settlement_date
PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| market | No | ISO country of the market whose cited cycle should apply (with instrument_class) | |
| api_key | No | API key (bypasses x402; metered for invoicing) | |
| calendars | Yes | Calendar ids to intersect: two-letter ISO country codes, plus 'eu.t2' for the euro cash leg | |
| trade_date | Yes | Trade/reference date, YYYY-MM-DD. Day 0: never counted, never rolled. | |
| business_days | No | The offset you are trading under (T+n) | |
| instrument_class | No | Instrument class — a government bond never inherits an equity cycle |