`finpricing.utils.payment_schedule`#

Module Contents#

`FixedBondPaymentSchedule`
`PaymentSchedule`	Generate a list of adjusted payment dates according to the given parameters.

class finpricing.utils.payment_schedule.FixedBondPaymentSchedule(anchor_date, date_gen_rule_type, freq_type, maturity_date)[source]#

class finpricing.utils.payment_schedule.PaymentSchedule(start_date: finpricing.utils.date.Date, maturity_date_or_tenor: tuple((Date, str)), freq_type: finpricing.utils.frequency.FrequencyTypes = FrequencyTypes.QUARTERLY, calendar_type: finpricing.utils.holiday.CalendarTypes = CalendarTypes.WEEKEND, bus_day_adj_type: finpricing.utils.bus_day_adj.BusDayAdjustTypes = BusDayAdjustTypes.FOLLOWING, date_gen_rule_type: finpricing.utils.calendar.DateGenRuleTypes = DateGenRuleTypes.BACKWARD, adjust_maturity_date: bool = False, extended: bool = False)[source]#

Generate a list of adjusted payment dates according to the given parameters.

Aims to provide most naive implementation, independent of any instrument.

_generate_unadj_payment_dates() → list[source]#: Generate unadjusted payment dates

_generate_adj_payment_dates() → list[source]#: Return a list of adjusted payment dates