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Is there a way to get a list of all the holidays published in an exchange calendar without specifying a date range? For example, NYSE has published their holiday calendar up to 2024 and I want to see if I could get all holidays as published in NYSE calendar without the need to do any updates in the script to arrange the date range. https://www.nyse.com/markets/hours-calendars

If there is no option, I will use the solution provided here: QuantLib-Python: Getting a list of all holidays between D1 & D2 with function "holidayList"

Thank you very much and happy new year! :) Roberta

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There isn't.

Many years ago I wrote a funcion similar to QL's holidayList in another (proprietery) library. However in addition to listing holidays, mine explained why each date is a holiday. Also a term sheet often references a union of two or more holiday calendars. Something along the lines of:

input:

Holiday calendars: NYB and London

Start date: December 20, 2021

End date: December 30, 2021

Made-up Output:

December 24, 2021 - Christmas Day Observed (NYB)

December 25, 2021 - Saturday (NYB&London), Christmas Day (NYB&London)

December 26, 2021 - Sunday (NYB&London), Boxing Day (London)

December 27, 2021 - Boxing Day Observed (London)

December 28, 2021 - Christmas Day Observed (London)

(Other holiday calendars have St. Stephens Day, Christmas Eve, bridging days, et al in late December. Knowing that a date is a holiday, without the explanation, is just half the story.)

Related question: Quantlib Calendar Advance

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