问题背景,根据债券的起息日和到期日判断某只债券在某月月末是否存续,首先要确定每个月的最后一日日期
import datetime
import pandas as pd
beginDate = '1996-01-31'
endDate = '2020-03-31'
date_index = pd.date_range(beginDate, endDate)
days = [pd.Timestamp(x).strftime("%Y-%m-%d") for x in date_index.values]
Datelist = []
for index , v in enumerate(days):
day = v.split('-')[2]
if day == '01':
Datelist.append(days[index-1])
Datelist
输出结果:

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