Schedule API¶
A Schedule is your projection grid — valuation date, frequency, term, calendar, day-count — as a named, reusable object. Most models declare the projection on the frame via af.projection.set(...) and never build a Schedule directly; the frame builds one for you. Reach for the API on this page when you need to share a single grid across multiple frames, lock the grid down between valuations so quarter-over-quarter results sit on an unchanged time axis, or build per-policy grids with Schedule.from_inception(...).
For the actuarial framing — when to use from_calendar_grid vs from_inception, calendar / day-count selection, anniversary recognition — see Schedules.
Schedule¶
gaspatchio_core.Schedule
¶
Calendars¶
gaspatchio_core.schedule.NullCalendar
¶
Bases: Calendar
gaspatchio_core.schedule.TARGET
¶
Bases: Calendar
gaspatchio_core.schedule.UnitedKingdom
¶
Bases: Calendar
gaspatchio_core.schedule.UnitedStates
¶
Bases: Calendar
gaspatchio_core.schedule.JointCalendar
¶
Bases: Calendar
gaspatchio_core.schedule.BespokeCalendar
¶
Bases: Calendar
gaspatchio_core.schedule.calendar_from_name(name)
¶
Day Counts¶
gaspatchio_core.schedule.OneTwelfth
¶
Bases: DayCount
gaspatchio_core.schedule.Actual360
¶
Bases: DayCount
gaspatchio_core.schedule.Actual365Fixed
¶
Bases: DayCount
gaspatchio_core.schedule.ActualActualISDA
¶
Bases: DayCount
gaspatchio_core.schedule.Thirty360
¶
Bases: DayCount
gaspatchio_core.schedule.day_count_from_name(name)
¶
Business-Day Conventions¶
gaspatchio_core.schedule.BusinessDayConvention
¶
Bases: Enum