Module calendar 

Holiday calendars, business-day conventions and schedule generation.

Holidays are computed from rules (Easter algorithm, nth-weekday-of-month, observance shifts), not stored as date lists, so any year works. The named calendars cover the markets an equity derivatives book usually needs — weekends-only, TARGET (EUR), NYSE (US equities), UK bank holidays — and Calendar::Custom takes an explicit holiday list for anything else. One-off closures (mourning days, exchange incidents) are not modelled; add them through Custom.

use chrono::NaiveDate;
use rustyqlib::core::calendar::{BusinessDayConvention, Calendar};

let nyse = Calendar::UsNyse;
let good_friday = NaiveDate::from_ymd_opt(2026, 4, 3).unwrap();
assert!(!nyse.is_business_day(good_friday));
// settle T+2 over a holiday weekend
let trade = NaiveDate::from_ymd_opt(2026, 4, 1).unwrap();
assert_eq!(
    nyse.add_business_days(trade, 2),
    NaiveDate::from_ymd_opt(2026, 4, 6).unwrap()
);
let _ = BusinessDayConvention::ModifiedFollowing;

Structs

Schedule

A periodic date schedule: unadjusted anchor dates rolled from a period, then business-day adjusted. Used for autocallable observation dates, coupon schedules and averaging fixings.

Enums

BusinessDayConvention

How a date falling on a non-business day is adjusted.

Calendar

A holiday calendar: weekends plus market-specific holidays.

DateGeneration

Direction of periodic date generation. Backward (from termination) is the market default: the stub, if any, lands at the front.

Period

A calendar period for Calendar::advance. Days counts business days; the others move in calendar time and then adjust.

Functions

easter_sunday

Easter Sunday by the Meeus/Jones/Butcher Gregorian algorithm.