# accrua-rs accrua-rs aims to be an accruals calculation library, focusing on the OTC derivatives market and providing users the tools as defined in the ISDA. This is a pre-alpha version, which, as of now, I consider a placeholder, rather than a library that could be used in any environment. ### TODO - [X] Business calendar trait (providing methods for the date adjustment) - [ ] The most commonly used business calendars - [ ] Floating rate index type/trait - [ ] Money/currency type (will use an external crate most likely) - [ ] Day count fractions and fuctions used for their calculation - [ ] Compounding - [ ] Currency holiday calendar - [ ] Fixed income types - [ ] Bonds - [ ] Swaps/Swap legs