DAViCal and nginx: problem with HTTP method REPORT

Question

I found this problem trying to switch from lighttpd to nginx: my webserver hosts DAViCal for addresses and contacts, but in order to work it needs support for some uncommon HTTP methods on the web server. These are PROPFIND, OPTIONS, and REPORT. Looking around I found the nginx does not provide any of them but the first two are supporte by an extension called http-dav-ext. I am still missing the REPORT method.