Frequency#

class rateslib.scheduling.Frequency(args)#

Bases: object

Enumerable type for a scheduling frequency.

Variants

In [1]: variants
Out[1]: 
['BusDays(int, calendar)',
 'CalDays(int)',
 'Months(int, rollday | None)',
 'Zero()']

Methods Summary

`infer_ustub`(ueffective, utermination, short, ...)	Infer an unadjusted stub date from given schedule endpoints.
`is_stub`(ustart, uend, front)	Check whether unadjusted dates define a stub period.
`next`(date)	Return the next unadjusted date under the schedule frequency.
`periods_per_annum`()	Return an average number of coupons per annum measured over 50 years.
`previous`(date)	Return the previous unadjusted date under the schedule frequency.
`string`()	Return a string representation of the Frequency.
`to_json`()	Return a JSON representation of the object.
`unext`(udate)	Return the next unadjusted date under the schedule frequency.
`uprevious`(udate)	Return the previous unadjusted date under the schedule frequency.
`uregular`(ueffective, utermination)	Return a list of unadjusted regular schedule dates.

Methods Documentation

infer_ustub(ueffective, utermination, short, front)#

Infer an unadjusted stub date from given schedule endpoints.

Parameters:

ueffective (datetime) – The unadjusted effective date of the schedule.
utermination (datetime) – The unadjusted termination date of the frequency period. If this is not a valid unadjusted date aligned with the Frequency then it will raise.
short (bool) – Whether to infer a short or a long stub.
front (bool) – Whether to infer a front or a back stub.

Return type:

datetime or None

Notes

This function will return None if the dates define a regular schedule and no stub is required.

is_stub(ustart, uend, front)#

Check whether unadjusted dates define a stub period.

Parameters:

ustart (datetime) – The unadjusted start date of the period.
uend (datetime) – The unadjusted end date of the period.
front (bool) – Test for either a front or a back stub.

Return type:

bool

next(date)#

Return the next unadjusted date under the schedule frequency.

Parameters:: date (datetime) – Any unchecked date, which may or may not align with the Frequency.
Return type:: datetime

periods_per_annum()#

Return an average number of coupons per annum measured over 50 years.

Return type:: float

previous(date)#

Return the previous unadjusted date under the schedule frequency.

Parameters:: date (datetime) – Any unchecked date, which may or may not align with the Frequency.
Return type:: datetime

string()#

Return a string representation of the Frequency.

Return type:: str

to_json()#

Return a JSON representation of the object.

Return type:: str

unext(udate)#

Return the next unadjusted date under the schedule frequency.

Parameters:: udate (datetime) – The unadjusted start date of the frequency period. If this is not a valid unadjusted date aligned with the Frequency then it will raise.
Return type:: datetime

uprevious(udate)#

Return the previous unadjusted date under the schedule frequency.

Parameters:: udate (datetime) – The unadjusted end date of the frequency period. If this is not a valid unadjusted date aligned with the Frequency then it will raise.
Return type:: datetime

uregular(ueffective, utermination)#

Return a list of unadjusted regular schedule dates.

Parameters:

ueffective (datetime) – The unadjusted effective date of the schedule. If this is not a valid unadjusted date aligned with the Frequency then it will raise.
utermination (datetime) – The unadjusted termination date of the frequency period. If this is not a valid unadjusted date aligned with the Frequency then it will raise.

Return type:

list[datetime]

Frequency#

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