TDateAdjIntvl Struct Reference

A holiday-adjusted date interval. More...

#include <cdate.h>

Data Fields

TDateInterval interval
 Must be in days if isBusDays=T.
int isBusDays
 see JPMCDS_DATE_ADJ_TYPE_... constants
char * holidayFile
 Holiday file specification.
long badDayConv
 Only applies if isBusDays=F.

Detailed Description

A holiday-adjusted date interval.

Note that isBusDays used to be TBoolean. Now it can have three possible values - the third value (JPMCDS_DATE_ADJ_TYPE_WEEKDAY) indicates that we move forward a number of weekdays and then adjust for bad days.

The interval can be daily based or monthly based. If it is monthly based and the isBusDays flag is not calendar, then this indicates that business end of month adjustment applies, i.e. if the start date is the last business day of the month, then the end date is the chosen to be the last day of the month (which can subsequently be adjusted via the badDayConv to be the last business day of the month, but this is not done automatically).

The documentation for this struct was generated from the following file:

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