Crate cal_calc

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

SimpleCalendar

Enums

CalendarError

Error class for calendar calculation

Holiday

NthWeek

Specifies the nth week of a month

Traits

CalendarProvider

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