improve docstrings

Author: thrasibule

quantlib/time/calendar.pyx

@@ -27,9 +27,10 @@ cdef class Calendar:
     calendars will be moved to the exchange/country convention.
     '''
 
-    property name:
-        def __get__(self):
-            return self._thisptr.name().decode('utf-8')
+    @property
+    def name(self):
+        """name of the calendar"""
+        return self._thisptr.name().decode('utf-8')
 
     def __str__(self):
         return self.name

quantlib/time/calendars/united_states.pxd

@@ -1,12 +1,30 @@
 cdef extern from 'ql/time/calendars/unitedstates.hpp' namespace \
-'QuantLib::UnitedStates':
+'QuantLib::UnitedStates' nogil:
 
     cpdef enum class Market:
-        """ US calendars"""
-        Settlement # generic settlement calendar
-        NYSE # New York stock exchange calendar
-        GovernmentBond # government-bond calendar
-        NERC # off-peak days for NERC
-        LiborImpact # Libor impact calendar
-        FederalReserve # Federal Reserve Bankwire System
-        SOFR # SOFR fixing calendar
+        """ US calendars
+
+        Attributes
+        ----------
+        Settlement
+            generic settlement calendar
+        NYSE
+            New York stock exchange calendar
+        GovernmentBond
+            government-bond calendar
+        NERC
+            off-peak days for NERC
+        LiborImpact
+            Libor impact calendar
+        FederalReserve
+            Federal Reserve Bankwire System
+        SOFR
+            SOFR fixing calendar
+        """
+        Settlement
+        NYSE
+        GovernmentBond
+        NERC
+        LiborImpact
+        FederalReserve
+        SOFR

quantlib/time/calendars/united_states.pyx

@@ -74,15 +74,37 @@ cdef class UnitedStates(Calendar):
      * Labor Day, first Monday in September
      * Thanksgiving Day, fourth Thursday in November
      * Christmas, December 25th (moved to Monday if Sunday)
+
+    Parameters
+    ----------
+    market: Market, default Market.Settlement
+
+    Attributes
+    ----------
+    Settlement
+        generic settlement calendar
+    NYSE
+        New York stock exchange calendar
+    GovernmentBond
+        government-bond calendar
+    NERC
+        off-peak days for NERC
+    LiborImpact
+        Libor impact
+    FederalReserve
+        Federal Reserve Bankwire System
+    SOFR
+        SOFR fixing calendar
+
     '''
 
-    Settlement = Market.Settlement # generic settlement calendar
-    NYSE = Market.NYSE # New York stock exchange calendar
-    GovernmentBond = Market.GovernmentBond # government-bond calendar
-    NERC = Market.NERC # off-peak days for NERC
-    LiborImpact = Market.LiborImpact # Libor impact
-    FederalReserve = Market.FederalReserve # Federal Reserve Bankwire System
-    SOFR = Market.SOFR # SOFR fixing calendar
+    Settlement = Market.Settlement
+    NYSE = Market.NYSE
+    GovernmentBond = Market.GovernmentBond
+    NERC = Market.NERC
+    LiborImpact = Market.LiborImpact
+    FederalReserve = Market.FederalReserve
+    SOFR = Market.SOFR
 
     def __cinit__(self, Market market=Market.Settlement):
         self._thisptr = _us.UnitedStates(market)