Schedule
financepy.utils.schedule
Classes
Schedule
Schedule(effective_dt: financepy.utils.date.Date, termination_dt: financepy.utils.date.Date, freq_type: financepy.utils.frequency.FrequencyTypes = <FrequencyTypes.ANNUAL: 1>, cal_type: financepy.utils.calendar.CalendarTypes | list | tuple = <CalendarTypes.WEEKEND: 2>, bd_type: financepy.utils.calendar.BusDayAdjustTypes = <BusDayAdjustTypes.FOLLOWING: 2>, dg_type: financepy.utils.calendar.DateGenRuleTypes = <DateGenRuleTypes.BACKWARD: 2>, adjust_termination_dt: bool = True, end_of_month: bool = False, first_dt=None, next_to_last_dt=None)
A schedule is a set of dates generated according to ISDA standard
rules which starts on the next date after the effective date and runs up to
a termination date. Dates are adjusted to a provided calendar. The zeroth
element is the previous coupon date (PCD) and the first element is the
Next Coupon Date (NCD). We reference ISDA 2006.
Methods
schedule_dts
schedule_dts(self)
Returns a list of the schedule of Dates.
generate
generate(self)
Generate schedule of dates according to specified date generation
rules and also adjust these dates for holidays according to the
specified business day convention and the specified calendar.
Generated automatically from the FinancePy source code.
Do not edit this file manually.