QuantLib_Date (3) - Linux Manuals

QuantLib_Date: Concrete date class.

NAME

QuantLib::Date - Concrete date class.

SYNOPSIS

#include <ql/time/date.hpp>

Public Member Functions

constructors

Date ()
Default constructor returning a null date.
Date (BigInteger serialNumber)
Constructor taking a serial number as given by Applix or Excel.
Date (Day d, Month m, Year y)
More traditional constructor.

inspectors

Weekday weekday () const

Day dayOfMonth () const

Day dayOfYear () const
One-based (Jan 1st = 1).
Month month () const

Year year () const

BigInteger serialNumber () const

date algebra

Date & operator+= (BigInteger days)
increments date by the given number of days
Date & operator+= (const Period &)
increments date by the given period
Date & operator-= (BigInteger days)
decrement date by the given number of days
Date & operator-= (const Period &)
decrements date by the given period
Date & operator++ ()
1-day pre-increment
Date operator++ (int)
1-day post-increment
Date & operator-- ()
1-day pre-decrement
Date operator-- (int)
1-day post-decrement
Date operator+ (BigInteger days) const
returns a new date incremented by the given number of days
Date operator+ (const Period &) const
returns a new date incremented by the given period
Date operator- (BigInteger days) const
returns a new date decremented by the given number of days
Date operator- (const Period &) const
returns a new date decremented by the given period

Static Public Member Functions

static methods

static Date todaysDate ()
today's date.
static Date minDate ()
earliest allowed date
static Date maxDate ()
latest allowed date
static bool isLeap (Year y)
whether the given year is a leap one
static Date endOfMonth (const Date &d)
last day of the month to which the given date belongs
static bool isEndOfMonth (const Date &d)
whether a date is the last day of its month
static Date nextWeekday (const Date &d, Weekday w)
next given weekday following or equal to the given date
static Date nthWeekday (Size n, Weekday w, Month m, Year y)
n-th given weekday in the given month and year

Related Functions

(Note that these are not member functions.)
BigInteger operator- (const Date &, const Date &)
Difference in days between dates.
bool operator== (const Date &, const Date &)

bool operator!= (const Date &, const Date &)

bool operator< (const Date &, const Date &)

bool operator<= (const Date &, const Date &)

bool operator> (const Date &, const Date &)

bool operator>= (const Date &, const Date &)

std::ostream & operator<< (std::ostream &, const Date &)

Detailed Description

Concrete date class.

This class provides methods to inspect dates as well as methods and operators which implement a limited date algebra (increasing and decreasing dates, and calculating their difference).

Tests

self-consistency of dates, serial numbers, days of month, months, and weekdays is checked over the whole date range.

Examples:

BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.

Member Function Documentation

static Date nextWeekday (const Date & d, Weekday w) [static]

next given weekday following or equal to the given date

E.g., the Friday following Tuesday, January 15th, 2002 was January 18th, 2002.

see http://www.cpearson.com/excel/DateTimeWS.htm

static Date nthWeekday (Size n, Weekday w, Month m, Year y) [static]

n-th given weekday in the given month and year

E.g., the 4th Thursday of March, 1998 was March 26th, 1998.

see http://www.cpearson.com/excel/DateTimeWS.htm

Friends And Related Function Documentation

bool operator== (const Date &, const Date &) [related]

bool operator!= (const Date &, const Date &) [related]

bool operator< (const Date &, const Date &) [related]

bool operator<= (const Date &, const Date &) [related]

bool operator> (const Date &, const Date &) [related]

bool operator>= (const Date &, const Date &) [related]

std::ostream & operator<< (std::ostream &, const Date &) [related]

Author

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