BusinessDayConvention

class quantsupport.time.BusinessDayConvention

Business day adjustment convention.

Use the named class values or parse(); no value constructor is exposed.

Source declaration

Methods

static parse(s: str) → BusinessDayConvention

Parse a business-day adjustment rule.

Parameters:

s (str) – Case-insensitive member name, such as Following, ModifiedFollowing, Preceding, or Unadjusted.

Returns:

Matching adjustment convention.

Return type:

BusinessDayConvention

Class Attributes

Following: ClassVar[BusinessDayConvention]

HalfMonthModifiedFollowing: ClassVar[BusinessDayConvention]

ModifiedFollowing: ClassVar[BusinessDayConvention]

ModifiedPreceding: ClassVar[BusinessDayConvention]

Nearest: ClassVar[BusinessDayConvention]

Preceding: ClassVar[BusinessDayConvention]

Unadjusted: ClassVar[BusinessDayConvention]