Source code for tensorquant.timehandles.grid

from datetime import date
from .daycounter import DayCounterConvention, DayCounter




class DateGrid:
    def __init__(
        self, dates: list[date], daycounter_convention: DayCounterConvention
    ) -> None:
        self._dates = dates
        self._daycounter_convention = daycounter_convention
        self._daycounter = DayCounter(daycounter_convention)
        self._times = [self._daycounter.year_fraction(dates[0], d) for d in dates]

    @property
    def dates(self):
        return self._dates

    @property
    def daycounter_convention(self):
        return self._daycounter_convention

    @property
    def daycounter(self):
        return self._daycounter

    @property
    def times(self):
        return self._times