Module time
Expand description
Time primitives โ tenor periods, time-point instants, and day-of-week.
All time-point types live here as static value types; the market layer only ever holds a concrete instance (e.g. a valuation instant).
Modulesยง
- day_
of_ week - Day-of-week primitive, and the weekday-in-month arithmetic the roll families are written in.
- period
- Tenor periods โ a signed multiplier paired with a time unit.