:py:mod:`finpricing.utils.date_generator`
=========================================

.. py:module:: finpricing.utils.date_generator


Module Contents
---------------

Classes
~~~~~~~

.. autoapisummary::

   finpricing.utils.date_generator.DateGenerator




.. py:class:: DateGenerator


   .. py:method:: generate_extended(start_date: Union[datetime.date, finpricing.utils.date.Date], maturity_date: Union[datetime.date, finpricing.utils.date.Date], time_interval: Union[finpricing.utils.date.TimeInterval, str], stub_at_end: bool)
      :staticmethod:

      generate a list of dates from start_date to maturity_date with given time_interval

      .. note::

         if stub_at_end is True, the dates will be generated from start_date and roll forward until and after maturity_date
         if stub_at_end is False, the dates will be generated from maturity_date and roll backward until and before start_date

      :param start_date: start date
      :type start_date: Union[datetime.date, Date]
      :param maturity_date: maturity date
      :type maturity_date: Union[datetime.date, Date]
      :param time_interval: time interval
      :type time_interval: Union[TimeInterval, str]
      :param stub_at_end: whether the stub is at the end of the period
      :type stub_at_end: bool


   .. py:method:: generate_cds(start_date, maturity_date, cds_style: finpricing.utils.cds_style.CDSStyle, stub_at_end: bool = False)
      :staticmethod:

      generate a list of dates from start_date to maturity_date with given cds_style

      .. note:: Most likely, the stub is at the end of the period. In a NO_STUB case, the first date will be removed.                 So the first date will be after start_date.


   .. py:method:: generate_cds_adjust(start_date, maturity_date, cds_style: finpricing.utils.cds_style.CDSStyle, stub_at_end: bool = False)
      :staticmethod:

      generate accrual start dates, accrual end dates, and calendar adjusted payment dates for a cds contract

      NOTE only the payment dates are adjusted!


   .. py:method:: generate_cds_maturity_date(market_date: Union[finpricing.utils.date.Date, datetime.date], maturity_date: Union[finpricing.utils.date.Date, datetime.date], term_style: str = None)
      :staticmethod:

      return the adjusted maturity date for a cds contract by its term style

      FIXME This is not effectively implemented yet. It seems IMM CORPORATE returns the same maturity date as the input.


   .. py:method:: generate_cds_effective_date(market_date: Union[finpricing.utils.date.Date, datetime.date], maturity_date: Union[finpricing.utils.date.Date, datetime.date], cds_style: Union[finpricing.utils.cds_style.CDSStyle, str])
      :staticmethod:

      generate the effective date for a cds contract when market date is in between coupon dates