From 9c07e21a1b68cd487650ab74e84cd71971276e33 Mon Sep 17 00:00:00 2001 From: Felipe Noronha Date: Sat, 11 Mar 2023 13:59:20 -0300 Subject: [PATCH] docs on SOFR rate --- docs/src/index.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/src/index.md b/docs/src/index.md index 0d9e822..b9a1a81 100644 --- a/docs/src/index.md +++ b/docs/src/index.md @@ -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 . +- **USGovernmentBond** : Broadly accepted holidays for United States Government Bond market. [SOFR Rate](https://www.newyorkfed.org/markets/reference-rates/sofr) calendar. See . - **UKSettlement** or **UnitedKingdom**: banking holidays for England and Wales. - **WeekendsOnly** : for this calendar, `isholiday` returns `false`, but `isbday` returns `false` for Saturdays and Sundays.