def bizDatesList(holidayCenter, fromDate, toDate):
cal = Calendar(holidayCenter)
fromDate = check_date(fromDate)
toDate = check_date(toDate)
assert fromDate <= toDate, "from date ({0} must be earlier than to date {1}".format(
fromDate, toDate)
return [d.toDateTime() for d in cal.bizDatesList(fromDate, toDate)]
def makeSchedule(firstDate, endDate, tenor):
cal = Calendar('NullCalendar')
firstDate = check_date(firstDate)
endDate = check_date(endDate)
tenor = Period(tenor)
schedule = Schedule(firstDate, endDate, tenor, cal)
return [d.toDateTime() for d in schedule]
def makeSchedule(firstDate, endDate, tenor):
cal = Calendar('NullCalendar')
firstDate = check_date(firstDate)
endDate = check_date(endDate)
tenor = Period(tenor)
schedule = Schedule(firstDate, endDate, tenor, cal)
return [d.toDateTime() for d in schedule]
def datesList(fromDate, toDate):
fromDate = check_date(fromDate)
toDate = check_date(toDate)
assert fromDate <= toDate, "from date ({0} must be earlier than to date {1}".format(
fromDate, toDate)
return [
Date.fromExcelSerialNumber(serial).toDateTime()
for serial in range(fromDate.serialNumber, toDate.serialNumber + 1)
]
def makeSchedule(firstDate,
endDate,
tenor,
calendar='NullCalendar',
dateRule=BizDayConventions.Following):
cal = Calendar(calendar)
firstDate = check_date(firstDate)
endDate = check_date(endDate)
tenor = Period(tenor)
schedule = Schedule(firstDate, endDate, tenor, cal, convention=dateRule)
return [d.toDateTime() for d in schedule]
def advanceDateByCalendar(holidayCenter,
referenceDate,
period,
convention=BizDayConventions.Following):
cal = Calendar(holidayCenter)
refer = check_date(referenceDate)
return cal.advanceDate(refer, period, convention).toDateTime()
def advanceDateByCalendar(holidayCenter, referenceDate, period, convention=BizDayConventions.Following):
cal = Calendar(holidayCenter)
refer = check_date(referenceDate)
return cal.advanceDate(refer, period, convention).toDateTime()
def advanceDate(referenceDate, period):
d = check_date(referenceDate) + period
return d.toDateTime()
def holDatesList(holidayCenter, fromDate, toDate, includeWeekend=True):
cal = Calendar(holidayCenter)
fromDate = check_date(fromDate)
toDate = check_date(toDate)
assert fromDate <= toDate, "from date ({0} must be earlier than to date {1}".format(fromDate, toDate)
return [d.toDateTime() for d in cal.holDatesList(fromDate, toDate, includeWeekend)]
def datesList(fromDate, toDate):
fromDate = check_date(fromDate)
toDate = check_date(toDate)
assert fromDate <= toDate, "from date ({0} must be earlier than to date {1}".format(fromDate, toDate)
return [Date.fromExcelSerialNumber(serial).toDateTime() for serial in
range(fromDate.serialNumber, toDate.serialNumber + 1)]
def isBizDay(holidayCenter, ref):
cal = Calendar(holidayCenter)
ref = check_date(ref)
return cal.isBizDay(ref)
def advanceDate(referenceDate, period):
d = check_date(referenceDate) + period
return d.toDateTime()
def isBizDay(holidayCenter, ref):
cal = Calendar(holidayCenter)
ref = check_date(ref)
return cal.isBizDay(ref)