Collection of reference data
-
RefData
Field Type/Description holidayCalendars
[
HolidayCalendarData
]
observations
[
ObservationPrimitive
]
Holiday calendar reference data.
-
HolidayCalendarData
Field Type/Description label
Text
The label of the holiday calendar. weekend
[
DayOfWeek
]
A list of weekend days (e.g. Sunday, Saturday) that are holidays. holidays
[
Date
]
An explicit list of holiday dates.
Key to an holiday calendar.
-
HolidayCalendarKey
Field Type/Description label
Text
The label of the holiday calendar.
A class for types that have a corresponding key.
getKey
:v
->
k
Obtain the corresponding key.
Key to an holiday calendar.
-
ObservationKey
Field Type/Description source
ObservationSource
The observation source. date
Date
The date of the observation. side
Optional
QuotationSideEnum
The side (bid/mid/ask) of the observation.