File format
| Field name | Description |
|---|---|
| MarketPlace | The name of the calendar, linked to the calendar.place property in the FRTBParameters file |
| ClosedDay | A closed day |
Calendars
Reference for the Calendars.csv file, which lists market closure dates per calendar and is linked to the calendar.place property in FRTBParameters to determine the trading day calendar for date calculations.
The Calendars.csv file provides a list of the days when a given market is closed.