/*
***************************************************************************
** Computes the last business day of the month.
***************************************************************************
*/
int JpmcdsHolidayListDateToBusinessEOM
(TDate inDate, /* (I) Date to be tested */
THolidayList *hl, /* (I) Name of holiday file */
TDate *outDate /* (O) TRUE or FALSE returned */
)
{
/*
** Calculate the last day of the month.
** Adjust backwards for holidays.
*/
static char routine[] = "JpmcdsHolidayListDateToBusinessEOM";
int status = FAILURE;
if (JpmcdsDateToEOM (inDate, outDate) != SUCCESS)
goto done;
if (JpmcdsHolidayListBusinessDay (*outDate,
JPMCDS_BAD_DAY_PREVIOUS,
hl,
outDate) != SUCCESS)
goto done;
status = SUCCESS;
done:
if (status != SUCCESS)
JpmcdsErrMsgFailure (routine);
return status;
}
/*f
***************************************************************************
** Calculates a date being at a business or calendar days offset from the
** input date.
***************************************************************************
*/
int JpmcdsDtFwdAdj
(TDate startDate, /* (I) input date */
TDateAdjIntvl *adjIvl, /* (I) in business or calendar days */
TDate *result) /* (O) resulting date */
{
int status = FAILURE;
static char routine[]="JpmcdsDtFwdAdj";
switch (adjIvl->isBusDays)
{
case JPMCDS_DATE_ADJ_TYPE_BUSINESS: /* offset by business days */
if (adjIvl->interval.prd_typ == 'D')
{
if (JpmcdsDateFromBusDaysOffset
(startDate,
adjIvl->interval.prd, /* Number days */
adjIvl->holidayFile,
result) != SUCCESS)
{
goto done;
}
}
else
{
/*
** Non-daily interval and offset by business days.
** This means that if the start date is the end of the business
** month, then the end date must also be the end of the month.
** Actually we do adjust the end date by the bad day convention,
** but in the context of generating a set of cash flow dates,
** this is often not done when computing the maturity date.
*/
TDate businessEOM;
TDate endDate;
if (JpmcdsDateToBusinessEOM (startDate,
adjIvl->holidayFile,
&businessEOM) != SUCCESS)
{
goto done;
}
if (JpmcdsDtFwdAny (startDate,
&adjIvl->interval,
&endDate) != SUCCESS)
{
goto done;
}
if (startDate == businessEOM)
{
if (JpmcdsDateToEOM (endDate, &endDate) != SUCCESS)
goto done;
}
if (JpmcdsBusinessDay (endDate, adjIvl->badDayConv,
adjIvl->holidayFile, result) != SUCCESS)
{
goto done;
}
}
break;
case JPMCDS_DATE_ADJ_TYPE_CALENDAR:
/* offset by calendar period */
if (JpmcdsDateFwdThenAdjust
(startDate, &adjIvl->interval,
adjIvl->badDayConv, adjIvl->holidayFile, result) != SUCCESS)
{
goto done;
}
break;
case JPMCDS_DATE_ADJ_TYPE_WEEKDAY:
/* Adjust interval as weekdays, and then bad day adjust the result. */
if (adjIvl->interval.prd_typ == 'D')
{
if (JpmcdsDateFromBusDaysOffset
(startDate,
adjIvl->interval.prd, /* Number days */
"NONE", /* A holiday file with week-ends only */
result) != SUCCESS)
{
goto done;
}
if (JpmcdsBusinessDay (*result,
adjIvl->badDayConv,
adjIvl->holidayFile,
result) != SUCCESS)
{
goto done;
}
}
else
{
JpmcdsErrMsg ("%s: Weekday adjustment requires date interval "
"%s to be in days.\n",
routine, JpmcdsFormatDateInterval (&adjIvl->interval));
goto done;
}
break;
default:
JpmcdsErrMsg ("%s: Invalid date adjustment type %d.\n", routine, adjIvl->isBusDays);
goto done;
}
status = SUCCESS;
done:
if (status != SUCCESS)
JpmcdsErrMsg("%s: Failed.\n", routine);
return status;
}
