Calendar Functions

For financial time analysis, a calendar is basically a definition of a list of observed holidays and a weekend days convention.

As of NumXL 1.56 (Zebra), the following calendars are supported:

Country  
United States (USA)
Code Holidays Description
USA
NYD
MLK
PRS
MEM
IND
LAB
COL
VET
THK
CHR
GDF
US Federal Government Holidays
USD
NYD
MLK
PRS
MEM
IND
LAB
COL
VET
THK
CHR
US Bank holidays calendar
Canada (CAN)
Code Holidays Description
CAD
CAN-NYD
CAN-GDF
CAN-VICTORIA
CAN-CANADA
CAN-CIVIC
CAN-LABOR
CAN-THK
CAN-REM
CAN-CHR
CAN-BOX
Canada Bank calendar
European Union (EUC)
Code Holidays Description
EUR
EUC-CHR
EUC-BOX
EUC-MAY
EUC-GDF
EUC-EAST
EUC-NYD
European Union Bank calendar
Switzerland (CHE)
Code Holidays Description
CHF
CHE-BERCH
CHE-NYD
CHE-GDF
CHE-EAST
CHE-MAY
CHE-ANS
CHE-WHIT
CHE-NATIONAL
CHE-STEPHEN
CHE-CHR
Switzerland Bank calendar
Japan (JPN)
Code Holidays Description
JPY
JPN-NYD
JPN-NYD2
JPN-NYD3
JPN-AGE
JPN-FOUND
JPN-EQUINOX
JPN-SHOWA
JPN-MEM
JPN-GREEN
JPN-CHILD
JPN-SEA
JPN-RESPECT
JPN-AUTEQUNOX
JPN-SPORT
JPN-CULTURE
JPN-LAB
JPN-EMPR
JPN-DEC31
Japan Bank calendar
Australia (AUS)
Code Holidays Description
AUD
AUS-NYD
AUS-NATION
AUS-GDF
AUS-EAST
AUS-ANZAC
AUS-MISC
AUS-QUEEN
AUS-NSWHALES
AUS-LAB
AUS-BOX
AUS-CHR
AUS-CHRBOX
Australia Bank calendar
New Zealand (NZL)
Code Holidays Description
NZD
NZL-NYD
NZL-NYD2
NZL-WAIT
NZL-GDF
NZL-EAST
NZL-ANZAC
NZL-QUEEN
NZL-LAB
NZL-CHR
NZL-BOX
New Zealad Bank calendar
Saudi Arabia (SAU)
Code Holidays Description
SAU
SAU-NATION
SAU-FITER
SAU-ADHA
Saudi Arabia public calendar
Israel (ISR)
Code Holidays Description
ISR
ISR-PURIM
ISR-PESACHI
ISR-PESACHVII
ISR-HOLO
ISR-MEM
ISR-IND
ISR-PENT
ISR-TISHA
ISR-ROSH
ISR-KIPPUR
ISR-SUKKOT
Israel public Holidays

Remarks

  • As of NumXL 1.56 (Zebra), a calendar (code) can be used in place of holiday date(s) or holiday code(s)
  • The public (i.e. government) calendar code of any country is the 3-character ISO code of the country (e.g. USA, GBR, NZL, CHE, etc.)
  • The bank holiday calendar code is the 3-character ISO/SWIFT code of the currency (e.g. USD, GBP, NZD, CHF, etc.)
References

 

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