finpricing.utils.pandas_holiday#

Module Contents#

Classes#

USBankHolidaysCalendar

Abstract interface to create holidays following certain rules.

class finpricing.utils.pandas_holiday.USBankHolidaysCalendar(name: str = '', rules=None)[source]#

Bases: pandas.tseries.holiday.AbstractHolidayCalendar

Abstract interface to create holidays following certain rules.

rules#