quantlib.time.calendar.Calendar

class Calendar

Bases: object

This class provides methods for determining whether a date is a business day or a holiday for a given market, and for incrementing/decrementing a date of a given number of business days.

A calendar should be defined for specific exchange holiday schedule or for general country holiday schedule. Legacy city holiday schedule calendars will be moved to the exchange/country convention.

__init__()

Methods

__init__()
add_holiday(self, Date holiday)	Adds a date to the set of holidays for the given calendar.
adjust(self, Date given_date, ...)	Adjusts a non-business day to the appropriate near business day with respect to the given convention.
advance(self, Date given_date, int step=0, ...)	Advances the given date of the given number of business days, or period and returns the result.
business_day_list(self, Date from_date, ...)	Returns the business days between two dates.
business_days_between(self, Date date1, ...)	Returns the number of business days between date1 and date2.
end_of_month(self, Date current_date)	Returns the ending date for the month that contains the given date.
holiday_list(self, Date from_date, ...)	Returns the holidays between two dates.
is_business_day(self, Date test_date)	Returns true iff the date is a business day for the given market.
is_end_of_month(self, Date test_date)	Is this date the last business day of the month to which the given date belongs
is_holiday(self, Date test_date)	Returns true iff the weekday is part of the weekend for the given market.
is_weekend(self, int week_day)	Returns true iff the date is last business day for the month in given market.
remove_holiday(self, Date holiday)	Removes a date from the set of holidays for the given calendar.

Attributes

name

add_holiday(self, Date holiday)

Adds a date to the set of holidays for the given calendar.

adjust(self, Date given_date, int convention=Following)

Adjusts a non-business day to the appropriate near business day with respect to the given convention.

advance(self, Date given_date, int step=0, int units=-1, Period period=None, int convention=Following, end_of_month=False)

Advances the given date of the given number of business days, or period and returns the result.

You must provide either a step and unit or a Period.

business_day_list(self, Date from_date, Date to_date)

Returns the business days between two dates.

business_days_between(self, Date date1, Date date2, include_first=True, include_last=False)

Returns the number of business days between date1 and date2.

end_of_month(self, Date current_date)

Returns the ending date for the month that contains the given date.

holiday_list(self, Date from_date, Date to_date, bool include_weekends=False)

Returns the holidays between two dates.

is_business_day(self, Date test_date)

Returns true iff the date is a business day for the given market.

is_end_of_month(self, Date test_date)

Is this date the last business day of the month to which the given date belongs

is_holiday(self, Date test_date)

Returns true iff the weekday is part of the weekend for the given market.

is_weekend(self, int week_day)

Returns true iff the date is last business day for the month in given market.

remove_holiday(self, Date holiday)

Removes a date from the set of holidays for the given calendar.