BusinessCalendar.Net 1.0.0

BusinessCalendar.NET

Business-day and settlement date math for .NET: working-day add or subtract, T+n settlement, and day-count fractions (ACT/360, ACT/365, 30/360). Bring your own holidays. Zero dependencies.

Every trading, invoicing, or payroll system eventually needs to answer questions like "what's 2 business days after this trade?" or "what fraction of a year is between these two coupon dates?" These sound simple until you hit the edge cases: a settlement date that lands on a public holiday, a 30/360 calculation that straddles the 29th of February, a Modified Following convention that would roll into next month. Getting these wrong produces off-by-one settlement dates and silently wrong interest accruals. There is no small, dependency-free .NET package that owns just this layer: you either pull in a full quant library, hand-roll it (and get the ISDA month-end rule wrong), or copy a StackOverflow answer that doesn't handle 30E/360 correctly. BusinessCalendar.NET is that missing layer: a DateOnly-based calendar and a set of day-count conventions, verified against QuantLib and Microsoft Excel's documented WORKDAY/NETWORKDAYS behavior, with zero runtime dependencies.

This library does not ship holiday data for any country or exchange. That is a separate, much larger problem with its own maintenance burden (see the PublicHoliday package on NuGet if you need bank holiday calendars for specific countries). BusinessCalendar.NET takes your holiday list and turns it into working, tested date arithmetic.

Install

dotnet add package BusinessCalendar.Net

Quickstart

using BusinessCalendar;

var usHolidays = new[]
{
    new DateOnly(2026, 1, 1),   // New Year's Day
    new DateOnly(2026, 7, 4),   // Independence Day
    new DateOnly(2026, 11, 26), // Thanksgiving
};

var calendar = new BusinessDayCalendar(usHolidays);

calendar.IsBusinessDay(new DateOnly(2026, 7, 4));      // false, holiday
calendar.NextBusinessDay(new DateOnly(2026, 11, 25));  // 2026-11-27, skips Thanksgiving
calendar.AddBusinessDays(new DateOnly(2026, 8, 7), 3);  // steps 3 working days forward

T+2 settlement

using BusinessCalendar;

var calendar = new BusinessDayCalendar(usHolidays);
var tradeDate = new DateOnly(2026, 8, 10); // Monday

var settlementDate = calendar.Settle(tradeDate, 2); // T+2, standard US equities settlement
// 2026-08-12

Rolling a coupon date and computing accrued interest

using BusinessCalendar;

var calendar = new BusinessDayCalendar(usHolidays);
var scheduledCoupon = new DateOnly(2026, 10, 31); // falls on a Saturday

// ISDA Modified Following: roll forward unless that crosses into the next
// month, in which case roll backward instead.
var paymentDate = calendar.Adjust(scheduledCoupon, BusinessDayConvention.ModifiedFollowing);
// 2026-10-30, the last business day of October

var lastCoupon = new DateOnly(2026, 4, 30);
var dayCounter = DayCounters.Thirty360Us;
var accrualFraction = dayCounter.YearFraction(lastCoupon, paymentDate);

What is in the box

Calendar operations, all on System.DateOnly:

Business-day conventions (BusinessDayConvention), matching the 2006 ISDA Definitions section 4.11: Following, ModifiedFollowing, Preceding, ModifiedPreceding, Unadjusted.

Day-count conventions (DayCounters, an IDayCounter per convention), calendar-agnostic and independent of BusinessDayCalendar:

var fraction = DayCounters.Get(DayCountConvention.Actual365Fixed)
    .YearFraction(new DateOnly(2026, 1, 15), new DateOnly(2026, 8, 7));

Weekend rules (WeekendRule): SaturdaySunday (default) and FridaySaturday, or supply your own set of DayOfWeek values, for example a 24/7 market with no weekend at all.

Bring your own holidays

BusinessDayCalendar takes an IEnumerable<DateOnly> of holiday dates in its constructor. Wire it up to whatever source fits your application:

using BusinessCalendar;
// using PublicHoliday; // a separate package that owns holiday data

IEnumerable<DateOnly> holidays = LoadHolidaysFromWherever();
var calendar = new BusinessDayCalendar(holidays, WeekendRule.FridaySaturday);

Correctness

• AddBusinessDays and BusinessDaysBetween are verified against Microsoft's official worked examples for WORKDAY and NETWORKDAYS.
• ActualActualIsda, Thirty360Us, and ThirtyE360Eurobond are verified against the QuantLib test suite's day-count fixtures (test-suite/daycounters.cpp). The February month-end edge cases (the 28th vs. 29th vs. treating it as the 30th) are asserted exactly, not approximately.
• Thirty360Us implements the 30/360 US (NASD) convention, matching QuantLib's Thirty360::USA: the end-of-February rule applies unconditionally, not only for end-of-month investments. It is not the same as the ISDA 2006 Definitions section 4.16(f) "30/360, Bond Basis" convention, which has no end-of-February special case at all - a period from 2007-02-28 to 2007-08-31 is 183 days under pure ISDA Bond Basis but 180 days under Thirty360Us. If you need literal ISDA Bond Basis semantics, do not use this convention.
• ModifiedFollowing and ModifiedPreceding are tested against constructed month-boundary scenarios (a month ending on a Saturday, a month starting on a Sunday) that specifically exercise the roll-back and roll-forward branches.

Zero dependencies, AOT-friendly

No runtime NuGet dependencies. No reflection, no dynamic code generation, no DateTime/timezone handling to worry about since everything operates on DateOnly. The library trims and compiles cleanly with Native AOT.

License

MIT. See LICENSE.