Reply To: Date Sequence For ICE NBP Monthly Options

Israr Ahmed

It seems quite complicated – but it has the same problem as my simplified version ( modification to my one above ) in that as soon as I add the ICE holiday schedule to the date sequence ( which I need to ) – it all goes out of whack – I end up with Weekends.

See attached 2 screenshots of your date sequence. One WITHOUT holiday schedule attached and one WITH holiday schedule attached.

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