Last updated: 2023-03-16.
Module: tf_quant_finance.datetime#
Date-related utilities.
Modules#
periods module: Date periods.
utils module: Utilities for working with dates.
Classes#
class BusinessDayConvention: Conventions that determine how to roll dates that fall on holidays.
class BusinessDaySchedule: Generates schedules containing every business day in a period.
class DateTensor: Represents a tensor of dates.
class HolidayCalendar: Represents a holiday calendar.
class Month: Months. Values are one-based.
class PeriodTensor: Represents a tensor of time periods.
class PeriodType: Periods that can be added or subtracted from DateTensors.
class PeriodicSchedule: Defines an array of dates specified by a regular schedule.
class WeekDay: Named days of the week. Values are zero-based with Monday = 0.
class WeekendMask: Provides weekend masks for some of the common weekend patterns.
Functions#
convert_to_date_tensor(...): Converts supplied data to a DateTensor if possible.
create_holiday_calendar(...): Creates a holiday calendar.
dates_from_datetimes(...): Creates DateTensor from a sequence of Python datetime objects.
dates_from_np_datetimes(...): Creates DateTensor from a Numpy array of dtype datetime64.
dates_from_ordinals(...): Creates DateTensor from tensors of ordinals.
dates_from_tensor(...): Creates DateTensor from a single tensor containing years, months and days.
dates_from_tuples(...): Creates DateTensor from a sequence of year-month-day Tuples.
dates_from_year_month_day(...): Creates DateTensor from tensors of years, months and days.
daycount_actual_360(...): Computes the year fraction between the specified dates.
daycount_actual_365_actual(...): Computes the year fraction between the specified dates.
daycount_actual_365_fixed(...): Computes the year fraction between the specified dates.
daycount_actual_actual_isda(...): Computes the year fraction between the specified dates.
daycount_thirty_360_isda(...): Computes the year fraction between the specified dates.
random_dates(...): Generates random dates between the supplied start and end dates.