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eom_adj

eom_adj (variable)

End of month adjustment flag

Declared as: int

Description: Indicates whether a calculated date should be tested and then modified if it qualifies for an end-of-month adjustment. An end-of-month adjustment changes the day to the last day of the month. For example, if the date 03/30 is calculated as the next coupon date after 09/30 it would qualify under an end-of-month adjustment to be changed to 03/31, which is the last day of March.

Valid values:
  0 = Don't adjust the associated date for the end of month condition
  1 = Adjust the associated date for the end of month condition

© 2001 TIPS, Inc.Doc Version: 5.0