How do I change MatLab's internal table of holidays (BUS/252)?
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Luiz Fernando Carnot R de Almeida
on 4 Nov 2013
Commented: Selene Chen
on 21 Jun 2022
Hi!
I am working with MatLab's Financial Instruments Toolbox to calculate interest rates for the Brazilian Bond Market (day count basis = BUS/252).
In spite of having the BUS/252 option for the calculations I need, MatLab's default calendar is NYSE based so my results will be wrong if I use this business calendar as it is provided.
I already have a vector of serial date numbers corresponding to all holidays and nontrading days that apply to the Brazilian market but I found no way of changing MatLab´s internal table of holidays.
Can someone please let me know how to change MatLab's internal table of holidays?
Thanks in advance.
Fernando
(*) I found out that there is a http://www.FinancialCalendar.com paying option to create a file holidays.m file. Is this the only way? I already have the data required. Do I have to pay this company to get the same data in another format? http://www.mathworks.com/help/finance/createholidays.html
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Accepted Answer
Sean de Wolski
on 4 Nov 2013
If you look at the source code for holidays
>> edit holidays.m
You'll see an option for altholidays, this is a file you'll have to write yourself, to return the date numbers of the dates you don't want.
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Selene Chen
on 21 Jun 2022
Hi Sean, can you elaborate on how this is done? do I create a text file altholidays.txt with the additional holidays I want? We use functions like isbusday, busdate in quite a lot places in our process, do I need to define the altholidays every time I use these functions, or all the functions will pick up the altholidays automatically?
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