gs_quant.datetime.point.point_sort_order

point_sort_order(point, ref_date=datetime.date(2021, 1, 5))[source]

Calculates a number that can be used to sort Mkt Points by it.

Parameters
  • point (str) – The point string from MarketDataCoordinate.

  • ref_date (date) – Reference date, normally the pricing date.

Return type

float

Returns

The number of days from the reference date to the date specified by the point string

Examples

>>> import datetime as dt
>>> days = point_sort_order(point = 'Dec20', ref_date=dt.date.today())