ok_day_type

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ok_day_type

ok_day_type (routine)

Validate a given day type indicator

Introduced in release: 1.0
Component: Generic
Purpose:

 1 = Actual/Actual daycount method
 2 = NASD 30/360 daycount method
 4 = SIA 30/360 daycount method
 5 = ISMA 30/360 daycount method
 6 = New 30/360 daycount method - not currently used
 7 = Actual/360 daycount method
 8 = Actual/365 daycount method (short term and Canadian bonds only)
 9 = Euro/365 daycount method - no leap days
 10 = Currently used SIA/NASD/MSRB method
 11 = 30E+/360 If d2 = 31 change it to 1st of next month
 12 = Actual/365 daycount method (periodic payment securities)
 13 = Japanese/365 daycount method

Error Conditions: The variable status contains a non zero value upon returning from the function when the input contains an error.

 500 = invalid day type
 501 = non defaultable day type

Last Mod Date: 03/23/1994

Doc Version: 5.0