My advice on calendars, especially stock exchange calendars, is to keep them separate. Stuff them in a database table, even if it's just DBD::SQLite. You'll be surprised how useful it gets to have calendars in a database.

If you want the consolidated holidays, you can use the following SQL query:

select holiday_date, count(*) as occurs from calendar
 where exchange in ('XNYS','XTSE')
 group by holiday_date
having occurs = 2
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