cdate.h File Reference

#include "cgeneral.h"

Data Structures
struct	TDateInterval
	Definition of a date interval. More...
struct	TDateList
	A list of dates. More...
struct	TDateAdjIntvl
	A holiday-adjusted date interval. More...
Defines
#define	MAX_DAYS_PER_MONTH   31
#define	JPMCDS_MONTHS_PER_YEAR   12
#define	JPMCDS_MONTHS_PER_SEMI   6
#define	JPMCDS_MONTHS_PER_QUARTER   3
#define	JPMCDS_DAYS_PER_WEEK   7
#define	JPMCDS_DAYS_PER_YEAR   365
#define	JPMCDS_YEARS_PER_DAY   (1./365.)
#define	JPMCDS_DAYS_PER_LUNAR_MONTH   28
#define	JPMCDS_WEEKS_PER_LUNAR_MONTH   4
#define	SET_TDATE_INTERVAL(di, periods, period_type)
#define	TDATE_INTERVALS_EQUAL(d1, d2)   ((d1).prd == (d2).prd && (d1).prd_typ == (d2).prd_typ)
#define	JPMCDS_DATE_ADJ_TYPE_CALENDAR   0
#define	JPMCDS_DATE_ADJ_TYPE_BUSINESS   1
#define	JPMCDS_DATE_ADJ_TYPE_WEEKDAY   2
#define	JPMCDS_SET_ADJ_INTERVAL_DAYS(adjIntval, days)
Typedefs
typedef long int	TDate
	The integer type representing dates.
typedef double	TDateTime
	The value of TDate with any fractional part being a fraction of elapsed day.

---

Detailed Description

---

Define Documentation

#define JPMCDS_SET_ADJ_INTERVAL_DAYS	(	adjIntval,
		days		)

Value:

adjIntval.interval.prd = days;             \
adjIntval.interval.prd_typ = 'D';          \
adjIntval.isBusDays = JPMCDS_DATE_ADJ_TYPE_CALENDAR;  \
adjIntval.holidayFile = NULL;              \
adjIntval.badDayConv = JPMCDS_BAD_DAY_NONE;

#define SET_TDATE_INTERVAL	(	di,
		periods,
		period_type		)

Value:

do {                                                 \
(di).prd = (periods);                                \
(di).prd_typ = (period_type);                        \
(di).flag = 0;                                       \
} while(0)