diff --git a/pandas/core/groupby/groupby.py b/pandas/core/groupby/groupby.py
index 7c3088bea4b76..4909a3a3d0a63 100644
--- a/pandas/core/groupby/groupby.py
+++ b/pandas/core/groupby/groupby.py
@@ -3710,14 +3710,21 @@ def rolling(
             an integer index is not used to calculate the rolling window.
 
         closed : str, default None
-            If ``'right'``, the first point in the window is excluded from calculations.
+            Determines the inclusivity of points in the window
+            If ``'right'``, (First, Last] the last point in the window
+            is included in the calculations.
 
-            If ``'left'``, the last point in the window is excluded from calculations.
+            If ``'left'``, [First, Last) the first point in the window
+            is included in the calculations.
 
-            If ``'both'``, no points in the window are excluded from calculations.
+            If ``'both'``, [First, Last] all points in the window
+            are included in the calculations.
 
-            If ``'neither'``, the first and last points in the window are excluded
-            from calculations.
+            If ``'neither'``, (First, Last) the first and last points
+            in the window are excludedfrom calculations.
+
+            () and [] are referencing open and closed set
+            notation respetively.
 
             Default ``None`` (``'right'``).
 
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index 631ab15464942..b954ce2584c13 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -929,14 +929,21 @@ class Window(BaseWindow):
         an integer index is not used to calculate the rolling window.
 
     closed : str, default None
-        If ``'right'``, the first point in the window is excluded from calculations.
+        Determines the inclusivity of points in the window
+        If ``'right'``, (First, Last] the last point in the window
+        is included in the calculations.
 
-        If ``'left'``, the last point in the window is excluded from calculations.
+        If ``'left'``, [First, Last) the first point in the window
+        is included in the calculations.
 
-        If ``'both'``, no point in the window is excluded from calculations.
+        If ``'both'``, [First, Last] all points in the window
+        are included in the calculations.
 
-        If ``'neither'``, the first and last points in the window are excluded
-        from calculations.
+        If ``'neither'``, (First, Last) the first and last points
+        in the window are excludedfrom calculations.
+
+        () and [] are referencing open and closed set
+        notation respetively.
 
         Default ``None`` (``'right'``).