NonBusDays.Brazil {BondValuation}

Non-business days in Brazil from 1946-01-01 to 2299-12-31.

Description

This data frame contains all Saturdays and Sundays and the following Brazilian national holidays:

• New Year's Day (always on 01. Jan)

• Shrove Monday (variable date)

• Shrove Tuesday (variable date)

• Good Friday (variable date)

• Tiradentes' Day (always on 21. Apr)

• Labour Day (always on 01. May)

• Corpus Christi (variable date)

• Independence Day (always on 07. Sep)

• Our Lady of Aparecida (always on 12. Oct)

• All Souls' Day (always on 02. Nov)

• Republic Day (always on 15. Nov)

• Christmas Day (always on 25. Dec)

Usage

data(NonBusDays.Brazil)

Format

A data frame with 40378 rows and 3 variables:

• Holiday.Name

• Date

• Weekday

References

Itau Unibanco S.A., 2017, Brazilian Sovereign Fixed Income and Foreign Exchange Markets - Handbook (First Edition).