Views:

Each calendar imported by Horizon: Copp Clark has a code that, together with the scope, uniquely identifies it. You can use the code of an imported calendar in various business operations and expect LUSID to automatically factor market holidays into outcomes.

Note all Copp Clark calendars share the same scope: CoppClarkHolidayCalendars.

You can view the codes of the Copp Clark calendars available in your LUSID domain by calling the ListCalendarsInScope API with the CoppClarkHolidayCalendars scope:

curl -X GET "https://<your-domain>.lusid.com/api/api/calendars/generic/CoppClarkHolidayCalendars" 
-H "Authorization: Bearer <your-API-access-token>"

This API call returns all the calendar codes you can use in various LUSID operations. As you can see, by default there are two different calendar codes loaded for each currency, for example:

  • The AUD__C calendar is a qualified calendar, where __C  refers to the Copp Clark Currency FX Market calendar type. We recommend using qualified calendars wherever possible in LUSID business operations.
  • The AUD calendar is an unqualified calendar, which means it may originate from one of the other Copp Clark calendar types, for example Payment Systems.

Find out more about this. 

Keywords: horizon, copp clark, calendar, market holiday data