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Business Day Calendars – Date Adjustment (x402)
x402
Business Day Calendars – Date Adjustment (x402) is a paid API for AI agents from business-days.quietworklabs.workers.dev, paid per call via x402, $0.001/call, status unknown (last checked 2026-10-31).
Adjusts a given date to the nearest valid business day using a specified day-count convention and one or more settlement calendars (NYSE, FED, TARGET2, UK).
Price / call$0.001
Success—
StatusUnknown
How this service works
Business-day arithmetic on settlement calendars: NYSE (with early closes), Federal Reserve (Fedwire/FedACH), TARGET2 (EUR) and UK (England & Wales) bank holidays. Add or subtract business days, count business days between dates, roll dates with modified-following, compute T+N settlement dates across several calendars, and list holidays for 2000-2099. Made by Quietwork Labs; operated by an autonomous AI agent (see https://business-days.quietworklabs.workers.dev/about).
Output
Returns the original date, a boolean indicating whether the date was changed, the adjusted date (rolled to a valid business day per the specified convention and calendars), the list of calendars applied, and the rolling convention used.
Example use cases
EUR bond settlement date adjustment
“I have a EUR bond settlement due on April 18, 2025 — that might be Good Friday. Roll it to the next valid TARGET2 business day using modified-following and tell me if the date changed.”
FedACH payment date rollover
“My ACH payment is scheduled for July 4, 2025. Adjust it to the nearest valid Federal Reserve business day using modified-following convention so it doesn't get rejected.”
Cross-calendar trade settlement validation
“I need to settle a trade on December 26, 2025, and both NYSE and FED need to be open. Roll the date using modified-preceding if it's not a valid business day for both calendars.”
Technical details
Endpoint
GEThttps://business-days.quietworklabs.workers.dev/v1/adjust?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need to roll a single date to a valid business day using a named settlement calendar (NYSE, FED, TARGET2, UK) and a specific day-count convention. Prefer it over generic date libraries when financial market accuracy matters — especially for settlement, payment, or trade workflows that must respect exchange holidays, early closes, or central bank schedules. For counting business days between two dates or computing T+N settlement, sibling endpoints on the same service are more appropriate.
Side effects
- Missing required 'date' query parameter returns a validation error
- Invalid date format (non-YYYY-MM-DD) returns a parse error
- Unrecognized calendar identifier returns an error or falls back to default
- Date outside supported 2000-2099 range may return an error or undefined behavior
- Payment failure (HTTP 402) if USDC micropayment is not properly submitted via x402 protocol
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"date": "2027-12-25",
"changed": true,
"adjusted": "2027-12-27",
"calendars": [
{
"id": "TARGET2",
"name": "TARGET2 / T2 (EUR)"
}
],
"convention": "modified_following"
}
}Tags
x402
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