class_docstr: Represents a holiday calendar.
  
  Provides methods for manipulating the dates taking into account the holidays,
  and the business day roll conventions. Weekends are treated as holidays.
class_docstr_tok: ["Represents","a","holiday","calendar",".","Provides","methods","for","manipulating","the","dates","taking","into","account","the","holidays",",","and","the","business","day","roll","conventions",".","Weekends","are","treated","as","holidays","."]
docstr: Rolls the given dates to business dates according to given convention.
  
  Args:
    date_tensor: DateTensor of dates to roll from.
    roll_convention: BusinessDayConvention. Determines how to roll a date that
      falls on a holiday.
  
  Returns:
    The resulting DateTensor.
docstr_tok: ["Rolls","the","given","dates","to","business","dates","according","to","given","convention",".","Args",":","date_tensor",":","DateTensor","of","dates","to","roll","from",".","roll_convention",":","BusinessDayConvention",".","Determines","how","to","roll","a","date","that","falls","on","a","holiday",".","Returns",":","The","resulting","DateTensor","."]
code: def roll_to_business_day(self, date_tensor, roll_convention):
      """Rolls the given dates to business dates according to given convention.
  
      Args:
        date_tensor: DateTensor of dates to roll from.
        roll_convention: BusinessDayConvention. Determines how to roll a date that
          falls on a holiday.
  
      Returns:
        The resulting DateTensor.
      """
      pass
  
file_path: tf-quant-finance/tf_quant_finance/datetime/holiday_calendar.py
imports: import abc
  from tf_quant_finance.datetime import constants
label_desc: Use image node_id 2 for calling the HolidayCalendar obj's underlying member method code with example usage: obj.roll_to_business_day(date_tensor, roll_convention) without return types