I found the solution using the EKRecurrenceRule+RRULE library, it's very easy to use.
The link : https://github.com/jochenschoellig/RRULE-to-EKRecurrenceRule
Example to use:
NSString *rfc2445String = @"FREQ=MONTHLY;BYDAY=MO,TU,WE,TH,FR;BYSETPOS=-2"; // The 2nd to last weekday of the month
// Result
EKRecurrenceRule *recurrenceRule = [[EKRecurrenceRule alloc] initWithString:rfc2445String];
NSLog(@"%@", recurrenceRule);