Function next_semi_annual_roll_date 

pub fn next_semi_annual_roll_date(date: NaiveDate) -> NaiveDate

The next semi-annual CDS roll date — the 20th of the next March or September.

Distinct from next_cds_imm_date: the CDS coupon schedule rolls quarterly (months [3, 6, 9, 12]), but the on-the-run maturity rolls semi-annually (months [3, 9] only). When date is itself a semi-annual roll date the next one is returned (6 months on), per the ISDA semi-annual roll convention.

Panics

Only if date sits in the last year chrono can represent, where rolling to the following March leaves its range. No market date is near that bound.