I figured out that the C++ version of QuantLib offers a function called holidayList in the calendar class.
//! Returns the holidays between two dates static std::vector<Date> holidayList(const Calendar& calendar, const Date& from, const Date& to, bool includeWeekEnds = false);
I tried to get all holidays between two dates by using this call:
TARGET_calendar = TARGET() TARGET_calendar.holidayList(TARGET_calendar, Date(1,1,2015), Date(1,1,2016)) AttributeError: 'TARGET' object has no attribute 'holidayList'
Since I am not so familliar with converting C++ to Python, I also tried:
holidayList(TARGET_calendar, Date(1,1,2015), Date(1,1,2016)) NameError: name 'holidayList' is not defined
Can anybody help me out, please?
Thank you very much!