Holiday Data

Strata provides a comprehensive holiday calendar system. However, such a system also needs the associated data, specifying which days are holidays. This page details the provided holiday calendars.

Holiday calendars

Each holiday calendar represents a consistent set of weekends and holidays. In most cases they refer to a specific location, however some calendars are location independent.

The intention of providing these calendars is to allow the system to be easily evaluated. When using this library in production, OpenGamma strongly recommends replacing the data provided with data from an external vendor of holiday information.

The holiday dates are based on original research and typically cover 1950 to 2099. Future and past dates are an extrapolations of the known holiday dates.

Name Holidays Weekends ISDA reference
AUSY Sydney (Australia) holidays Saturday/Sunday  
BRBD Brazil holidays Saturday/Sunday  
CATO Toronto (Canada) holidays Saturday/Sunday  
CHZU Zurich (Switzerland) holidays Saturday/Sunday  
CZPR Prague (Czech Republic) holidays Saturday/Sunday  
DEFR Frankfurt (Germany) holidays Saturday/Sunday  
DKCO Copenhagen (Denmark) holidays Saturday/Sunday  
EUTA TARGET interbank payment (Europe) holidays Saturday/Sunday section 1.8 (2006)
FRPA Paris (France) holidays Saturday/Sunday  
GBLO London (UK) holidays Saturday/Sunday  
HUBU Budapest (Hungary) holidays Saturday/Sunday  
JPTO Tokyo (Japan) holidays Saturday/Sunday  
MXMC Mexico City (Mexico) holidays Saturday/Sunday  
NOOS Oslo (Norway) holidays Saturday/Sunday  
NYFD Federal Reserve Bank of New York holidays Saturday/Sunday section 1.9 (2006)
NYSE New York Stock Exchange holidays Saturday/Sunday section 1.10 (2006)
PLWA Warsaw (Poland) holidays Saturday/Sunday  
SEST Stockholm (Sweden) holidays Saturday/Sunday  
USGS United States Government Securities Saturday/Sunday section 1.11 (2006)
USNY New York (USA) holidays Saturday/Sunday  
ZAJO Johannesburg (South Africa) holidays Saturday/Sunday  
NoHolidays No holiday dates No weekends  
Sat/Sun No holiday dates Saturday/Sunday  
Fri/Sat No holiday dates Friday/Saturday  
Thu/Fri No holiday dates Thursday/Friday  

Holiday calendars have a constant in HolidayCalendarIds. The identifier can also be created dynamically using HolidayCalendarId.of(name).