Sayyidah Umm Atiyah reported that Allah’s Messenger -L would instruct unmarried girls, young women, those observing the veil and the menstruating women to come out to theeidprayers. As for the menstruating women, they stood away from the place of prayer and joined the supplication of the Muslims. One of them asked, “0 Messenger of Allah, if one does not have a veil?” He said, “Her sister may lend her, her own veil.”
[Ahmed20815, Bukhari 971, Ibn e Majah 1307, Muslim 890, Abu Dawud 138, Nisai 1555]