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