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

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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