USA Calendars
ql.UnitedStates([m])
m may be ql.UnitedStates_Settlement, ql.UnitedStates_NYSE, ql.UnitedStates_GovernmentBond, ql.UnitedStates_NERC
Public holidays (see: http://www.opm.gov/fedhol/):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if on Saturday)
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Martin Luther King's birthday, third Monday in January
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Presidents' Day (a.k.a. Washington's birthday), third Monday in February
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
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Labor Day, first Monday in September
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Columbus Day, second Monday in October
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Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
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Thanksgiving Day, fourth Thursday in November
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Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Holidays for the stock exchange (data from http://www.nyse.com):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
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Martin Luther King's birthday, third Monday in January (since 1998)
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Presidents' Day (a.k.a. Washington's birthday), third Monday in February
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Good Friday
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
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Labor Day, first Monday in September
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Thanksgiving Day, fourth Thursday in November
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Presidential election day, first Tuesday in November of election years (until 1980)
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Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
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Special historic closings (see http://www.nyse.com/pdfs/closings.pdf)
Holidays for the government bond market (data from http://www.bondmarkets.com):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
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Martin Luther King's birthday, third Monday in January
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Presidents' Day (a.k.a. Washington's birthday), third Monday in February
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Good Friday
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday or Friday if Saturday)
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Labor Day, first Monday in September
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Columbus Day, second Monday in October
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Veterans' Day, November 11th (moved to Monday if Sunday or Friday if Saturday)
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Thanksgiving Day, fourth Thursday in November
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Christmas, December 25th (moved to Monday if Sunday or Friday if Saturday)
Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html):
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Saturdays
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Sundays
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New Year's Day, January 1st (possibly moved to Monday if actually on Sunday)
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Memorial Day, last Monday in May
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Independence Day, July 4th (moved to Monday if Sunday)
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Labor Day, first Monday in September
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Thanksgiving Day, fourth Thursday in November
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Christmas, December 25th (moved to Monday if Sunday)
Index