Function File: h = holidays
Function File: h = holidays (startdate, enddate)

List holidays and non-trading days.

Returns vector h of all holidays and non-trading days between startdate and enddate, inclusive. Output dates are in the serial day number format. Any date format accepted by datevec can be used. If called with no input arguments, returns all holidays between the 1st of January of 1885 and 31st of December of 2050.

For example, to get all holidays for 2007 (02-Jan-2007 was mourning day of Gerald Ford. See below for comments on such special occasions):

holidays ("jan 01 2007", "dec 31 2007")
    ⇒ 733043
       733044
       733057
       733092
       733138
       733190
       733227
       733288
       733368
       733401

For ease of read, the output of holidays can be passed to datestr. Also, the function now can be used to list all dates until current date.

datestr (holidays ("may 01 2012", now))
    ⇒ 28-May-2012
       04-Jul-2012
       03-Sep-2012

These holidays are trading holidays observed by the NYSE according to its rule 51.10. It also tries to take into account the exceptions due to "unusual business conditions" or for additional days that have been called as holidays for one-time purposes. However, as these are unpredictable by nature only the ones until 2011/02/01 have been listed.

The complete list can be found at http://www.chronos-st.org/NYSE_Observed_Holidays-1885-Present.html

See also: busdate, lbusdate, isbusday, fbusdate.

Package: financial