TDateInterval Struct Reference

Definition of a date interval. More...

#include <cdate.h>


Data Fields

int prd
 Number of periods from offset date.
char prd_typ
 type of periods
int flag

Detailed Description

Definition of a date interval.

Field Documentation

int TDateInterval::flag

Flag 0 - offset is value date -1 - offset is the previous date in the date array x - any other number is index into array of intervals. the date at that location is an offset

char TDateInterval::prd_typ

type of periods

D - day; M - month; W - week Q - 3 months; S - 6 months A - 12 months; Y - 12 months I - quarterly IMM period F - flexible end of month E - end of month J - monthly IMM period K - quarterly Australian futures period L - quarterly New Zealand (kiwi) futures period T - equity derivatives expiry - 3rd Friday monthly U - Lunar (i.e. 28 Day) period

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