Module quantmath::dates [−][src]
Modules
calendar | |
datetime | |
rules |
Structs
Date |
Date represents a date in risk space. In practice, this starts at the open in Tokyo and finishes at the close in Chicago. (There are no significant financial centres further West or East than these.) For products based in only one financial centre, it can be thought of as a local date. |
Functions
truncated_julian_from_ymd |
Calculates a julian date given a year, month and day. (Code adapted from FORTRAN code in http://aa.usno.navy.mil/faq/docs/JD_Formula.php) |
ymd_from_truncated_julian |
Calculates a year, month, day, given a julian date. (Code adapted from FORTRAN code in http://aa.usno.navy.mil/faq/docs/JD_Formula.php) |