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docs on SOFR rate
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felipenoris committed Mar 11, 2023
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Expand Up @@ -195,7 +195,7 @@ See *runtests.jl* for more examples.
- **TARGET** or **TARGET2** or **EuroZone** : [TARGET / TARGET2 Euro Zone](https://en.wikipedia.org/wiki/TARGET2) holiday calendar.
- **USSettlement** or **UnitedStates**: United States federal holidays.
- **USNYSE** : United States NYSE holidays.
- **USGovernmentBond** : United States Government Bond calendar. See <https://www.sifma.org/resources/general/holiday-schedule/>.
- **USGovernmentBond** : Broadly accepted holidays for United States Government Bond market. [SOFR Rate](https://www.newyorkfed.org/markets/reference-rates/sofr) calendar. See <https://www.sifma.org/resources/general/holiday-schedule/>.
- **UKSettlement** or **UnitedKingdom**: banking holidays for England and Wales.
- **WeekendsOnly** : for this calendar, `isholiday` returns `false`, but `isbday` returns `false` for Saturdays and Sundays.

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