class_docstr: HolidayCalendar implementation.
  
  Unlike BoundedHolidayCalendar, doesn't require specifying calendar bounds, and
  supports weekends and holiday supplied as `Tensor`s. However, it is
  (potentially significantly) slower than the dates.HolidayCalendar
  implementation.
class_docstr_tok: ["HolidayCalendar","implementation",".","Unlike","BoundedHolidayCalendar",",","does","n't","require","specifying","calendar","bounds",",","and","supports","weekends","and","holiday","supplied","as","`","Tensor","`","s",".","However",",","it","is","(","potentially","significantly",")","slower","than","the","dates.HolidayCalendar","implementation","."]
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`.
      """
      if roll_convention == constants.BusinessDayConvention.NONE:
          return date_tensor
      ordinals = dt.convert_to_date_tensor(date_tensor).ordinal()
      biz_days, is_bizday = self._to_biz_space(ordinals)
      biz_days_rolled = self._apply_roll_biz_space(
          date_tensor, biz_days, is_bizday, roll_convention
      )
      return dt.from_ordinals(self._from_biz_space(biz_days_rolled))
  
file_path: tf-quant-finance/tf_quant_finance/datetime/unbounded_holiday_calendar.py
imports: import tensorflow.compat.v2
  from tf_quant_finance.datetime import constants
  from tf_quant_finance.datetime import date_tensor
  from tf_quant_finance.datetime import date_utils
  from tf_quant_finance.datetime import holiday_calendar
  from tf_quant_finance.datetime import holiday_utils
  from tf_quant_finance.datetime import periods
label_desc: Use image node_id 3 for calling the UnboundedHolidayCalendar obj's underlying member method code with example usage: obj.roll_to_business_day(date_tensor, roll_convention) and returns: dt, date_tensor