QuantExt::DateUtilities Namespace Reference

Functions
Date	lastWeekday (Weekday dayOfWeek, Month m, Year y)
QuantLib::Date	lastWeekday (QuantLib::Weekday dayOfWeek, QuantLib::Month m, QuantLib::Year y)

Function Documentation

lastWeekday() [1/2]

Date lastWeekday	(	Weekday	dayOfWeek,
		Month	m,
		Year	y
	)

Definition at line 31 of file dateutilities.cpp.

                                                     {
    Date endOfMonth = Date::endOfMonth(Date(1, m, y));
    Weekday lastWeekDayOfTheMonth = endOfMonth.weekday();
    auto lastDayOfMonth = endOfMonth.dayOfMonth();
    if (lastWeekDayOfTheMonth >= dayOfWeek) {
        return Date(lastDayOfMonth - (lastWeekDayOfTheMonth - dayOfWeek), m, y);
    } else {
        return Date(lastDayOfMonth - 7 + (dayOfWeek - lastWeekDayOfTheMonth), m, y);
    }
}

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lastWeekday() [2/2]

QuantLib::Date lastWeekday	(	QuantLib::Weekday	dayOfWeek,
		QuantLib::Month	m,
		QuantLib::Year	y
	)