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wilsonfreitas
bizdays:Business Days Calculations and Utilities
Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.
Maintained by Wilson Freitas. Last updated 3 months ago.
bizdaysbusiness-dayscalendarholidaysmarket-calendar
55 stars 9.89 score 426 scripts 3 dependentsdavisvaughan
almanac:Tools for Working with Recurrence Rules
Provides tools for defining recurrence rules and recurrence sets. Recurrence rules are a programmatic way to define a recurring event, like the first Monday of December. Multiple recurrence rules can be combined into larger recurrence sets. A full holiday and calendar interface is also provided that can generate holidays within a particular year, can detect if a date is a holiday, can respect holiday observance rules, and allows for custom holidays.
Maintained by Davis Vaughan. Last updated 2 years ago.
calendarsholidaysrecurrence-rules
73 stars 8.40 score 65 scripts 1 dependents