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Showing content from https://github.com/eddelbuettel/rquantlib/issues/115 below:

Bring addHoliday() function to RQuantLib · Issue #115 · eddelbuettel/rquantlib · GitHub

Quantlib has addHoliday()/removeHoliday() that adds/removes a "temporary" holiday to a calendar. However, i cannot find any such feature in RQuantLib. This will be very useful for users who install RQuantLib using the binary on Windows. Also, this function will provide functionality to implement adhoc holidays, without the need for time-consuming recompilation of Quantlib.


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