ENH: Adding Calendars via PR

attack68 / rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

https://rateslib.readthedocs.io/en/latest/

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ENH: Adding Calendars via PR #216

Open attack68 opened 5 months ago

attack68 commented 5 months ago

Look at #215 for an atomic PR how to add a financial calendar.

attack68 commented 5 months ago

In addition to this two items are required:

add to whatsnew.rst
add the new cal rst file to the TOC tree