Module calendars

Expand description

Business-day calendars and the Calendar abstraction.

The module root holds the Calendar trait and its rule-based substrate (NullCalendar, WeekendsOnly, JointCalendar). Jurisdiction calendars are data-backed DataCalendar instances built from generated holiday tables and reached through FpML business-center codes (BusinessCenter) or the lookup DSL ([lookup]). A calendar answers for one axis; a value date that must also be good on a second calendar is a SettlementLag.

Modules§

data: Generated jurisdiction holiday tables.
data_calendar 🔒: DataCalendar — the single data-backed Calendar implementation.
jurisdictions 🔒: Jurisdiction calendars, identified by FpML business-center codes (bare) and qualified BASE.SUFFIX market codes.
lookup 🔒: Calendar lookup DSL.
settlement_lag 🔒: SettlementLag — the single “advance a lag, then settle” primitive.

Structs§

CalendarSpec: A calendar stated as data, for ingestion: the code it binds, the holidays it closes, and the weekdays that are not business days.
DataCalendar: A Calendar backed by a precomputed business-day grid and a weekend mask.
Germany: Germany (Frankfurt) settlement calendar (DEFR).
JointCalendar: A calendar combining several underlying calendars by a JointCalendarRule.
NullCalendar: A calendar on which every day is a business day.
SettlementLag: “Advance n SettlementLagUnits on business, then settle.”
Target: TARGET (euro) settlement calendar (EUTA).
UnitedKingdom: United Kingdom settlement calendar (GBLO).
UnitedStates: United States calendars, parameterised by UsMarket.
UnknownBusinessCenter: Error parsing a calendar code or alias.
WeekendsOnly: A calendar whose only closures are Saturdays and Sundays.

Enums§

BusinessCenter: A jurisdiction settlement calendar, identified by its canonical FpML business-center code.
CalendarAmendError: A derivation that cannot be carried out.
CalendarIngestError: Why a calendar could not be ingested.
CalendarParseError: Error resolving a calendar-lookup string.
JointCalendarRule: How a JointCalendar combines its members.
MarketCalendar: A qualified BASE.SUFFIX market calendar (e.g. USNY.NYSE). The base is an FpML business-center code; the suffix is a helixio-defined market qualifier the FpML scheme cannot express.
SettlementLagUnit: The unit a SettlementLag counts its offset in.
UsMarket: A United States market with its own calendar.

Traits§

Calendar: A business-day calendar: which dates are good business days, plus the date-rolling helpers built on that predicate.

Functions§

add_days 🔒
add_months 🔒
add_period: Adds a Period to a date using calendar arithmetic (months/years preserve end-of-month clamping via chrono). Negative multipliers subtract.
amended: Derives a new calendar from base, closing the dates in closing and opening those in opening.
center: Resolves a center code to a calendar, panicking on a wiring error.
days_between_impl 🔒: Counts business days for the forward case (from < to) with endpoint inclusion flags. The last endpoint is counted up front when included; the loop covers [from-or-from+1, to).
ingest_calendar: Binds spec.code to a calendar built from spec, process-wide.
ingest_calendars: Ingests every spec in order; a later spec for the same code wins.
ingested_calendars: The codes ingested this process, sorted — what a run records to say which calendars it overrode or added.
joint_is_business_day 🔒: The joint per-day classification straight off the members.
last_day_of_month: The last calendar day of date’s month — calendar-blind: it ignores weekends and holidays, so it can land on a day no market is open.
lookup: Resolves a lookup string to a calendar.