Joint market calendar issue

[Mxyzptlk-Z]

Hi,

Is there any chance to add a joint calendar functionality for CalendarTypes. For example, for a SOFR (float) vs EUR (fixed) interest rate swap, I need to consider both US Federal holidays and European holidays when doing business-day adjustment.

Best

[domokane]

Hi - I will be back on this in a 3-4 weeks. If you need it sooner, consider implementing it yourself. Thanks