OtherFrequency (3) - Linux Manuals
NAME
Date and time calculations -
Classes
class DateInterval
Date interval described by a number of a given time unit.
class PricingPeriod
Time pricingperiod described by a number of a given time unit.
class Calendar
calendar class
class Date
Concrete date class.
struct DateGeneration
Date-generation rule.
class DayCounter
day counter class
class Period
Modules
Typedefs
typedef Integer Day
Day number.
typedef Integer Year
Year number.
Enumerations
enum BusinessDayConvention { Following, ModifiedFollowing, Preceding, ModifiedPreceding, Unadjusted }
Business Day conventions.
enum Month { January = 1, February = 2, March = 3, April = 4, May = 5, June = 6, July = 7, August = 8, September = 9, October = 10, November = 11, December = 12, Jan = 1, Feb = 2, Mar = 3, Apr = 4, Jun = 6, Jul = 7, Aug = 8, Sep = 9, Oct = 10, Nov = 11, Dec = 12 }
Month names.
enum Frequency { NoFrequency = -1, Once = 0, Annual = 1, Semiannual = 2, EveryFourthMonth = 3, Quarterly = 4, Bimonthly = 6, Monthly = 12, EveryFourthWeek = 13, Biweekly = 26, Weekly = 52, Daily = 365, OtherFrequency = 999 }
Frequency of events.
enum TimeUnit { Days, Weeks, Months, Years }
Units used to describe time periods.
enum Weekday { Sunday = 1, Monday = 2, Tuesday = 3, Wednesday = 4, Thursday = 5, Friday = 6, Saturday = 7, Sun = 1, Mon = 2, Tue = 3, Wed = 4, Thu = 5, Fri = 6, Sat = 7 }
Detailed Description
The concrete class QuantLib::Date implements the concept of date. Its functionalities include:
- *
- providing basic information such as weekday, day of the month, day of the year, month, and year;
- *
- comparing two dates to determine whether they are equal, or which one is the earlier or later, or the difference between them expressed in days;
- *
- incrementing or decrementing a date of a given number of days, or of a given period expressed in weeks, months, or years.
Typedef Documentation
typedef Integer Day
Day number.
typedef Integer Year
Year number.
Enumeration Type Documentation
enum BusinessDayConvention
Business Day conventions.
These conventions specify the algorithm used to adjust a date in case it is not a valid business day.
Enumerator:
- Following
- Choose the first business day after the given holiday.
- ModifiedFollowing
- Choose the first business day after the given holiday unless it belongs to a different month, in which case choose the first business day before the holiday.
- Preceding
- Choose the first business day before the given holiday.
- ModifiedPreceding
- Choose the first business day before the given holiday unless it belongs to a different month, in which case choose the first business day after the holiday.
- Unadjusted
- Do not adjust.
enum Month
Month names.
enum Frequency
Frequency of events.
Enumerator:
- NoFrequency
- null frequency
- Once
- only once, e.g., a zero-coupon
- Annual
- once a year
- Semiannual
- twice a year
- EveryFourthMonth
- every fourth month
- Quarterly
- every third month
- Bimonthly
- every second month
- Monthly
- once a month
- EveryFourthWeek
- every fourth week
- Biweekly
- every second week
- Weekly
- once a week
- Daily
- once a day
- OtherFrequency
- some other unknown frequency
enum TimeUnit
Units used to describe time periods.
enum Weekday
Day's serial number MOD 7; WEEKDAY Excel function is the same except for Sunday = 7.
Author
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