https://github.com/wilsonfreitas/python-bizdays

Business days calculations and utilities
https://github.com/wilsonfreitas/python-bizdays

Last synced: 3 months ago
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Business days calculations and utilities

• Host: GitHub
• URL: https://github.com/wilsonfreitas/python-bizdays
• Owner: wilsonfreitas
• License: mit
• Created: 2013-09-01T13:50:43.000Z (almost 11 years ago)
• Default Branch: master
• Last Pushed: 2024-02-12T11:16:20.000Z (4 months ago)
• Last Synced: 2024-03-13T13:02:28.684Z (3 months ago)
• Language: Jupyter Notebook
• Homepage: http://wilsonfreitas.github.io/python-bizdays/
• Size: 693 KB
• Stars: 73
• Watchers: 9
• Forks: 34
• Open Issues: 14
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE.txt

Lists

• awesome-quant - bizdays - Business days calculations and utilities. (Python / Calendars)
• awesome-quant - bizdays - Business days calculations and utilities. (Python / Calendars)
• starred-awesome - python-bizdays - Business days calculations and utilities (Python)

README

        
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# [python-bizdays](http://wilsonfreitas.github.io/python-bizdays/)

In several countries and markets, the accountability of the price of a financial

instrument, mainly bonds and derivatives, involves the use of different rules to

compute the way the days go by.

In Brazil, several financial instruments pay interest according to the business

days along their life cycle.

So, having a way to compute the number of business days between 2 dates is

fairly useful to price financial instruments.

**bizdays** was created to make it easier.

**bizdays** computes business days between two dates based on the definition of

nonworking days (usually holidays and weekends).

It also computes other collateral effects like adjust dates for the next or

previous business day, check whether a date is a business day, create sequences

of business days, and much more.

Several financial libraries compute the holidays, giving no option to users set

it by their own.

Furtherly, the financial calendar is usually a small feature of a huge library,

as quantlib, for example, and some users, including myself, don't want to put a

hand in such a huge library only to use the financial calendar.

**bizdays** is a pure Python module without strong dependencies,

what makes it appropriated for small projects.