HolidayCalendars

A holiday calendar suite to integrate with the RDates library

Documentation	Build Status

This provides a set of the financial holiday calendars that can be integrated with RDates, the relative date library. It is built to be easy to understand but heavily optimised for integration with financial models.

Installation

HolidayCalendars can be installed using the Julia package manager. From the Julia REPL, type ] to enter the Pkg REPL mode and run

pkg> add HolidayCalendars

Basic Usage

At this point you can now start using HolidayCalendars in your current Julia session using the following command

julia> using HolidayCalendars

To work with the RDates library you then just need to use the CALENDARS calendar manager

julia> using RDates, Dates
julia> apply(rd"1b@LONDON", Date(2021,7,16), CALENDARS)
2021-07-19