How to get holidays and business days from non-US countries in Financial Toolbox?

How do I get holidays and business days from countries other than the United States in Financial Toolbox?

The 'holidays' function only returns US holidays.

Answer 1

[MathWorks Support Team]

There is no built-in holiday/business day data in MATLAB for countries other than the United States when using the 'holidays' function from Financial Toolbox.

However, you can retrieve non-US "holidays.m" trading calendar data by using the "createholidays" function using data obtained from SwapsMonitor.com and FinancialCalendar.com. This company provides calendars for over 450 markets.

For instructions on using "createholidays", refer to the following link:

https://www.mathworks.com/help/finance/createholidays.html