date.h File Reference

#include ".\types.h"
#include <stdio.h>

Go to the source code of this file.

Classes
class	Date
Typedefs
typedef ShortNatural	Day
typedef ShortNatural	Year
Enumerations
enum	Weekday {   Sunday = 1, Monday = 2, Tuesday = 3, Wednesday = 4,   Thursday = 5, Friday = 6, Saturday = 7 }
enum	Month {   January = 1, February = 2, March = 3, April = 4,   May = 5, June = 6, July = 7, August = 8,   September = 9, October = 10, November = 11, December = 12 }
enum	TimeUnit { Days, Weeks, Months, Years }
enum	Frequency {   NoFrequency = -1, Once = 0, Annual = 1, Semiannual = 2,   EveryFourthMonth = 3, Quarterly = 4, Bimonthly = 6, Monthly = 12 }
enum	BusinessDayConvention {   Unadjusted, Preceding, ModifiedPreceding, Following,   ModifiedFollowing, MonthEndReference }
enum	DayCountConvention { ACT_365, ACT_360, Day30_365, Day30_360 }

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Typedef Documentation

typedef ShortNatural Day

Author: Simon Definition at line 12 of file date.h. Referenced by Date::advance(), Date::Date(), Date::dayOfMonth(), Date::dayOfYear(), UsDate::isBusinessDay(), Date::lastDayOfMonth(), Date::month(), CSVParser::operator>>(), and Date::setDateToToday().

typedef ShortNatural Year

Definition at line 13 of file date.h. Referenced by Date::advance(), Date::Date(), Date::endOfMonth(), Date::isLeap(), Date::nthWeekday(), CSVParser::operator>>(), Date::year(), and Date::yearOffset().

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Enumeration Type Documentation

enum BusinessDayConvention

Enumeration values: Unadjusted  Preceding  ModifiedPreceding  Following  ModifiedFollowing  MonthEndReference  Definition at line 54 of file date.h. Referenced by flowSchedule::getBusDayConv().

enum DayCountConvention

Enumeration values: ACT_365  ACT_360  Day30_365  Day30_360  Definition at line 74 of file date.h. Referenced by yieldPoint::getDayCount(), inputBond(), and mainbond().

enum Frequency

Enumeration values: NoFrequency  Once  Annual  Semiannual  EveryFourthMonth  Quarterly  Bimonthly  Monthly  Definition at line 44 of file date.h. Referenced by creditCurve::getFrequency(), inputBond(), mainbond(), and SwapLeg::SwapLeg().

enum Month

Enumeration values: January  February  March  April  May  June  July  August  September  October  November  December  Definition at line 24 of file date.h. Referenced by Date::advance(), Date::endOfMonth(), UsDate::isBusinessDay(), mainyieldcurve(), Date::month(), CSVParser::operator>>(), and Date::setDateToToday().

enum TimeUnit

Enumeration values: Days  Weeks  Months  Years  Definition at line 38 of file date.h.

enum Weekday

Enumeration values: Sunday  Monday  Tuesday  Wednesday  Thursday  Friday  Saturday  Definition at line 15 of file date.h. Referenced by UsDate::isBusinessDay(), Date::nextWeekday(), Date::nthWeekday(), and Date::weekday().

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