quantlib.time.calendars.united_states.

Market

class Market(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Bases: IntEnum

US calendars

Attributes:

Settlement

generic settlement calendar

NYSE

New York stock exchange calendar

GovernmentBond

government-bond calendar

NERC

off-peak days for NERC

LiborImpact

Libor impact calendar

FederalReserve

Federal Reserve Bankwire System

SOFR

SOFR fixing calendar

Methods

as_integer_ratio(/)	Return integer ratio.
bit_count(/)	Number of ones in the binary representation of the absolute value of self.
bit_length(/)	Number of bits necessary to represent self in binary.
conjugate	Returns self, the complex conjugate of any int.
from_bytes(/, bytes[, byteorder, signed])	Return the integer represented by the given array of bytes.
to_bytes(/[, length, byteorder, signed])	Return an array of bytes representing an integer.