tf_quant_finance.datetime.BusinessDaySchedule

Last updated: 2023-03-16.

tf_quant_finance.datetime.BusinessDaySchedule#

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Generates schedules containing every business day in a period.

tf_quant_finance.datetime.BusinessDaySchedule(
    *, start_date, end_date, holiday_calendar, backward=False
)

Attributes:#

  • end_date

  • generate_backwards

  • holiday_calendar

  • start_date

Methods#

dates

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dates()

Returns the dates as computed from the schedule as a DateTensor.

Constructs the date schedule from the supplied data. For more details see the initializer docstring.

Returns:#

DateTensor of rank one more than start_date or end_date (depending on backwards), representing schedules for each element of the input.

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