derivitec.core.client.DerivitecClient.adjust_business_day

DerivitecClient.adjust_business_day(calendar, dt, bdc)[source]

Adjust a date to a business day using a calendar and business day convention.

Parameters:

  • calendar (Calendar) – The calendar used for adjusting.

  • date (datetime) – The date to adjust.

  • bdc (BusinessDayConvention) – The business day convention.

Return type:

derivitec.market_data.response.ApiAdjustBusinessDayResponse

Code

>>> calendars = client.get_calendars( ["USD"] )
>>> calendar = calendars[0]
>>> dt = datetime(2017, 7, 15)
>>> bdc = BusinessDayConvention.ModifiedFollowing
>>> response = client.adjust_business_day(calendar, dt, bdc)
>>> response.Date