CAL: add INR: Mumbai to calendars (#659)

Co-authored-by: JHM Darbyshire (win11) <[email protected]>
attack68 · Jan 27, 2025 · 2e4c9a2 · 2e4c9a2
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diff --git a/docs/source/i_whatsnew.rst b/docs/source/i_whatsnew.rst
@@ -62,6 +62,9 @@ objects now have specific methods to allow *updates*.
        :meth:`~rateslib.curves.Curve.update_node` to allow mutating *Curve* types directly
        with appropriate cache and state management.
        (`584 <https://github.com/attack68/rateslib/pull/584>`_)
+   * - Calendars
+     - Add *"mum"* (INR: Mumbai) to list of default calendars.
+       (`584 <https://github.com/attack68/rateslib/pull/584>`_)
    * - Bug
      - Defaults spec *"usd_stir1"* for CME 1m SOFR futures, and *"eur_stir1"* for ICE 1m ESTR
        futures has corrected the

diff --git a/docs/source/spec/calendars.rst b/docs/source/spec/calendars.rst
@@ -19,3 +19,4 @@ Calendars
     calendars/jpy_tyo.rst
     calendars/aud_syd.rst
     calendars/nzd_wlg.rst
+    calendars/inr_mum.rst
diff --git a/docs/source/spec/calendars/inr_mum.rst b/docs/source/spec/calendars/inr_mum.rst
@@ -0,0 +1,25 @@
+.. _spec-inr-mum:
+
+*************
+MUM Calendar
+*************
+
+Mumbai business days defined only by the following (ad hoc union government declared
+days not yet included):
+
+- Republic Day
+- Good Friday
+- Ambedkar Jayanti
+- May Day
+- Independence Day
+- Gandhi Jayanti
+- Christmas Day
+
+.. ipython:: python
+   :suppress:
+
+   from rateslib import *
+
+.. ipython:: python
+
+   get_calendar("mum").holidays
diff --git a/docs/source/u_defaults.rst b/docs/source/u_defaults.rst
@@ -182,6 +182,20 @@ a host of arguments will be pre-populated. The table below outlines all of the e
      -
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+   * - INR
+     - :ref:`mum <spec-inr-mum>`
+     -
+     -
+     -
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+     -
+
 
 **Securities**
 

diff --git a/python/rateslib/calendars/rs.py b/python/rateslib/calendars/rs.py
@@ -94,6 +94,7 @@ def get_calendar(
     - *"tyo"*: Tokyo for Japan's TONA.
     - *"syd"*: Sydney for Australia's AONIA.
     - *"wlg"*: Wellington for New Zealand's OCR and BKBM.
+    - *"mum"*: Mumbai for India's FBIL o/n rate.
 
     Combined calendars can be created with comma separated input, e.g. *"tgt,nyc"*. This would
     be the typical calendar assigned to a cross-currency derivative such as a EUR/USD
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+       * - INR
+         - :ref:`mum <spec-inr-mum>`
+         -
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     **Securities**
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