Module meetings 

Central-bank meeting and turn-of-period knot schedules — pure value types.

A knot is a dated point where the overnight-index short end is allowed to step: a central-bank policy-decision effective date (KnotKind::Meeting) or a turn-of-period date such as a year- or quarter-end (KnotKind::Turn). A step-forward curve (crate::curves::step) places a pillar at each knot and holds a piecewise-constant instantaneous forward between consecutive knots, so its risk decomposes onto meeting/turn axes rather than generic tenor pillars.

These are pure data: schedules are built from supplied decision dates, the days a bank announces, and each bank’s rule turns a decision into the date the overnight rate moves (CentralBank::effective_date): the Fed the next business day, the ECB the following Wednesday, the Bank of England the decision day. A window on a step curve opens on the effective date and is named by the decision. The embedded tables (MeetingSchedule::seeded) are published decision dates carried as a convenience seed (2026 and 2027) and serve as the default where a market pins no schedule; a schedule beyond them is pinned on the market. No holiday or decision data is copied from a reference quant library.

Structs

KnottedDate

A knot date paired with its kind, the unit a step-forward curve is built from.

MeetingId

Identifies a single policy decision: the deciding bank and the day it announced, which is how a desk names the meeting (FED 2026-10-28) and the key a MeetingNode risk entry is reported under. The window the decision opens starts on its effective date, which the bank’s rule derives.

MeetingSchedule

A central bank’s schedule: its published decision days, with the effective date each opens a window on derived by the bank’s rule on its home calendar. The knots it yields sit on the effective dates and carry the decisions’ identities.

TurnSchedule

A set of turn-of-period knots over a date range.

Enums

CentralBank

A central bank whose policy-decision dates anchor meeting knots. Other keeps the type open for banks beyond the embedded seed without an enum change.

KnotKind

The kind of a step-forward knot — what a pillar’s adjoint is attributed to.

TurnPeriod

Which period boundaries a TurnSchedule places turn knots on.

Constants

BOE_DATES 🔒

ECB_DATES 🔒

FOMC_DATES 🔒

Functions

merge_knots

Merges several knot sources into one strictly-ascending, deduplicated knot vector — the input a step-forward curve builder consumes. On a date collision the first source listed wins (so meeting knots passed before turns keep their meeting identity on a shared date).

sort_dedup 🔒

Sorts knots ascending by date and drops duplicates (same date), keeping the first-seen kind. Shared by both schedule builders so a curve always sees a strictly-ascending, deduplicated knot set.