This package primarily contains utility functions related to dates (see the interface docs for an introduction), lists, maps, and disclosure. They are defined in the following modules:

  • Date.Calendar: Functions regarding dates and holiday calendars (business vs non-business days)
  • Date.DayCount: Functions to calculate day count fractions according to different conventions
  • Date.RollConvention: Functions to calculate date periods including rolling dates
  • Date.Schedule: Functions to calculate a periodic schedule, including both adjusted and unadjusted dates
  • Common: Various functions related to lists and maps, which are used in several packages
  • Disclosure: Utility functions related to disclosure, e.g., to add or remove observers
  • Lockable: Default implementation for the locking of holdings (acquire, release and validation check).