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:
- References
- Hull, John C.; Options, Futures and Other DerivativesFinancial Times/ Prentice Hall (2011), ISBN 978-0132777421
- Hans-Peter Deutsch; , Derivatives and Internal Models, Palgrave Macmillan (2002), ISBN 0333977068
- John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo; The Econometrics of Financial Markets; Princeton University Press; 2nd edition(Dec 09, 1996), ISBN: 691043019
