Crate regit_daycount 

Day-count fractions and business-day calendars in pure Rust — #![no_std], no alloc, zero dependencies.

regit-daycount computes the year fraction between two dates under every common day-count convention (Act/360, Act/365F, ActAct ISDA, ActAct ICMA, 30/360 BondBasis, 30E/360, 30E/360 ISDA, Act/365L, NL/365, Bus/252, 1/1), adjusts a date under every common date-roll convention (Unadjusted, Following, ModifiedFollowing, Preceding, ModifiedPreceding, Nearest, EndOfMonth), and classifies dates against the major holiday calendars (TARGET2, US, UK, JP, CH, HK, SG, plus composite and joint-business combinations).

A coupon is paid on a date, an accrued-interest amount is settled to a date, and a swap leg is discounted from a date — every one of those operations is parameterised by a day-count convention and a holiday calendar, and a wrong choice silently produces a wrong cashflow. This crate’s first duty is therefore to compute every convention exactly as its governing standard prescribes — never to guess, never to round silently, never to interpolate where the standard splits.

The crate is #![no_std] and allocation-free: dates are 32-bit Copy triples, every algorithm is hand-rolled integer arithmetic, holiday tables are static sorted arrays, and there is no runtime dependency. The same audited logic runs in a backend service, a WASM bundle, or on an embedded device.

Architecture

errors       typed errors — ValidationError
date         Gregorian Date primitive — leap years, weekday, arithmetic
roll         date-roll conventions — Unadjusted, Following, ...

day_count    catalogue of day-count fractions and their dispatcher
             (Act/360, Act/365F, ActAct ISDA, ActAct ICMA, 30/360, ...)

calendar     catalogue of holiday calendars and their dispatcher
             (TARGET2 fixed rule; US / UK / JP / CH / HK / SG snapshots)

Every rule is traced to a citable standard — ISDA 2006 Definitions §4.16, ICMA Rule 251, ISO 8601, the ECB TARGET2 closing-days regulation, and the published calendars of NYSE, the Bank of England, JPX, SIX, HKEX, and SGX — in the doc comment of the module that implements it.

Part of Regit OS — the operating system for investment products. From Luxembourg.

Re-exports

pub use date::Date;

pub use date::Weekday;

pub use day_count::DayCount;

pub use errors::ValidationError;

pub use roll::Roll;

pub use calendar::Calendar;

Modules

calendar

Holiday calendars and their dispatcher. Behind the default calendars feature so a minimal build (cargo build --no-default-features) drops the embedded snapshot tables and exposes only the date primitives, day-count fractions, and date-roll conventions. Catalogue of holiday calendars and their dispatcher.

date

Gregorian-calendar date primitive.

day_count

Catalogue of day-count fractions.

errors

Typed error enum for date construction and convention dispatch.

roll

Date-roll conventions — the rules that adjust a date that falls on a non-business day to a neighbouring business day.