quantlib.time.calendars.weekends_only.

WeekendsOnly

class WeekendsOnly

Bases: Calendar

Calendar for reproducing SNAC computations.

This calendar has no bank holidays except for weekends (Saturdays and Sundays) as required by ISDA for calculating conventional CDS spreads.

Attributes:

name

name of the calendar

Methods

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 by the given number of business days or period.
business_day_list(self, Date from_date, ...)	Returns a list of business days between two dates.
business_days_between(self, Date date1, ...)	Returns the number of business days between two dates.
end_of_month(self, Date current_date)	Returns the last business day of the month to which the given date belongs.
holiday_list(self, Date from_date, ...)	Returns a list of holidays between two dates.
is_business_day(self, Date test_date)	Returns True if the date is a business day for the given market.
is_end_of_month(self, Date test_date)	Returns True if the date is the last business day of the month in the given market.
is_holiday(self, Date test_date)	Returns True if the date is a holiday for the given market.
is_weekend(self, int week_day)	Returns True if the weekday is part of the weekend for the given market.
remove_holiday(self, Date holiday)	Removes a date from the set of holidays for the given calendar.