Adjust cash flow dates around weekends and holidays
Introduced in release: 1.0 Component: Generic Purpose:
Given an array of cash flow dates this routine will move each non-business day date forward or backward (depending upon the direction variable) to the nearest business day date.
Notes:
This routine is useful when calculating a bad days yield, which is sometimes referred to as a true yield, from a set of cash flows. The direction of the adjustment can be given as -1 (adjust to previous business date) or +1 (adjust to next business date).
Results:
Any non-business day date will be altered to the next or previous business day date. The adjusted_any_dts flag indicates if any dates have been moved.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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