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add extra US calendar
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thrasibule committed Nov 21, 2023
1 parent 31c3f9c commit 8c59784
Showing 1 changed file with 3 additions and 2 deletions.
5 changes: 3 additions & 2 deletions quantlib/time/calendars/united_states.pxd
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,10 @@ cdef extern from 'ql/time/calendars/unitedstates.hpp' namespace \
'QuantLib::UnitedStates':

cpdef enum class Market:
""" US calendars"""
Settlement # generic settlement calendar
NYSE # New York stock exchange calendar
GovernmentBond # government-bond calendar
NERC # off-peak days for NERC
LiborImpact
FederalReserve
LiborImpact # Libor impact calendar
FederalReserve # Federal Reserve Bankwire System

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