MATLAB: How to change MatLab’s internal table of holidays (BUS/252)

holidays bus/252 financial instruments toolbox createholidays

Hi!
I am working with MatLab's Financial Instruments Toolbox to calculate interest rates for the Brazilian Bond Market (day count basis = BUS/252).
In spite of having the BUS/252 option for the calculations I need, MatLab's default calendar is NYSE based so my results will be wrong if I use this business calendar as it is provided.
I already have a vector of serial date numbers corresponding to all holidays and nontrading days that apply to the Brazilian market but I found no way of changing MatLab´s internal table of holidays.
Can someone please let me know how to change MatLab's internal table of holidays?
Thanks in advance.
Fernando
(*) I found out that there is a http://www.FinancialCalendar.com paying option to create a file holidays.m file. Is this the only way? I already have the data required. Do I have to pay this company to get the same data in another format? http://www.mathworks.com/help/finance/createholidays.html
() Do the changes performed by this new holidays.m file apply to all MatLab's functions?

Best Answer

If you look at the source code for holidays
>> edit holidays.m
You'll see an option for altholidays, this is a file you'll have to write yourself, to return the date numbers of the dates you don't want.
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