gs_quant.datetime.point.point_sort_order

point_sort_order(point, ref_date=None)[source]

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

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

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

Return type:

Optional[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())