Dealing with dates in finance
Findates is a python package for dealing with dates in finance. It provides functionality to do day counting in various conventions, business day rolling rules, creating holiday calendars, routines for calculation of Easter and other religious holidays, routines for calculation of holidays falling on a specific weekday in a month (e.g. Thanksgving), moving holidays happening on a weekend. It also provides various utility functions for dealing with dates, including automatic parsing of various string formats.
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