UnionCal

class rateslib.calendars.UnionCal(calendars, settlement_calendars)

A calendar object for making date roll adjustment calculations, combining multiple calendars.

See User Guide: Calendars.

Parameters:

• calendars (list of Cal) – A list of Cal objects.

• settlement_calendars – A list of Cal objects used only as associated settlement calendars.

Attributes Documentation

holidays

week_mask

See also

Cal: Base calendar object type.

Methods Summary

add_bus_days(date, days, settlement)	Return a business date separated by days from an input business date.
add_days(date, days, modifier, settlement)	Return a date separated by calendar days from input date, and rolled with a modifier.
add_months(date, months, modifier, roll, ...)	Return a date separated by months from an input date, and rolled with a modifier.
bus_date_range(start, end)	Return a list of business dates in a range.
cal_date_range(start, end)	Return a list of calendar dates in a range.
is_bus_day(date)	Return whether the date is a business day.
is_non_bus_day(date)	Return whether the date is not a business day.
is_settlement(date)	Return whether the date is a business day in an associated settlement calendar.
lag(date, days, settlement)	Adjust a date by a number of business days, under lag rules.
roll(date, modifier, settlement)	Adjust a non-business date to a business date under a specific modification rule.
to_json()	Return a JSON representation of the object.

Methods Documentation

add_bus_days(date, days, settlement)

Return a business date separated by days from an input business date.

See Cal.add_bus_days.

add_days(date, days, modifier, settlement)

Return a date separated by calendar days from input date, and rolled with a modifier.

See Cal.add_days.

add_months(date, months, modifier, roll, settlement)

Return a date separated by months from an input date, and rolled with a modifier.

See Cal.add_months.

bus_date_range(start, end)

Return a list of business dates in a range.

See Cal.bus_date_range.

cal_date_range(start, end)

Return a list of calendar dates in a range.

See Cal.cal_date_range.

is_bus_day(date)

Return whether the date is a business day.

See Cal.is_bus_day.

is_non_bus_day(date)

Return whether the date is not a business day.

See Cal.is_non_bus_day.

is_settlement(date)

Return whether the date is a business day in an associated settlement calendar.

If no such associated settlement calendar exists this will return True.

See Cal.is_settlement.

lag(date, days, settlement)

Adjust a date by a number of business days, under lag rules.

See Cal.lag.

roll(date, modifier, settlement)

Adjust a non-business date to a business date under a specific modification rule.

See Cal.roll.

to_json()

Return a JSON representation of the object.

Return type:

str