Bojan Nikolic: Using and Understanding the QuantLib Addin

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qlCalendarAddHoliday – Mark a date as a holiday

This function allows the user to modify a QuantLib calendar by adding a date to the list of holidays that the calendar marks as non-business days.

Usage:

=qlCalendarAddHoliday(<Calendar>, <Date>)
<Calendar>

The name of the QauntLib calendar to modify

<Date>

The date to add to the holiday list