Hi All,
Wondered if anyone can assist with a lookup table. It needs to check for a ccy holiday and update for the next day after holiday or weekend. I am thinking of something like a ref data table with holidays & weekends populated. Then my other input file would have various CCYs and a date - but I am not able to figure out how to do a two way look up i.e 1. Find CCY, 2. Check if date is available. If not populate with next available date. Perhaps there is an easier way, looping back until it finds one available?
For example if the date for my JPY is 08/01/21 it would see that is not available, nor the next 4 and would return the valid day 13/01/21