LSEG Data Library for TypeScript

About DatesAndCalendars DateSchedule

Every Financial Contract can be defined by its cash flows from its start date to its end date. This function provides the ability to generate a series of date, taking into account:

  • The most common date patterns (daily, weekly, and monthly-based recurrence).
  • The database of calendar rules we maintained for countries, and marketplaces.
  • The Market Convention to adjust dates to a working day.

This provides a useful tool to generate date schedule for various asset classes and market conventions.

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