settlement_date

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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.