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  • Get Started
  • Licence
  • User Guide
  • About
  • API Reference
  • Release Notes
  • Developers
  • Purchasing Commercial Licence Subscriptions
  • Supplemental

Section Navigation

  • Instruments
    • Securities
    • Single Currency Derivatives
    • Multi-Currency Derivatives
    • FX Volatility
    • Utilities and Instrument Combinations
    • Legs
    • Periods
  • Defaults
    • Calendars
      • NYC Calendar
      • FED Calendar
      • TGT Calendar
      • LDN Calendar
      • ZUR Calendar
      • STK Calendar
      • OSL Calendar
      • TRO Calendar
      • TYO Calendar
      • SYD Calendar
      • NSW Calendar
      • WLG Calendar
      • MUM Calendar
      • MEX Calendar
      • BJS Calendar
    • IRS
    • XCS
    • NDXCS
    • CDS
    • SBS
    • FRA
    • FixedRateBond
    • IndexFixedRateBond
    • BondFuture
    • Bill
    • STIR Futures
    • ZCIS
    • FXOption
  • Fixings
  • FX
    • FX Spot Rates
    • FX Forward Rates
  • Constructing Pricing Objects
    • Curves
    • Solver
    • FX Vol Smiles & Surfaces
    • Academic Curves
  • Risk Sensitivity
    • Delta Risk
    • Gamma Risk
  • Scheduling
    • Calendars & Date Adjustment
    • Schedule
    • Day count fractions (DCFs)
  • Utilities
    • Piecewise Polynomial Splines
    • Dual Numbers
    • Serialization
  • Cookbook
    • Replicating the Single Currency Curve in Pricing and Trading Interest Rate Derivatives
    • Standard Liquid RFR Curves (USD, GBP, CAD, CHF, JPY)
      • Building a Conventional Par Tenor Based SOFR Curve - Similar to SWPM
    • Less Liquid RFR Curves (MXN, COP)
    • Non-Deliverable Offshore IRS and XCS (INR)
    • Solving Curves with a Dependency Chain
    • How to Handle Turns in Rateslib
    • Constructing Curves from (CC) Zero Rates
    • Multicurve Framework Construction
    • Brazil’s Bus252 Convention and Curve Calibration
    • Building Custom Curves with _BaseCurve (e.g. Nelson-Siegel)
    • Replicating a Pfizer Default Curve & CDS
    • Dense Liquid Bond Curves (EUR, GBP, USD)
    • Sparse Bond Curves (NOK, SEK, Corp)
    • Comparing Surface Interpolation for FX Options
    • FX Volatility Surface Temporal Interpolation
    • A EURUSD market for IRS, cross-currency and FX volatility
    • Understanding and Customising FixedRateBond Conventions
    • Using Curves with an Index and Inflation Instruments
    • Pricing IBOR Interpolated Stub Periods
    • Valuing Historical Swaps at Today’s Date
    • Building a Risk Framework Including STIR Convexity Adjustments
    • Exploring Bond Basis and Bond Futures DV01
    • Bond Future CTD Multi-Scenario Analysis
    • What are Exogenous Variables and Exogenous Sensitivities?
    • Another Example of an Exogenous Variable (SABR’s Beta)
    • Fixings Exposures and Reset Ladders
    • MultiCsaCurves have discontinuous derivatives
    • Comparing Curve Building and Instrument Pricing with QuantLib
    • Inflation Indexes and Curves 2 (Quantlib comparison)
  • Advanced Concepts
    • Pricing Mechanisms
    • Mutability
  • Server-Side
    • Basic Implementation
    • Slow and Fast Approach
  • Coverage
  • User Guide
  • Scheduling

Scheduling#

The rateslib.scheduling module provides calendar, date manipulation and scheduling functionality.

All of rateslib’s scheduling objects have their base implementation written in Rust, for which the lower level documentation is available at rateslib-rs: scheduling.

Contents:

  • Calendars & Date Adjustment
  • Schedule
  • Day count fractions (DCFs)

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