Module period 

Tenor periods — a signed multiplier paired with a time unit.

Period is the duration value type used to express tenors ("3M", "1Y") and to advance dates. It is pure data; advancing a calendar date by a period lives in statics::calendars / statics::schedules.

Algebra

Periods support Add/Sub within a unit family — Month/Year, or Week/Day — returning a normalized result; combining across families (or with Term) is an error. Period::normalize coarsens to the largest exact unit (12M → 1Y, 7D → 1W). Equality and hashing are semantic: 12M == 1Y and 7D == 1W, and equal tenors hash equally. Ordering (PartialOrd) uses day bounds and is None when undecidable (e.g. 1M vs 30D).

Structs

ForwardTenor

A tenor with an optional forward start: "5Y" is a five-year term from spot, and "2Y2Y" is a two-year term starting two years after spot — the <forward-start><tenor> spelling a forward swap or a swaption is quoted in.

Period

A tenor: an integer multiplier and a PeriodEnum unit.

Enums

PeriodEnum

Time unit of a Period (FpML PeriodEnum).

PeriodError

Error combining or ordering two Periods.

Constants

FORWARD_TENOR_FORM 🔒

The shape a forward-tenor spelling must have, named on rejection.

PERIOD_FORM 🔒

The shape a tenor code must have, named on rejection.

Functions

single_period 🔒

One segment, "3M" or "-1Y": a signed count and a unit letter, bounded to two centuries.