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GODateConventions

GODateConventions

Types and Values

Object Hierarchy

    GBoxed
    ╰── GODateConventions

Description

Functions

go_coup_cd ()

void
go_coup_cd (GDate *res,
            GDate const *settle,
            GDate const *mat,
            int freq,
            gboolean eom,
            gboolean next);


go_coupdaybs ()

double
go_coupdaybs (GDate const *settlement,
              GDate const *maturity,
              GoCouponConvention const *conv);

Parameters

settlement

GDate

 

maturity

GDate

 

conv

GoCouponConvention

 

Returns

the number of days from the beginning of the coupon period to the settlement date.


go_coupdays ()

double
go_coupdays (GDate const *settlement,
             GDate const *maturity,
             GoCouponConvention const *conv);

Parameters

settlement

GDate

 

maturity

GDate

 

conv

GoCouponConvention

 

Returns

the number of days in the coupon period of the settlement date. Currently, returns negative numbers if the branch is not implemented.


go_coupdaysnc ()

double
go_coupdaysnc (GDate const *settlement,
               GDate const *maturity,
               GoCouponConvention const *conv);

Parameters

Returns

the number of days from the settlement date to the next coupon date.


go_date_conv_equal ()

gboolean
go_date_conv_equal (const GODateConventions *a,
                    const GODateConventions *b);

Returns


go_date_conv_from_str ()

const GODateConventions *
go_date_conv_from_str (const char *s);

Returns


go_date_conv_translate ()

double
go_date_conv_translate (double f,
                        const GODateConventions *src,
                        const GODateConventions *dst);

Returns


go_date_convention_base ()

int
go_date_convention_base (GODateConventions const *conv);

Returns


go_date_days_between_basis ()

gint32
go_date_days_between_basis (GDate const *from,
                            GDate const *to,
                            GOBasisType basis);

Returns


go_date_g_months_between ()

int
go_date_g_months_between (GDate const *date1,
                          GDate const *date2);

Returns


go_date_g_to_serial ()

int
go_date_g_to_serial (GDate const *date,
                     GODateConventions const *conv);

Returns


go_date_g_years_between ()

int
go_date_g_years_between (GDate const *date1,
                         GDate const *date2);

Returns


go_date_month_name ()

char *
go_date_month_name (GDateMonth m,
                    gboolean abbrev);

Returns


go_date_serial_raw_to_seconds ()

int
go_date_serial_raw_to_seconds (double raw);

Returns


go_date_serial_raw_to_serial ()

int
go_date_serial_raw_to_serial (double raw);

Returns


go_date_serial_to_g ()

void
go_date_serial_to_g (GDate *res,
                     int serial,
                     GODateConventions const *conv);


go_date_serial_to_timet ()

time_t
go_date_serial_to_timet (int serial,
                         GODateConventions const *conv);

Returns


go_date_timet_to_seconds ()

int
go_date_timet_to_seconds (time_t t);

Returns


go_date_timet_to_serial ()

int
go_date_timet_to_serial (time_t t,
                         GODateConventions const *conv);

Returns


go_date_timet_to_serial_raw ()

double
go_date_timet_to_serial_raw (time_t t,
                             GODateConventions const *conv);

Returns


go_date_weekday_name ()

char *
go_date_weekday_name (GDateWeekday wd,
                      gboolean abbrev);

Returns


go_date_weeknum ()

int
go_date_weeknum (GDate const *date,
                 int method);

Parameters

date

date

 

method

week numbering method

 

Returns

week number according to the given method. 1: Week starts on Sunday. January 1 is in week 1. 2: Week starts on Monday. January 1 is in week 1. 150: ISO 8601 week number.

Types and Values

GODateConventions

typedef struct {
	gboolean use_1904; /* Use MacOffice 1904 based date convention,
				 * Rather than the Win32 style 1900 */
} GODateConventions;

Members

gboolean use_1904;

Base on 1904 as opposed to 1900.

 

GoCouponConvention

typedef struct {
	int	 freq;
	GOBasisType  basis;
	gboolean eom;
	GODateConventions const *date_conv;
} GoCouponConvention;

Members

int freq;

frequency.

 

GOBasisType basis;

GOBasisType

 

gboolean eom;

end of month.

 

GODateConventions const  *date_conv;

GODateConventions

 

enum GOBasisType

Members

GO_BASIS_MSRB_30_360

US 30/360 (days in a month/days in a year)

 

GO_BASIS_ACT_ACT

actual days/actual days

 

GO_BASIS_ACT_360

actual days/360

 

GO_BASIS_ACT_365

actual days/365

 

GO_BASIS_30E_360

European 30/360

 

GO_BASIS_30Ep_360

?

 

GO_BASIS_MSRB_30_360_SYM

?

 
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