timeutils.h File Reference

#include <stdint.h>

Go to the source code of this file.

Data Structures
struct	WU_TimeStamp
	A timestamp represent a mark in time given relative to unix epoch. More...

Enumerations
enum	WU_TimeUnit { WU_TIME_UNIT_SECONDS = 0 , WU_TIME_UNIT_MILLIS = 1 , WU_TIME_UNIT_MICROS = 2 , WU_TIME_UNIT_NANOS = 3 }
	WU_TimeUnit represents a unit of time used for time-based calculations such as time-weighted returns or time-based aggregations. More...

Functions
double	wu_annualization_factor (WU_TimeUnit unit)
	Returns the number of units (seconds, millis, micros, or nanos) contained in a year.

Enumeration Type Documentation

WU_TimeUnit

enum WU_TimeUnit

WU_TimeUnit represents a unit of time used for time-based calculations such as time-weighted returns or time-based aggregations.

Enumerator
WU_TIME_UNIT_SECONDS
WU_TIME_UNIT_MILLIS
WU_TIME_UNIT_MICROS
WU_TIME_UNIT_NANOS

Definition at line 10 of file timeutils.h.

Function Documentation

wu_annualization_factor()

double wu_annualization_factor

(

WU_TimeUnit

unit

)

Returns the number of units (seconds, millis, micros, or nanos) contained in a year.

Definition at line 3 of file timeutils.c.