date_sup.h File Reference

#include "cgeneral.h"
#include "cdate.h"

Functions
int	JpmcdsMakeTDateArray (TDate baseDate, TDateInterval *interval, int startIdx, int arrayIncrement, int ndates, TDate *dateArray)
	Make an array of TDates.
int	JpmcdsCountDates (TDate fromDate, TDate toDate, TDateInterval *interval, int *numIntervals, int *extraDays)
	Counts # TDateIntervals in a range of dates.
int	JpmcdsFreq2TDateInterval (long freq, TDateInterval *interval)
	Converts a frequency (# times/year) to a TDateInterval.
int	JpmcdsDateIntervalToFreq (TDateInterval *interval, double *freq)
	Converts a TDateInterval to a frequency.
int	JpmcdsDateIntervalToYears (TDateInterval *interval, double *years)
	Converts a TDateInterval to # years.
int	JpmcdsDateFromDateAndOffset (TDate oldDate, TDateInterval *interval, int index, TDate *newDate)
	Calculates a date from another date and offset represented by interval and index.

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Detailed Description

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Function Documentation

int JpmcdsCountDates	(	TDate	fromDate,
		TDate	toDate,
		TDateInterval *	interval,
		int *	numIntervals,
		int *	extraDays
	)

Counts # TDateIntervals in a range of dates.

Note that fromDate can be either later than or earlier than toDate.

In order to make this routine speedier we start from a low estimate of result value that is calculated using division (speedy approach). Based on the low estimate we calculate the results.

Note that we allways calculate currDate based on fromDate rather than lastDate. We MUST do it because date + (n*Interval) = ((date + Interval)+Interval) ... )+Interval is not always true

int JpmcdsDateFromDateAndOffset	(	TDate	oldDate,
		TDateInterval *	interval,
		int	index,
		TDate *	newDate
	)

Calculates a date from another date and offset represented by interval and index.

newDate = oldDate + index*interval

int JpmcdsDateIntervalToFreq	(	TDateInterval *	interval,
		double *	freq
	)

Converts a TDateInterval to a frequency.

Parameters:

	interval	(I)
	freq	(O) # times per year

int JpmcdsDateIntervalToYears	(	TDateInterval *	interval,
		double *	years
	)

Converts a TDateInterval to # years.

Note that if the TDateInterval is a month type (A,S,Q), the routine uses 30/360 to compute the year fraction. If it is a day type (D,W), it uses Act/365F.

int JpmcdsFreq2TDateInterval	(	long	freq,
		TDateInterval *	interval
	)

Converts a frequency (# times/year) to a TDateInterval.

Returns SUCCESS/FAILURE.

int JpmcdsMakeTDateArray	(	TDate	baseDate,
		TDateInterval *	interval,
		int	startIdx,
		int	arrayIncrement,
		int	ndates,
		TDate *	dateArray
	)

Make an array of TDates.

Returns SUCCESS/FAILURE.