RS: add Schedule skeleton (#687)

Co-authored-by: JHM Darbyshire (win11) <[email protected]>

rust/calendars/dateroll.rs

@@ -8,7 +8,7 @@ use std::cmp::{Ordering, PartialEq};
 
 /// A roll day.
 #[pyclass(module = "rateslib.rs")]
-#[derive(Copy, Clone)]
+#[derive(Debug, Copy, Clone, PartialEq)]
 pub enum RollDay {
     /// Inherit the day of the input date as the roll.
     Unspecified {},
@@ -22,6 +22,23 @@ pub enum RollDay {
     IMM {},
 }
 
+// impl RollDay {
+//     /// Validate whether a given date is a possible variant of the RollDay.
+//     ///
+//     /// Returns an error string if invalid or None if it is valid.
+//     pub(crate) fn validate_date(&self, date: &NaiveDateTime) -> Option<String> {
+//         match self {
+//             RollDay::Unspecified{} => None, // any date satisfies unspecified RollDay
+//             RollDay::Int{day: 31} | RollDay::Eom{} => {
+//
+//             }
+//             RollDay::IMM {} => if is_imm(date) { None } else {Some("`date` does not align with given `roll`.".to_string())},
+//             RollDay::Int {day: value} => if date.day() == *value {None} else {Some("`date` does not align with given `roll`.".to_string())}
+//             RollDay::SoM {} => if date.day() == 1 {None} else {Some("`date` does not align with given `roll`.".to_string())}
+//         }
+//     }
+// }
+
 /// A rule to adjust a non-business day to a business day.
 #[pyclass(module = "rateslib.rs", eq, eq_int)]
 #[derive(Copy, Clone, Debug, PartialEq, Serialize, Deserialize)]
@@ -364,6 +381,34 @@ pub fn get_imm(year: i32, month: u32) -> NaiveDateTime {
     }
 }
 
+/// Test whether a given date is an IMM (third Wednesday).
+pub fn is_imm(date: &NaiveDateTime) -> bool {
+    let imm = get_imm(date.year(), date.month());
+    *date == imm
+}
+
+/// Return an end of month date for given month and year.
+pub fn get_eom(year: i32, month: u32) -> NaiveDateTime {
+    let mut day = 31;
+    let mut date = NaiveDate::from_ymd_opt(year, month, day);
+    while date == None {
+        day = day - 1;
+        date = NaiveDate::from_ymd_opt(year, month, day);
+    }
+    date.unwrap().and_hms_opt(0, 0, 0).unwrap()
+}
+
+/// Test whether a given date is EoM.
+pub fn is_eom(date: &NaiveDateTime) -> bool {
+    let eom = get_eom(date.year(), date.month());
+    *date == eom
+}
+
+/// Return if a given year is a leap year.
+pub fn is_leap_year(year: i32) -> bool {
+    NaiveDate::from_ymd_opt(year, 2, 29).is_some()
+}
+
 fn roll_with_settlement(
     date: &NaiveDateTime,
     cal: &dyn DateRoll,
@@ -765,4 +810,30 @@ mod tests {
             );
         }
     }
+
+    #[test]
+    fn test_is_imm() {
+        assert_eq!(true, is_imm(&ndt(2025, 3, 19)));
+        assert_eq!(false, is_imm(&ndt(2025, 3, 18)));
+    }
+
+    #[test]
+    fn test_get_eom() {
+        assert_eq!(ndt(2022, 2, 28), get_eom(2022, 2));
+        assert_eq!(ndt(2024, 2, 29), get_eom(2024, 2));
+        assert_eq!(ndt(2022, 4, 30), get_eom(2022, 4));
+        assert_eq!(ndt(2022, 3, 31), get_eom(2022, 3));
+    }
+
+    #[test]
+    fn test_is_eom() {
+        assert_eq!(true, is_eom(&ndt(2025, 3, 31)));
+        assert_eq!(false, is_eom(&ndt(2025, 3, 30)));
+    }
+
+    #[test]
+    fn test_is_leap() {
+        assert_eq!(true, is_leap_year(2024));
+        assert_eq!(false, is_leap_year(2022));
+    }
 }

rust/calendars/mod.rs

@@ -100,7 +100,9 @@ pub mod named;
 pub use crate::calendars::named::get_calendar_by_name;
 
 mod dateroll;
-pub use crate::calendars::dateroll::{get_imm, get_roll, DateRoll, Modifier, RollDay};
+pub use crate::calendars::dateroll::{
+    get_eom, get_imm, get_roll, is_eom, is_imm, is_leap_year, DateRoll, Modifier, RollDay,
+};
 
 mod dcfs;
 pub use crate::calendars::dcfs::Convention;

rust/lib.rs

@@ -43,6 +43,8 @@ pub mod fx;
 use fx::rates::ccy::Ccy;
 use fx::rates::{FXRate, FXRates};
 
+pub mod scheduling;
+
 #[pymodule]
 fn rs(m: &Bound<'_, PyModule>) -> PyResult<()> {
     // JSON