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Functions to handle business days calculations

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python-bizdays

In several countries and markets, the accountability of the price of a financial instrument, mainly bonds and derivatives, involves the use of different rules to compute the way the days go by. In Brazil, several financial instruments pay interest according to the business days along their life cycle. So, having a way to compute the number of business days between 2 dates is fairly useful to price financial instruments. bizdays was created to make it easier.

bizdays computes business days between two dates based on the definition of nonworking days (usually holidays and weekends). It also computes other collateral effects like adjust dates for the next or previous business day, check whether a date is a business day, create sequences of business days, and much more.

Several financial libraries compute the holidays, giving no option to users set it by their own. Furtherly, the financial calendar is usually a small feature of a huge library, as quantlib, for example, and some users, including myself, don't want to put a hand in such a huge library only to use the financial calendar.

bizdays is a pure Python module without strong dependencies, what makes it appropriated for small projects.

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