Supported calendars

271 calendar names accepted wherever a calendar is expected (Schedule tags in trades, conventions, netting dates, ...). Joint calendars are written as JoinHolidays(A,B), JoinBusinessDays(A,B) or a comma-separated list A,B.

For emerging-market currencies without a dedicated holiday calendar (e.g. VND, EGP, KWD) ORE maps the name to a weekends-only calendar whose holidays can be amended via calendaradjustment.xml (schema).

General

TGT, TARGET

Country-Description

CN-IB, US-FED, US-GOV, US-NERC, US-NYSE, US-SET, US-SOFR

Country full name to Settlement/Default

Australia, Canada, Cyprus, Denmark, Greece, Ireland, Japan, Norway, Switzerland, Sweden, Belgium, Luxembourg, Spain, Austria, New Zealand

city specific calendars

FRA

Country City

CATO, CHZU, JPTO, GBLO, SEST, TRIS, USNY

ISDA http://www.fpml.org/coding-scheme/business-center-7-15.xml

EUTA

ISO 3166-1 Alpha-2 code

AT, AR, AU, BW, BR, CA, CL, CN, CO, CY, CZ, DK, FI, FR, GR, DE, HK, HU, IE, IS, IN, ID, IL, IT, JP, MX, MY, NL, NO, NZ, PE, PH, PL, RO, RU, SG, ZA, KR, SE, CH, TW, TH, TR, UA, GB, US, BE, LU, ES, AT

ISO 3166-1 Alpha-3 code

ARG, AUS, ATS, BWA, BRA, CAN, CHL, CHN, COL, CYP, CZE, DNK, FIN, GRC, DEU, HKG, HUN, ISL, IRL, IND, IDN, ISR, ITA, JPN, MEX, MYS, NLD, NOR, NZL, PER, PHL, POL, ROU, RUS, SAU, SGP, ZAF, KOR, SWE, CHE, TWN, THA, TUR, UKR, GBR, USA, BEL, LUX, ESP, AUT

ISO 4217 Currency Alphabetic code

ARS, AUD, BWP, BRL, CAD, CLP, CNH, CNY, COP, CZK, DKK, FRF, HKD, HUF, INR, IDR, ILS, ISK, ITL, JPY, MXN, MYR, NOK, NZD, PEN, PHP, PLN, RON, RUB, SAR, SGD, ZAR, KRW, SEK, CHF, EUR, TWD, THB, TRY, UAH, GBP, USD, BEF, LUF, ATS

Minor Currencies

GBp, GBX, ILa, ILX, ILs, ILA, ZAc, ZAC, ZAX

fallback to IslamicWeekendsOnly for these ccys and use amendmends

AED, AE, ARE

fallback to amended Mauritius calendar.

MU, MUR, MUS

fallback to WeekendsOnly for these emerging ccys

BHD, CLF, EGP, KWD, KZT, MAD, MXV, NGN, OMR, PKR, QAR, UYU, TND, VND

new GFMA currencies

AOA, BGN, ETB, GEL, GHS, HRK, JOD, KES, LKR, RSD, UGX, XOF, ZMW

ISO 10383 MIC Exchange

XASX, BVMF, XTSE, XSHG, XFRA, XETR, ECAG, EUWA, XJKT, XIDX, XTAE, XMIL, MISX, XKRX, XSWX, XLON, XLME, XNYS, XDUB, XPAR

Other / Legacy

Telbor, London stock exchange, LNB, New York stock exchange, SOFR fixing calendar, NGL, NYB, SYB, TKB, TRB, UK, UK settlement, US settlement, US with Libor impact, WMR, ZUB

ICE exchange calendars

ICE_FuturesUS, ICE_FuturesUS_1, ICE_FuturesUS_2, ICE_FuturesEU, ICE_FuturesEU_1, ICE_EndexEnergy, ICE_EndexEquities, ICE_SwapTradeUS, ICE_SwapTradeUK, ICE_FuturesSingapore

CME exchange calendar

CME

Simple calendars

WeekendsOnly, IslamicWeekendsOnly, UNMAPPED, NullCalendar

Custom / amended calendars

If a currency has no dedicated holiday calendar (see the weekends-only fallbacks above), holidays can be added or removed per calendar name via calendaradjustment.xml (schema; loaded through the ore.xml setup parameter calendarAdjustment). ORE wraps the base calendar in an AmendedCalendar keyed by the calendar name, which is what the adjustment file targets — so the practical recipe for e.g. Vietnam is: use calendar VND (weekends only by default) plus a calendaradjustment.xml with Vietnamese holidays.

Full mapping

Name → calendar expression, verbatim from ORE source (OREData/ored/utilities/calendarparser.cpp, ORE 1.8.15).

Name	Resolves to (ORE source)
`TGT`	`TARGET()`
`TARGET`	`TARGET()`
`CN-IB`	`China(China::IB)`
`US-FED`	`UnitedStates(UnitedStates::FederalReserve)`
`US-GOV`	`UnitedStates(UnitedStates::GovernmentBond)`
`US-NERC`	`UnitedStates(UnitedStates::NERC)`
`US-NYSE`	`UnitedStates(UnitedStates::NYSE)`
`US-SET`	`UnitedStates(UnitedStates::Settlement)`
`US-SOFR`	`UnitedStates(UnitedStates::SOFR)`
`Australia`	`Australia()`
`Canada`	`Canada()`
`Cyprus`	`Cyprus()`
`Denmark`	`Denmark()`
`Greece`	`Greece()`
`Ireland`	`Ireland(Ireland::BankHolidays)`
`Japan`	`Japan()`
`Norway`	`Norway()`
`Switzerland`	`QuantExt::Switzerland()`
`Sweden`	`Sweden()`
`Belgium`	`Belgium()`
`Luxembourg`	`Luxembourg()`
`Spain`	`Spain()`
`Austria`	`QuantExt::Austria()`
`New Zealand`	`QuantExt::NewZealand()`
`FRA`	`Germany(Germany::Settlement)`
`CATO`	`Canada()`
`CHZU`	`QuantExt::Switzerland()`
`JPTO`	`Japan()`
`GBLO`	`UnitedKingdom()`
`SEST`	`Sweden()`
`TRIS`	`Turkey()`
`USNY`	`UnitedStates(UnitedStates::Settlement)`
`EUTA`	`TARGET()`
`AT`	`QuantExt::Austria()`
`AR`	`Argentina()`
`AU`	`Australia()`
`BW`	`Botswana()`
`BR`	`Brazil()`
`CA`	`Canada()`
`CL`	`Chile()`
`CN`	`China()`
`CO`	`Colombia()`
`CY`	`Cyprus()`
`CZ`	`CzechRepublic()`
`DK`	`Denmark()`
`FI`	`Finland()`
`FR`	`QuantExt::France()`
`GR`	`Greece()`
`DE`	`Germany(Germany::Settlement)`
`HK`	`HongKong()`
`HU`	`Hungary()`
`IE`	`Ireland(Ireland::BankHolidays)`
`IS`	`Iceland()`
`IN`	`India()`
`ID`	`Indonesia()`
`IL`	`QuantLib::Israel()`
`IT`	`Italy()`
`JP`	`Japan()`
`MX`	`Mexico()`
`MY`	`Malaysia()`
`NL`	`Netherlands()`
`NO`	`Norway()`
`NZ`	`NewZealand()`
`PE`	`Peru()`
`PH`	`Philippines()`
`PL`	`Poland()`
`RO`	`Romania()`
`RU`	`Russia()`
`SG`	`Singapore()`
`ZA`	`SouthAfrica()`
`KR`	`SouthKorea(SouthKorea::Settlement)`
`SE`	`Sweden()`
`CH`	`QuantExt::Switzerland()`
`TW`	`Taiwan()`
`TH`	`Thailand()`
`TR`	`Turkey()`
`UA`	`Ukraine()`
`GB`	`UnitedKingdom()`
`US`	`UnitedStates(UnitedStates::Settlement)`
`BE`	`Belgium()`
`LU`	`Luxembourg()`
`ES`	`Spain()`
`AT`	`QuantExt::Austria()`
`ARG`	`Argentina()`
`AUS`	`Australia()`
`ATS`	`QuantExt::Austria()`
`BWA`	`Botswana()`
`BRA`	`Brazil()`
`CAN`	`Canada()`
`CHL`	`Chile()`
`CHN`	`China()`
`COL`	`Colombia()`
`CYP`	`Cyprus()`
`CZE`	`CzechRepublic()`
`DNK`	`Denmark()`
`FIN`	`Finland()`
`GRC`	`Greece()`
`DEU`	`Germany(Germany::Settlement)`
`HKG`	`HongKong()`
`HUN`	`Hungary()`
`ISL`	`Iceland()`
`IRL`	`Ireland(Ireland::BankHolidays)`
`IND`	`India()`
`IDN`	`Indonesia()`
`ISR`	`QuantLib::Israel()`
`ITA`	`Italy()`
`JPN`	`Japan()`
`MEX`	`Mexico()`
`MYS`	`Malaysia()`
`NLD`	`Netherlands()`
`NOR`	`Norway()`
`NZL`	`NewZealand()`
`PER`	`Peru()`
`PHL`	`Philippines()`
`POL`	`Poland()`
`ROU`	`Romania()`
`RUS`	`Russia()`
`SAU`	`SaudiArabia()`
`SGP`	`Singapore()`
`ZAF`	`SouthAfrica()`
`KOR`	`SouthKorea(SouthKorea::Settlement)`
`SWE`	`Sweden()`
`CHE`	`QuantExt::Switzerland()`
`TWN`	`Taiwan()`
`THA`	`Thailand()`
`TUR`	`Turkey()`
`UKR`	`Ukraine()`
`GBR`	`UnitedKingdom()`
`USA`	`UnitedStates(UnitedStates::Settlement)`
`BEL`	`Belgium()`
`LUX`	`Luxembourg()`
`ESP`	`Spain()`
`AUT`	`QuantExt::Austria()`
`ARS`	`Argentina()`
`AUD`	`Australia()`
`BWP`	`Botswana()`
`BRL`	`Brazil()`
`CAD`	`Canada()`
`CLP`	`Chile()`
`CNH`	`China()`
`CNY`	`China()`
`COP`	`Colombia()`
`CZK`	`CzechRepublic()`
`DKK`	`Denmark()`
`FRF`	`QuantExt::France()`
`HKD`	`HongKong()`
`HUF`	`Hungary()`
`INR`	`India()`
`IDR`	`Indonesia()`
`ILS`	`QuantLib::Israel()`
`ISK`	`Iceland()`
`ITL`	`Italy()`
`JPY`	`Japan()`
`MXN`	`Mexico()`
`MYR`	`Malaysia()`
`NOK`	`Norway()`
`NZD`	`NewZealand()`
`PEN`	`Peru()`
`PHP`	`Philippines()`
`PLN`	`Poland()`
`RON`	`Romania()`
`RUB`	`Russia()`
`SAR`	`SaudiArabia()`
`SGD`	`Singapore()`
`ZAR`	`SouthAfrica()`
`KRW`	`SouthKorea(SouthKorea::Settlement)`
`SEK`	`Sweden()`
`CHF`	`QuantExt::Switzerland()`
`EUR`	`TARGET()`
`TWD`	`Taiwan()`
`THB`	`Thailand()`
`TRY`	`Turkey()`
`UAH`	`Ukraine()`
`GBP`	`UnitedKingdom()`
`USD`	`UnitedStates(UnitedStates::Settlement)`
`BEF`	`Belgium()`
`LUF`	`Luxembourg()`
`ATS`	`QuantExt::Austria()`
`GBp`	`UnitedKingdom()`
`GBX`	`UnitedKingdom()`
`ILa`	`QuantLib::Israel()`
`ILX`	`QuantLib::Israel()`
`ILs`	`QuantLib::Israel()`
`ILA`	`QuantLib::Israel()`
`ZAc`	`SouthAfrica()`
`ZAC`	`SouthAfrica()`
`ZAX`	`SouthAfrica()`
`AED`	`AmendedCalendar(UnitedArabEmirates(), "AED")`
`AE`	`AmendedCalendar(UnitedArabEmirates(), "AED")`
`ARE`	`AmendedCalendar(UnitedArabEmirates(), "AED")`
`MU`	`AmendedCalendar(Mauritius(), "MUR")`
`MUR`	`AmendedCalendar(Mauritius(), "MUR")`
`MUS`	`AmendedCalendar(Mauritius(), "MUR")`
`BHD`	`AmendedCalendar(WeekendsOnly(), "BHD")`
`CLF`	`AmendedCalendar(WeekendsOnly(), "CLF")`
`EGP`	`AmendedCalendar(WeekendsOnly(), "EGP")`
`KWD`	`AmendedCalendar(WeekendsOnly(), "KWD")`
`KZT`	`AmendedCalendar(WeekendsOnly(), "KZT")`
`MAD`	`AmendedCalendar(WeekendsOnly(), "MAD")`
`MXV`	`AmendedCalendar(WeekendsOnly(), "MXV")`
`NGN`	`AmendedCalendar(WeekendsOnly(), "MGN")`
`OMR`	`AmendedCalendar(WeekendsOnly(), "OMR")`
`PKR`	`AmendedCalendar(WeekendsOnly(), "PKR")`
`QAR`	`AmendedCalendar(WeekendsOnly(), "QAR")`
`UYU`	`AmendedCalendar(WeekendsOnly(), "UYU")`
`TND`	`AmendedCalendar(WeekendsOnly(), "TND")`
`VND`	`AmendedCalendar(WeekendsOnly(), "VND")`
`AOA`	`AmendedCalendar(WeekendsOnly(), "AOA")`
`BGN`	`AmendedCalendar(WeekendsOnly(), "BGN")`
`ETB`	`AmendedCalendar(WeekendsOnly(), "ETB")`
`GEL`	`AmendedCalendar(WeekendsOnly(), "GEL")`
`GHS`	`AmendedCalendar(WeekendsOnly(), "GHS")`
`HRK`	`AmendedCalendar(WeekendsOnly(), "HRK")`
`JOD`	`AmendedCalendar(WeekendsOnly(), "JOD")`
`KES`	`AmendedCalendar(WeekendsOnly(), "KES")`
`LKR`	`AmendedCalendar(WeekendsOnly(), "LKR")`
`RSD`	`AmendedCalendar(WeekendsOnly(), "RSD")`
`UGX`	`AmendedCalendar(WeekendsOnly(), "UGX")`
`XOF`	`AmendedCalendar(WeekendsOnly(), "XOF")`
`ZMW`	`AmendedCalendar(WeekendsOnly(), "ZMW")`
`XASX`	`Australia(Australia::ASX)`
`BVMF`	`Brazil(Brazil::Exchange)`
`XTSE`	`Canada(Canada::TSX)`
`XSHG`	`China(China::SSE)`
`XFRA`	`Germany(Germany::FrankfurtStockExchange)`
`XETR`	`Germany(Germany::Xetra)`
`ECAG`	`Germany(Germany::Eurex)`
`EUWA`	`Germany(Germany::Euwax)`
`XJKT`	`Indonesia(Indonesia::JSX)`
`XIDX`	`Indonesia(Indonesia::IDX)`
`XTAE`	`QuantLib::Israel(QuantLib::Israel::TASE)`
`XMIL`	`Italy(Italy::Exchange)`
`MISX`	`RussiaModified(Russia::MOEX)`
`XKRX`	`SouthKorea(SouthKorea::KRX)`
`XSWX`	`QuantExt::Switzerland(QuantExt::Switzerland::SIX)`
`XLON`	`UnitedKingdom(UnitedKingdom::Exchange)`
`XLME`	`UnitedKingdom(UnitedKingdom::Metals)`
`XNYS`	`UnitedStates(UnitedStates::NYSE)`
`XDUB`	`Ireland()`
`XPAR`	`QuantLib::France(QuantLib::France::Exchange)`
`Telbor`	`QuantExt::Israel(QuantExt::Israel::Telbor)`
`London stock exchange`	`UnitedKingdom(UnitedKingdom::Exchange)`
`LNB`	`UnitedKingdom()`
`New York stock exchange`	`UnitedStates(UnitedStates::NYSE)`
`SOFR fixing calendar`	`UnitedStates(UnitedStates::SOFR)`
`NGL`	`Netherlands()`
`NYB`	`UnitedStates(UnitedStates::Settlement)`
`SYB`	`Australia()`
`TKB`	`Japan()`
`TRB`	`Canada()`
`UK`	`UnitedKingdom()`
`UK settlement`	`UnitedKingdom()`
`US settlement`	`UnitedStates(UnitedStates::Settlement)`
`US with Libor impact`	`UnitedStates(UnitedStates::LiborImpact)`
`WMR`	`Wmr()`
`ZUB`	`QuantExt::Switzerland()`
`ICE_FuturesUS`	`ICE(ICE::FuturesUS)`
`ICE_FuturesUS_1`	`ICE(ICE::FuturesUS_1)`
`ICE_FuturesUS_2`	`ICE(ICE::FuturesUS_2)`
`ICE_FuturesEU`	`ICE(ICE::FuturesEU)`
`ICE_FuturesEU_1`	`ICE(ICE::FuturesEU_1)`
`ICE_EndexEnergy`	`ICE(ICE::EndexEnergy)`
`ICE_EndexEquities`	`ICE(ICE::EndexEquities)`
`ICE_SwapTradeUS`	`ICE(ICE::SwapTradeUS)`
`ICE_SwapTradeUK`	`ICE(ICE::SwapTradeUK)`
`ICE_FuturesSingapore`	`ICE(ICE::FuturesSingapore)`
`CME`	`CME()`
`WeekendsOnly`	`WeekendsOnly()`
`IslamicWeekendsOnly`	`IslamicWeekendsOnly()`
`UNMAPPED`	`WeekendsOnly()`
`NullCalendar`	`NullCalendar()`