Time

Calendars, day counters, dates, periods and schedules.

time

Runtime source shim for the native itofin.time submodule.

The real itofin.time is a compiled submodule registered into sys.modules by the extension; it wins at import time, so nothing here runs. This file exists only so static type checkers resolve from itofin.time import ... from time/__init__.pyi without a reportMissingModuleSource warning.

Auto-generated by scripts/gen_submodule_shims.py from time/__init__.pyi; do not edit or delete by hand.

Calendar

A business-day calendar.

name property

name: str

The calendar's name, as the core reports it.

target staticmethod

target() -> Calendar

The TARGET calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The TARGET business-day calendar.

null_calendar staticmethod

null_calendar() -> Calendar

The calendar holding no holidays at all.

Returns:

Name	Type	Description
Calendar	Calendar	The null calendar, on which every day is a business day.

weekends_only staticmethod

weekends_only() -> Calendar

The weekends-only calendar: Saturdays and Sundays are holidays and no other day is. The calendar the ISDA CDS conventions roll on.

It is not substitutable by the null calendar, which holds no holidays at all, nor by a national calendar, which adds public holidays.

Returns:

Name	Type	Description
Calendar	Calendar	The weekends-only calendar.

botswana staticmethod

botswana() -> Calendar

The Botswanan calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Botswanan calendar.

denmark staticmethod

denmark() -> Calendar

The Danish calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Danish calendar.

finland staticmethod

finland() -> Calendar

The Finnish calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Finnish calendar.

hungary staticmethod

hungary() -> Calendar

The Hungarian calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Hungarian calendar.

japan staticmethod

japan() -> Calendar

The Japanese calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Japanese calendar.

norway staticmethod

norway() -> Calendar

The Norwegian calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Norwegian calendar.

south_africa staticmethod

south_africa() -> Calendar

The South African calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The South African calendar.

sweden staticmethod

sweden() -> Calendar

The Swedish calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Swedish calendar.

switzerland staticmethod

switzerland() -> Calendar

The Swiss calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Swiss calendar.

thailand staticmethod

thailand() -> Calendar

The Thai calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Thai calendar.

turkey staticmethod

turkey() -> Calendar

The Turkish calendar.

Returns:

Name	Type	Description
Calendar	Calendar	The Turkish calendar.

argentina staticmethod

argentina(market: str = 'Merval') -> Calendar

The Argentine calendar.

Parameters:

Name	Type	Description	Default
market	str	"Merval", the only market; matched ignoring case.	'Merval'

Returns:

Name	Type	Description
Calendar	Calendar	The Argentine calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

australia staticmethod

australia(market: str = 'Settlement') -> Calendar

The Australian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "ASX"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Australian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

austria staticmethod

austria(market: str = 'Settlement') -> Calendar

The Austrian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "Exchange"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Austrian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

brazil staticmethod

brazil(market: str = 'Settlement') -> Calendar

The Brazilian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "Exchange"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Brazilian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

canada staticmethod

canada(market: str = 'Settlement') -> Calendar

The Canadian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "TSX"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Canadian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

chile staticmethod

chile(market: str = 'SSE') -> Calendar

The Chilean calendar.

Parameters:

Name	Type	Description	Default
market	str	"SSE", the only market; matched ignoring case.	'SSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Chilean calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

china staticmethod

china(market: str = 'SSE') -> Calendar

The Chinese calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "SSE", "IB"; matched ignoring case.	'SSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Chinese calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

croatia staticmethod

croatia(market: str = 'ZSE') -> Calendar

The Croatian calendar.

Parameters:

Name	Type	Description	Default
market	str	"ZSE", the only market; matched ignoring case.	'ZSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Croatian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

czech_republic staticmethod

czech_republic(market: str = 'PSE') -> Calendar

The Czech calendar.

Parameters:

Name	Type	Description	Default
market	str	"PSE", the only market; matched ignoring case.	'PSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Czech calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

france staticmethod

france(market: str = 'Settlement') -> Calendar

The French calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "Exchange"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The French calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

germany staticmethod

germany(market: str = 'Settlement') -> Calendar

The German calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "FrankfurtStockExchange", "Xetra", "Eurex", "Euwax"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The German calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

hong_kong staticmethod

hong_kong(market: str = 'HKEx') -> Calendar

The Hong Kong calendar.

Parameters:

Name	Type	Description	Default
market	str	"HKEx", the only market; matched ignoring case.	'HKEx'

Returns:

Name	Type	Description
Calendar	Calendar	The Hong Kong calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

iceland staticmethod

iceland(market: str = 'ICEX') -> Calendar

The Icelandic calendar.

Parameters:

Name	Type	Description	Default
market	str	"ICEX", the only market; matched ignoring case.	'ICEX'

Returns:

Name	Type	Description
Calendar	Calendar	The Icelandic calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

india staticmethod

india(market: str = 'NSE') -> Calendar

The Indian calendar.

Parameters:

Name	Type	Description	Default
market	str	"NSE", the only market; matched ignoring case.	'NSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Indian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

indonesia staticmethod

indonesia(market: str = 'BEJ') -> Calendar

The Indonesian calendar.

Its public holidays are tabulated through 2014 only, as in QuantLib; every query on this calendar raises ItofinError for a later date rather than silently omitting holidays.

Parameters:

Name	Type	Description	Default
market	str	One of "BEJ", "JSX", "IDX"; matched ignoring case.	'BEJ'

Returns:

Name	Type	Description
Calendar	Calendar	The Indonesian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

israel staticmethod

israel(market: str = 'Settlement') -> Calendar

The Israeli calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "TASE", "SHIR", "Telbor"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Israeli calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

italy staticmethod

italy(market: str = 'Settlement') -> Calendar

The Italian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "Exchange"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Italian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

malta staticmethod

malta(market: str = 'MSE') -> Calendar

The Maltese calendar.

Parameters:

Name	Type	Description	Default
market	str	"MSE", the only market; matched ignoring case.	'MSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Maltese calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

mexico staticmethod

mexico(market: str = 'BMV') -> Calendar

The Mexican calendar.

Parameters:

Name	Type	Description	Default
market	str	"BMV", the only market; matched ignoring case.	'BMV'

Returns:

Name	Type	Description
Calendar	Calendar	The Mexican calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

montenegro staticmethod

montenegro(market: str = 'MNSE') -> Calendar

The Montenegrin calendar.

Parameters:

Name	Type	Description	Default
market	str	"MNSE", the only market; matched ignoring case.	'MNSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Montenegrin calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

new_zealand staticmethod

new_zealand(market: str = 'Wellington') -> Calendar

The New Zealand calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Wellington", "Auckland"; matched ignoring case.	'Wellington'

Returns:

Name	Type	Description
Calendar	Calendar	The New Zealand calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

north_macedonia staticmethod

north_macedonia(market: str = 'MSE') -> Calendar

The North Macedonian calendar.

Parameters:

Name	Type	Description	Default
market	str	"MSE", the only market; matched ignoring case.	'MSE'

Returns:

Name	Type	Description
Calendar	Calendar	The North Macedonian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

poland staticmethod

poland(market: str = 'Settlement') -> Calendar

The Polish calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "WSE"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Polish calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

romania staticmethod

romania(market: str = 'Public') -> Calendar

The Romanian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Public", "BVB"; matched ignoring case.	'Public'

Returns:

Name	Type	Description
Calendar	Calendar	The Romanian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

russia staticmethod

russia(market: str = 'Settlement') -> Calendar

The Russian calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "MOEX"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The Russian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

saudi_arabia staticmethod

saudi_arabia(market: str = 'Tadawul') -> Calendar

The Saudi Arabian calendar.

Its Eid holidays are tabulated through 2022 only, as in QuantLib; every query on this calendar raises ItofinError for a later date rather than silently omitting holidays.

Parameters:

Name	Type	Description	Default
market	str	"Tadawul", the only market; matched ignoring case.	'Tadawul'

Returns:

Name	Type	Description
Calendar	Calendar	The Saudi Arabian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

serbia staticmethod

serbia(market: str = 'BSE') -> Calendar

The Serbian calendar.

Parameters:

Name	Type	Description	Default
market	str	"BSE", the only market; matched ignoring case.	'BSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Serbian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

singapore staticmethod

singapore(market: str = 'SGX') -> Calendar

The Singapore calendar.

Parameters:

Name	Type	Description	Default
market	str	"SGX", the only market; matched ignoring case.	'SGX'

Returns:

Name	Type	Description
Calendar	Calendar	The Singapore calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

slovakia staticmethod

slovakia(market: str = 'BSSE') -> Calendar

The Slovak calendar.

Parameters:

Name	Type	Description	Default
market	str	"BSSE", the only market; matched ignoring case.	'BSSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Slovak calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

slovenia staticmethod

slovenia(market: str = 'LSE') -> Calendar

The Slovenian calendar.

Parameters:

Name	Type	Description	Default
market	str	"LSE", the only market; matched ignoring case.	'LSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Slovenian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

south_korea staticmethod

south_korea(market: str = 'Settlement') -> Calendar

The South Korean calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "KRX"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The South Korean calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

taiwan staticmethod

taiwan(market: str = 'TSEC') -> Calendar

The Taiwanese calendar.

Parameters:

Name	Type	Description	Default
market	str	"TSEC", the only market; matched ignoring case.	'TSEC'

Returns:

Name	Type	Description
Calendar	Calendar	The Taiwanese calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

ukraine staticmethod

ukraine(market: str = 'USE') -> Calendar

The Ukrainian calendar.

Parameters:

Name	Type	Description	Default
market	str	"USE", the only market; matched ignoring case.	'USE'

Returns:

Name	Type	Description
Calendar	Calendar	The Ukrainian calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

united_kingdom staticmethod

united_kingdom(market: str = 'Settlement') -> Calendar

The UK calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "Exchange", "Metals"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The UK calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

united_states staticmethod

united_states(market: str = 'Settlement') -> Calendar

The US calendar.

Parameters:

Name	Type	Description	Default
market	str	One of "Settlement", "NYSE", "GovernmentBond", "NERC", "LiborImpact", "FederalReserve", "SOFR"; matched ignoring case.	'Settlement'

Returns:

Name	Type	Description
Calendar	Calendar	The US calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

uzbekistan staticmethod

uzbekistan(market: str = 'UZSE') -> Calendar

The Uzbek calendar.

Parameters:

Name	Type	Description	Default
market	str	"UZSE", the only market; matched ignoring case.	'UZSE'

Returns:

Name	Type	Description
Calendar	Calendar	The Uzbek calendar for that market.

Raises:

Type	Description
ItofinError	If market is not one of the accepted names.

joint staticmethod

joint(calendars: Sequence[Calendar], rule: str = 'JoinHolidays') -> Calendar

A calendar combining several others.

Parameters:

Name	Type	Description	Default
calendars	list[Calendar]	The calendars to combine; at least one.	required
rule	str	"JoinHolidays" makes a day a holiday when it is one on any calendar; "JoinBusinessDays" makes it a business day when it is one on any calendar. Matched ignoring case.	'JoinHolidays'

Returns:

Name	Type	Description
Calendar	Calendar	The joint calendar.

Raises:

Type	Description
ItofinError	If calendars is empty or rule is not one of the two accepted names.

is_business_day

is_business_day(date: Date) -> bool

Whether date is a business day on this calendar.

Parameters:

Name	Type	Description	Default
date	Date	The date to test.	required

Returns:

Name	Type	Description
bool	bool	True when date is neither a weekend day nor a holiday.

Raises:

Type	Description
ItofinError	If date is the null date or past the calendar's tabulated horizon.

is_holiday

is_holiday(date: Date) -> bool

Whether date is a holiday on this calendar, weekends included.

Parameters:

Name	Type	Description	Default
date	Date	The date to test.	required

Returns:

Name	Type	Description
bool	bool	True when date is not a business day.

Raises:

Type	Description
ItofinError	If date is the null date or past the calendar's tabulated horizon.

is_weekend

is_weekend(date: Date) -> bool

Whether date falls on this calendar's weekend, which for a market whose weekend moved over time depends on the date and not only its weekday.

Parameters:

Name	Type	Description	Default
date	Date	The date to test.	required

Returns:

Name	Type	Description
bool	bool	True when date is a weekend day.

Raises:

Type	Description
ItofinError	If date is the null date or past the calendar's tabulated horizon.

holiday_list

holiday_list(from_date: Date, to_date: Date, include_weekends: bool = False) -> list[Date]

The holidays between two dates, both inclusive.

Parameters:

Name	Type	Description	Default
from_date	Date	The first date of the range.	required
to_date	Date	The last date of the range.	required
include_weekends	bool	Also list the weekend days; off by default.	False

Returns:

Type	Description
list[Date]	list[Date]: The holidays in the range, in order.

Raises:

Type	Description
ItofinError	If either date is the null date, if to_date is before from_date, or if a date is past the calendar's tabulated horizon.

business_days_between

business_days_between(from_date: Date, to_date: Date, include_first: bool = True, include_last: bool = False) -> int

The number of business days between two dates.

Parameters:

Name	Type	Description	Default
from_date	Date	The first date of the range.	required
to_date	Date	The last date of the range.	required
include_first	bool	Count from_date when it is a business day; on by default.	True
include_last	bool	Count to_date when it is a business day; off by default.	False

Returns:

Name	Type	Description
int	int	The business-day count, negated when from_date is after to_date.

Raises:

Type	Description
ItofinError	If either date is the null date or past the calendar's tabulated horizon.

adjust

adjust(date: Date, convention: BusinessDayConvention) -> Date

Roll a date to the nearest business day.

Parameters:

Name	Type	Description	Default
date	Date	The date to roll.	required
convention	BusinessDayConvention	The rolling rule to apply.	required

Returns:

Name	Type	Description
Date	Date	The adjusted date, unchanged when it is already a business day.

Raises:

Type	Description
ItofinError	If date is the null date or past the calendar's tabulated horizon.

advance

advance(date: Date, n: int, unit: str, convention: BusinessDayConvention, end_of_month: bool) -> Date

Advance a date by n units and adjust the result.

Parameters:

Name	Type	Description	Default
date	Date	The date to advance from.	required
n	int	The number of units to advance, which may be negative.	required
unit	str	One of "Days", "Weeks", "Months", "Years".	required
convention	BusinessDayConvention	The rule the advanced date is rolled under.	required
end_of_month	bool	Keep the result on the month end when the starting date is one.	required

Returns:

Name	Type	Description
Date	Date	The advanced and adjusted date.

Raises:

Type	Description
ItofinError	If unit is not one of the four accepted strings, or if date is the null date or past the calendar's tabulated horizon.

Date

Date(day: int, month: int, year: int)

A calendar date with a validation guard.

Every constructor and every arithmetic result is range-checked before the core is reached, so an out-of-range date is an error rather than a panic.

Build a date from its three components.

Parameters:

Name	Type	Description	Default
day	int	The day of the month, within the length of that month.	required
month	int	The month, from 1 to 12.	required
year	int	The year, from 1901 to 2199.	required

Raises:

Type	Description
ItofinError	If month is outside [1, 12], year is outside [1901, 2199], or day is outside the length of that month.

year property

year: int

The year.

month property

month: int

The month, from 1 to 12.

day property

day: int

The day of the month.

DayCounter

A year-fraction convention.

actual360 staticmethod

actual360() -> DayCounter

The Actual/360 convention.

Returns:

Name	Type	Description
DayCounter	DayCounter	An Actual/360 day counter.

actual365_fixed staticmethod

actual365_fixed() -> DayCounter

The Actual/365 (Fixed) convention.

Returns:

Name	Type	Description
DayCounter	DayCounter	An Actual/365 (Fixed) day counter.

actual_actual_isda staticmethod

actual_actual_isda() -> DayCounter

The Actual/Actual (ISDA) convention.

Returns:

Name	Type	Description
DayCounter	DayCounter	An Actual/Actual day counter on the ISDA convention.

thirty360_bond_basis staticmethod

thirty360_bond_basis() -> DayCounter

The 30/360 (Bond Basis) convention.

Returns:

Name	Type	Description
DayCounter	DayCounter	A 30/360 day counter on the bond-basis convention.

year_fraction

year_fraction(d1: Date, d2: Date) -> float

The period [d1, d2] as a fraction of a year under this convention.

Parameters:

Name	Type	Description	Default
d1	Date	The start of the period.	required
d2	Date	The end of the period.	required

Returns:

Name	Type	Description
float	float	The year fraction between the two dates.

Period

Period(n: int, unit: str)

A signed length in one calendar unit (unit: Days, Weeks, Months, Years).

Build a period of n units.

Parameters:

Name	Type	Description	Default
n	int	The length, which may be negative.	required
unit	str	One of "Days", "Weeks", "Months", "Years".	required

Raises:

Type	Description
ItofinError	If unit is not one of the four accepted strings.

Schedule

Schedule(start: Date, end: Date, frequency: Frequency, calendar: Calendar, convention: BusinessDayConvention, rule: DateGeneration = Forward, termination_convention: Optional[BusinessDayConvention] = None)

A sequence of coupon dates built through MakeSchedule.

termination_convention rolls the last date only, and defaults to convention. CDS conventions need the two to differ: a credit helper leaves its maturity unadjusted while paying Following.

Build the schedule.

Parameters:

Name	Type	Description	Default
start	Date	The effective date, which must be strictly before end.	required
end	Date	The termination date.	required
frequency	Frequency	The coupon frequency the interior dates are spaced at.	required
calendar	Calendar	The calendar the dates roll on.	required
convention	BusinessDayConvention	The rule every date but the last is rolled under.	required
rule	DateGeneration	The date-generation rule; defaults to Forward.	Forward
termination_convention	BusinessDayConvention | None	The rule the last date is rolled under; None applies convention to it as well.	None

Raises:

Type	Description
ItofinError	If start is not strictly before end.

size

size() -> int

The number of dates in the schedule.

Returns:

Name	Type	Description
int	int	The date count, one more than the number of periods.

date

date(i: int) -> Date

The i-th date in the schedule.

Parameters:

Name	Type	Description	Default
i	int	The zero-based index into the dates.	required

Returns:

Name	Type	Description
Date	Date	The date at that index.

Raises:

Type	Description
ItofinError	If i is out of range.

dates

dates() -> list[Date]

All the schedule dates.

Returns:

Type	Description
list[Date]	list[Date]: The dates in order, from the effective date to the termination date.

BusinessDayConvention

A holiday-rolling rule. Every core variant is covered; the four listed last are appended, so the integer values of the first three are unchanged.

Compounding

Conventions used to compound a rate over time.

DateGeneration

The rule a Schedule generates its dates by.

Backward and Forward roll from one end of the range to the other; Zero keeps only the two endpoints; the ThirdWednesday and Twentieth families snap the interior dates onto an IMM Wednesday or the twentieth of the month. A Schedule builds under the three CDS rules, but SpreadCdsHelper rejects them: their maturity comes from a core routine that is not ported yet.

Frequency

A coupon or fixing frequency.

Only the variants the ported fixtures use are surfaced; new ones are appended, so the integer values of the existing variants are unchanged.

is_imm_date

is_imm_date(date: Date, main_cycle: bool = False) -> bool

Whether date is an IMM date.

An IMM date is the third Wednesday of the month, and of March, June, September or December only when main_cycle is set.

Parameters:

Name	Type	Description	Default
date	Date	The date to test.	required
main_cycle	bool	Restrict the test to the March/June/September/December cycle.	False

Returns:

Name	Type	Description
bool	bool	True when date is an IMM date under the selected cycle.

next_imm_date

next_imm_date(date: Date, main_cycle: bool = False) -> Date

The next IMM date strictly following date.

Parameters:

Name	Type	Description	Default
date	Date	The date to start from; the result is strictly after it.	required
main_cycle	bool	Restrict the result to the March/June/September/December cycle.	False

Returns:

Name	Type	Description
Date	Date	The next IMM date under the selected cycle.