aland/cl-dates
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity Actions

New functions to convert day count convention and end of month rules to strings

Browse source
This commit is contained in:
Sudhir Shenoy 2017-07-15 08:38:26 +09:00
parent 2942e2934e
commit f6dd1f2d90
2 changed files with 26 additions and 2 deletions
Download patch file Download diff file Expand all files Collapse all files

23
util.lisp
View file

@ -121,3 +121,26 @@
(defparameter +date-words+ '(("today" . 0) ("tomorrow" . 1) ("yesterday" . -1)))
(defun str-to-relative-date (str)
(cdr (find str +date-words+ :test #'string-equal :key #'car)))
(defun day-count->string (day-count-convention)
(case day-count-convention
((:actual-actual-fixed :act-act-fixed) "Actual/Actual (Fixed)")
((:actual-actual :act-act :actual-365 :act-365) "Actual/Actual (ISDA)")
((:actual-actual-isma :act-act-isma) "Actual/Actual (ISMA)")
((:actual-actual-afb :act-act-afb) "Actual/Actual (AFB)")
((:actual-365-l :act-365-l) "Actual/365L")
((:actual-365-nl :act-365-nl :nl-365 :actual-365-jgb :act-365-jgb) "NL/365")
((:actual-360 :act-360) "Actual/360")
((:30a-360 :30-360-isda :30-360-muni :bond-basis :360-360) "30A/360")
((:30e-360 :30-360-isma) "30E/360")
(:30e+-360 "30E+/360")
((:30e-360-isda :30-360-german) "30/360 (German)")
((:30u-360 :30-360-us) "30/360 (US)")
(otherwise (concatenate 'string "Unknown day count convention: " (string day-count-convention)))))
(defun eom-rule->string (rule)
(case rule
(:eom-normal "EOM")
(:eom-no-leap-day "EOM (No Leap)")
(otherwise "")))