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BUG: Fix GoodFriday for XCBF #171

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merged 6 commits into from Sep 29, 2020
Merged

BUG: Fix GoodFriday for XCBF #171

merged 6 commits into from Sep 29, 2020

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gerrymanoim
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@github-actions github-actions bot added the bug Something isn't working label Sep 29, 2020
gerrymanoim and others added 3 commits September 29, 2020 13:40
Co-authored-by: Richard Frank <richafrank@users.noreply.github.com>
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@jmccorriston jmccorriston left a comment

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Based on my best interpretation of https://www.cboe.com/trading-resources/cfe-expiration-holiday-calendars, this lgtm. Admittedly, that CBOE page is written extremely poorly so it's not 100% clear to me that we are interpreting it correctly.

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CFE Good Friday Rule
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