Pin a meeting schedule

use chrono::NaiveDate;
use helixrs::{CentralBank, CollateralSpec, MarketContext, MeetingSchedule, QuoteSheet};

type Outcome<T> = Result<T, Box<dyn std::error::Error>>;

const SOFR_CLOSE_DATE: (i32, u32, u32) = (2026, 10, 1);

fn date((year, month, day): (i32, u32, u32)) -> NaiveDate {
    NaiveDate::from_ymd_opt(year, month, day).expect("a real calendar date")
}

fn main() -> Outcome<()> {
    let close = date(SOFR_CLOSE_DATE);
    let usd = CollateralSpec::Currency("USD".parse()?);

    // A quote on the last shipped Fed decision is refused: no later decision
    // closes its window.
    let fed = MeetingSchedule::seeded(CentralBank::Fed).expect("a seeded bank");
    let last = fed.decisions()[fed.decisions().len() - 1];
    let spelled = last.to_string();
    let sheet = QuoteSheet::from_rows([
        ("USD-SOFR-MeetingOIS", spelled.as_str(), 0.0360),
        ("USD-SOFR-OIS", "2Y", 0.0459),
        ("USD-SOFR-OIS", "5Y", 0.0471),
    ])?;
    let refusal = match MarketContext::as_of(close).with_recipe_quotes(&usd, &sheet) {
        Ok(_) => String::new(),
        Err(refused) => refused.to_string(),
    };
    println!(
        "a quote on the last shipped decision, {last}, is {}",
        if refusal.is_empty() { "accepted" } else { "refused" }
    );

    // Add a provisional decision after the shipped ones and give the market that
    // schedule. The date is your assumption, not a published one.
    let mut decisions = fed.decisions().to_vec();
    decisions.push(date((2028, 1, 26)));
    let extended = MeetingSchedule::new(CentralBank::Fed, &decisions);
    let last_effective = extended.effective_dates()[extended.effective_dates().len() - 1];
    let market = MarketContext::as_of(close).with_meetings(extended).with_recipe_quotes(&usd, &sheet)?;
    let (curve, _) = market.curve(&"discount(USD)".parse()?).expect("the USD curve");
    let pillars = curve.parameter_count();
    println!("last effective date  {last_effective}");
    println!("pillars with a provisional 2028 decision pinned  {pillars}");

    Ok(())
}

import datetime as dt

import helixio as hlx

SOFR_CLOSE_DATE = dt.date(2026, 10, 1)
dates = hlx.dates

# A quote on the last shipped Fed decision is refused: no later decision
# closes its window.
fed = dates.MeetingSchedule.seeded("FED")
last = fed.decisions()[-1]
sheet = {"USD-SOFR-MeetingOIS": {last.isoformat(): 0.0360}, "USD-SOFR-OIS": {"2Y": 0.0459, "5Y": 0.0471}}
try:
    hlx.MarketContext(SOFR_CLOSE_DATE).with_recipe_quotes("USD", sheet)
    refusal = ""
except ValueError as refused:
    refusal = str(refused)
print(f"a quote on the last shipped decision, {last}, is {'refused' if refusal else 'accepted'}")

# Add a provisional decision after the shipped ones and give the market that
# schedule. The date is your assumption, not a published one.
extended = dates.MeetingSchedule("FED", [*fed.decisions(), dt.date(2028, 1, 26)])
market = hlx.MarketContext(SOFR_CLOSE_DATE).with_meetings(extended).with_recipe_quotes("USD", sheet)
pillars = market.curve("discount(USD)").parameter_count()
print(f"last effective date  {extended.effective_dates()[-1]}")
print(f"pillars with a provisional 2028 decision pinned  {pillars}")