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time_directiontime_direction (variable)
Time direction indicator
Declared as: int
Description:
Indicates in which direction fractional periods are calculated.
Fractional periods are positive if:
time_direction is 1, and settlement date is before array date, or
time_direction is -1, and settlement date is after array date
Fractional periods are negative if:
time_direction is 1, and settlement date is after array date, or
time_direction is -1, and settlement date is before array date
Valid values:
1 = time is positive from the array date to the settlement day.
-1 = time is positive from the settlement day to the array date.
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