createholidays

Create trading calendars

Syntax

createholidays(Filename,Codefile,InfoFile,TargetDir,IncludeWkds,Wprompt,NoGUI)

Description

createholidays(Filename,Codefile,InfoFile,TargetDir,IncludeWkds,Wprompt,NoGUI) programmatically generates the market-specific holidays.m files (from FinancialCalendar.com financial center holiday data) without displaying the interface.

Note

To use createholidays, you must obtain data, codes, and info files from https://swapsmonitor.com/ trading calendars. The data files must be in the required MATLAB^® format.

Examples

Create holidays.m Files Using createholidays

Use createholidays to create holidays*.m files from My_datafile.csv in the folder c:\work. Weekends are included in the holidays list based on the input flag INCLUDEWDKS = 1

createholidays('FinancialCalendar\My_datafile.csv',...
'FinancialCalendar\My_codesfile.csv',...
'FinancialCalendar\My_infofile.csv','c:\work',1,1,1)

Input Arguments

Filename — Data file name

character vector

Data file name, specified using a character vector.

Data Types: char

Codefile — Code file name

character vector

Code file name, specified using a character vector.

Data Types: char

InfoFile — Info file name

character vector

Info file name, specified using a character vector.

Data Types: char

TargetDir — Target folder where to write new holidays.m files

character vector

Target folder where to write the new holidays.m files, specified using a character vector.

Data Types: char

IncludeWkds — Option to include weekends in holiday list

numeric with value 0 or 1

Option to include weekends in the holiday list, specified using a numeric with value 0 or 1. Values are:

• 0 – Do not include weekends in the holiday list.

• 1 – Include weekends in the holiday list.

Data Types: logical

Wprompt — Option to prompt for file location for each holiday.m file that is created

numeric with value 0 or 1

Option to prompt for the file location for each holiday.m file that is created, specified using a numeric with value 0 or 1. Values are:

• 0 – Do not prompt for the file location.

• 1 – Prompt for the file location.

Data Types: logical

NoGUI — Run createholidays without displaying Trading Calendars user interface

numeric with value 0 or 1

Run createholidays without displaying the Trading Calendars user interface, specified using a numeric with value 0 or 1. Values are:

• 0 – Display the GUI.

• 1 – Do not display the GUI.

Data Types: logical

Version History

Introduced in R2007b