTest() { QL.info("::::: "+this.getClass().getSimpleName()+" :::::"); exchange = new Australia();//.getCalendar(Australia.Market.SETTLEMENT); }