yearfrac.h File Reference

#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.

Detailed Description

Function Documentation

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.

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