Calendar-aware term structure date preview in Tenor Management

Table of Contents

This page is a capture in the inbox bucket of the product backlog — a pre-sprint idea, not yet pulled into a sprint as a story.

What

The Tenor Management screen (Tenor management UI task) ships with an approximate ~Date column and Reval Date picker, computed via ores.marketdata.api::domain::tenor_resolution::resolve_end_date() — pure std::chrono calendar arithmetic, explicitly documented as having no business-day/holiday adjustment. This capture is that column's follow-on: once business-day calendars exist in the codebase (see Date Rolling and Business-Day Calendars, which today is purely conceptual — no such type exists yet, same gap the original tenor-type task found for tenor parsing before it was built), extend the resolver and this screen's date column to apply real holiday-adjusted rolling, replacing the "approximate" caveat with an actual, trustworthy term-structure preview: given a reval date, show the concrete rolled date every configured tenor resolves to under a chosen convention.

Why

A trader or implementer inspecting the tenor/convention/resolution data model needs to trust the dates it produces before relying on it for real curve construction — an approximation labelled as such is honest and useful for now, but the whole point of the underlying data model (tenor conventions, anchors, per-tenor overrides) is to eventually drive correct, calendar-adjusted date resolution. This capture keeps that real goal from being lost once the approximate version ships and looks "done enough" at a glance.

References

See also

Emacs 29.3 (Org mode 9.6.15)