Hi, I think there is a bug with the calendars. According to documentation the FED calendar is like NYC excluding Good Friday as a holiday. However, when querying the fed calendar, rateslib treats 2024-03-29 as a non-business day.
import rateslib as rl
print(rl.get_calendar('fed').is_bus_day(rl.dt(2024, 3, 29))) # => False