Well you just have to model it into your time dimension and filter on it. You sound like you have that already in your data so if it's tied in the you can just put it as a filter like HOLIDAY=FALSE
- want the schedule not to run on a holiday?, OR
- just don't want to see holiday rows in any report run from this schedule?, OR
- both 1 & 2, OR
- something different than 1 and/or 2
If you look at agents you have a condition screen where you can set a condition, and if condition not met then the agent abort (in a way, it doesn't execute and send out anything).
So do what Christian said and set it as condition for your agent, and set your agent to run daily: done!