RollDay

class rateslib.calendars.RollDay

Enumerable type for day roll types.

Values

• RollDay.Unspecified: the roll day will be inferred from in the input date’s day.

• RollDay.SoM: semantically equivalent to RollDay.Int(1).

• RollDay.EoM: sematically equivalent to RollDay.Int(31).

• RollDay.IMM: IMM dates in any given month.

• RollDay.Int(_): A numeric day in the month, e.g. RollDay.Int(12).