Modules
	Calendars

	Day counters

Classes
class	DateInterval
	Date interval described by a number of a given time unit. More...

class	PricingPeriod
	Time pricingperiod described by a number of a given time unit. More...

class	Calendar
	calendar class More...

class	Date
	Concrete date class. More...

struct	DateGeneration
	Date-generation rule. More...

class	DayCounter
	day counter class More...

class	Period

class	Schedule
	Payment schedule. More...

Typedefs
typedef Integer	Day
	Day number. More...

typedef Integer	Year
	Year number. More...

Enumerations
enum	BusinessDayConvention { Following , ModifiedFollowing , Preceding , ModifiedPreceding , Unadjusted , HalfMonthModifiedFollowing , Nearest }
	Business Day conventions. More...

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. More...

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. More...

enum	TimeUnit { Days , Weeks , Months , Years , Hours , Minutes , Seconds , Milliseconds , Microseconds }
	Units used to describe time periods. More...

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

◆ Day

typedef Integer Day

Day number.

Definition at line 53 of file date.hpp.

◆ Year

typedef Integer Year

Year number.

Definition at line 87 of file date.hpp.

Enumeration Type Documentation

◆ BusinessDayConvention

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.
HalfMonthModifiedFollowing	Choose the first business day after the given holiday unless that day crosses the mid-month (15th) or the end of month, in which case choose the first business day before the holiday.
Nearest	Choose the nearest business day to the given holiday. If both the preceding and following business days are equally far away, default to following business day.

Definition at line 41 of file businessdayconvention.hpp.

◆ Month

enum Month

Month names.

Enumerator
January
February
March
April
May
June
July
August
September
October
November
December
Jan
Feb
Mar
Apr
Jun
Jul
Aug
Sep
Oct
Nov
Dec

Definition at line 57 of file date.hpp.

◆ Frequency

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

Definition at line 37 of file frequency.hpp.

◆ TimeUnit

enum TimeUnit

Units used to describe time periods.

Enumerator
Days
Weeks
Months
Years
Hours
Minutes
Seconds
Milliseconds
Microseconds

Definition at line 37 of file timeunit.hpp.

◆ Weekday

enum Weekday

Day's serial number MOD 7; WEEKDAY Excel function is the same except for Sunday = 7.

Enumerator
Sunday
Monday
Tuesday
Wednesday
Thursday
Friday
Saturday
Sun
Mon
Tue
Wed
Thu
Fri
Sat

Definition at line 41 of file weekday.hpp.

Modules

Classes

Typedefs

Enumerations