Custom holiday calendars

#1

Hi,

How do I feed custom holiday calendars?
The information is not very clear in the documentation.

I would like to know how to feed the calendars and in what format they need to be.

Thanks,
Roni

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#2

You can choose to provide flat files on the classpath or a class that performs whatever lookup you need.

The flat files would be loaded by HolidayCalendarIniLookup with the data in META-INF/com/opengamma/strata/config/application/HolidayCalendarData.ini. See the here for some example files.

Alternatively, you can add a class to perform the lookup dynamically following the documentation. This involves writing your own implementation of NamedLookup. For a dynamic lookup you will need to implement lookup(String) and return an empty map from lookupAll().

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