quantlib.time.calendars.target.TARGET¶
- class TARGET¶
Bases:
Calendar
TARGET calendar
Holidays (see http://www.ecb.int):
Saturdays
Sundays
New Year’s Day, January 1st
Good Friday (since 2000)
Easter Monday (since 2000)
Labour Day, May 1st (since 2000)
Christmas, December 25th
Day of Goodwill, December 26th (since 2000)
December 31st (1998, 1999, and 2001)
- __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