Schedules#

RollSchedule

Class responsible for calculation of a rolling table.

Schedule

Base class handling delivery operations.

ScheduleDaily

Define a simple daily schedule.

ScheduleDateSeries

Schedule class defining a schedule based on specific input dates.

ScheduleEveryDay

Schedule class containing every day (weekends included).

ScheduleFrequencies

Possible values for strategy rebalancing.

ScheduleFrequenciesWithIntraday

Possible values for strategy rebalance incluing intraday options.

ScheduleIntersection

A schedule based on business days being the intersection of the business days on the underlying schedules.

ScheduleIntraday

A class implementing an intra-day version of the schedule interface.

SchedulePeriodic

Define a simple periodic schedule.

SchedulePiecewise

Define a complex schedule which can combine one or more simple schedules.

ScheduleSeries

Define a schedule based on a historical data series, i.e. the history data points are driving the schedule.

ScheduleStub

An instrument-like object holding information about a schedule and valuation time.

StrategySchedule

A class containing combined information of a strategy history schedule and trade schedule.