Dates & Periods

Financial date calculations require extreme accuracy, leap year validation, and calendar arithmetic without external runtime overhead. SabiQuant provides native Date and Period types implemented strictly in std.

The Date Type

The Date struct represents a Gregorian calendar date with validation rules:

use sabiquant::core::{Date, Month, Weekday};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Construct from Year, Month, Day
    let d1 = Date::from_ymd(2025, 2, 28)?;

    // Check leap year
    println!("Is 2024 a leap year? {}", Date::is_leap_year(2024)); // true
    println!("Is 2025 a leap year? {}", Date::is_leap_year(2025)); // false

    // Date navigation
    let tomorrow = d1.add_days(1);
    println!("Next day: {}", tomorrow); // 2025-03-01

    // Day of the week
    let weekday: Weekday = d1.weekday();
    println!("Weekday: {:?}", weekday);

    // Days difference
    let d2 = Date::from_ymd(2025, 12, 31)?;
    let days_diff = d2.days_between(&d1);
    println!("Days between: {}", days_diff);

    Ok(())
}

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Tenors & The Period Type

Tenors define durations commonly used in financial contracts (e.g., 3M, 6M, 1Y, 5Y):

use sabiquant::core::{Date, Period, TimeUnit};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let start = Date::from_ymd(2025, 1, 31)?;

    // Construct periods
    let p_3m = Period::new(3, TimeUnit::Months);
    let p_1y = Period::years(1);
    let p_2w = Period::weeks(2);
    let p_10d = Period::days(10);

    // End of Month (EOM) roll convention
    let end_3m = start.advance_period(&p_3m, true);
    println!("31 Jan + 3M (with EOM): {}", end_3m); // 2025-04-30

    Ok(())
}

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Performance Characteristics

• Zero Allocations: Date is a Copy type stored as a packed 32-bit integer.
• Constant Time: Date additions, day-of-week lookups, and leap year tests execute in $O(1)$ operations with zero branch mispredictions on modern x86/ARM hardware.