GOffice Reference Manual: GODateConventions

GODateConventions

Functions

void	go_coup_cd ()
double	go_coupdaybs ()
double	go_coupdays ()
double	go_coupdaysnc ()
gboolean	go_date_conv_equal ()
const GODateConventions *	go_date_conv_from_str ()
double	go_date_conv_translate ()
int	go_date_convention_base ()
gint32	go_date_days_between_basis ()
int	go_date_g_months_between ()
int	go_date_g_to_serial ()
int	go_date_g_years_between ()
char *	go_date_month_name ()
int	go_date_serial_raw_to_seconds ()
int	go_date_serial_raw_to_serial ()
void	go_date_serial_to_g ()
time_t	go_date_serial_to_timet ()
int	go_date_timet_to_seconds ()
int	go_date_timet_to_serial ()
double	go_date_timet_to_serial_raw ()
char *	go_date_weekday_name ()
int	go_date_weeknum ()

Types and Values

	GODateConventions
	GoCouponConvention
enum	GOBasisType

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

conv

GoCouponConvention

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	?