#include "cgeneral.h"
#include "bastypes.h"
#include "metric.h"
Functions | |
TMetricDoubleFunc | JpmcdsDayCountToMetricFunc (long dayCountConv) |
Returns metric function to use for interpolation routines for a given day count convention. | |
char * | JpmcdsFormatDayCountConv (long dayCountConv) |
Maps day count conventions to (private) strings. | |
int | JpmcdsStringToDayCountConv (char *dayCountString, long *type) |
Converts String to Day Count Convention. | |
int | JpmcdsDayCountValid (char *routine, long dayCountConv) |
Returns SUCCESS if day count convention is valid, FAILURE otherwise. |
int JpmcdsDayCountValid | ( | char * | routine, | |
long | dayCountConv | |||
) |
Returns SUCCESS if day count convention is valid, FAILURE otherwise.
If routine != NULL, then populates the error log on FAILURE. Otherwise if routine IS NULL, then the error log is not populated on FAILURE.
int JpmcdsStringToDayCountConv | ( | char * | dayCountString, | |
long * | type | |||
) |
Converts String to Day Count Convention.
This function is fairly permissive in terms of what it will accept. For example, "Actual/360", "A", etc. Strings of the form "30/Actual" are disallowed, however.