Expand description
Implementation of (bank) holidays. Calendars are required to verify whether an exchange is open or if a certain cash flow could be settled on a specific day. They are also needed to calculate the amount of business days between to given dates. Because of the settlement rules, bank holidays have an impact on how to rollout cash flows from fixed income products. The approach taken here is to define a set of rules to determine bank holidays. From this set of rules, a calendar is generated by calculating all bank holidays within a given range of years for fast access.
Structs§
- Calendar
- Calendar for arbitrary complex holiday rules
- Simple
Calendar
Enums§
- Calendar
Error - Error class for calendar calculation
- Holiday
- NthWeek
- Specifies the nth week of a month
Traits§
Functions§
- is_
leap_ year - Returns true if the specified year is a leap year (i.e. Feb 29th exists for this year)
- last_
day_ of_ month - Calculate the last day of a given month in a given year
- nok_
holidays - target_
holidays - uk_
settlement_ holidays - us_
settlement_ holidays