AUSY contains Aug & Oct state-local holidays

Hi all, the AUSY calendar includes Aug & Oct holidays, this year being Aug 1 & Oct 3 2022.

See here Strata/ at main · OpenGamma/Strata · GitHub

However, these are state-local holidays, and not exchange holidays, according to

These holidays should not be part of your AUSY holiday set, since they are not exchange holidays.

@stephen any thoughts here? We’ve got one coming up on the 1st of October which we need to know if we need to resolve using a work around?

hi @Sunalive @stephen - fyi i eventually raised this as issues/2503

We primarily model settlement holidays for interest rate derivatives such as swaps. My understanding of the data is that the markets close for settlement on these dates. If you need a calendar for ASX, you would need a separate ID.