Date Class Reference

Concrete date class. More...

#include <ql/time/date.hpp>

Collaboration diagram for Date:

Public Types
typedef std::int_fast32_t	serial_type
	serial number type More...

Public Member Functions
constructors
	Date ()
	Default constructor returning a null date. More...
	Date (Date::serial_type serialNumber)
	Constructor taking a serial number as given by Applix or Excel. More...
	Date (Day d, Month m, Year y)
	More traditional constructor. More...
inspectors
Weekday	weekday () const
Day	dayOfMonth () const
Day	dayOfYear () const
	One-based (Jan 1st = 1) More...
Month	month () const
Year	year () const
Date::serial_type	serialNumber () const
date algebra
Date &	operator+= (Date::serial_type days)
	increments date by the given number of days More...
Date &	operator+= (const Period &)
	increments date by the given period More...
Date &	operator-= (Date::serial_type days)
	decrement date by the given number of days More...
Date &	operator-= (const Period &)
	decrements date by the given period More...
Date &	operator++ ()
	1-day pre-increment More...
Date	operator++ (int)
	1-day post-increment More...
Date &	operator-- ()
	1-day pre-decrement More...
Date	operator-- (int)
	1-day post-decrement More...
Date	operator+ (Date::serial_type days) const
	returns a new date incremented by the given number of days More...
Date	operator+ (const Period &) const
	returns a new date incremented by the given period More...
Date	operator- (Date::serial_type days) const
	returns a new date decremented by the given number of days More...
Date	operator- (const Period &) const
	returns a new date decremented by the given period More...

Related Functions
(Note that these are not member functions.)
Date::serial_type	operator- (const Date &, const Date &)
	Difference in days between dates. More...
Time	daysBetween (const Date &, const Date &)
	Difference in days (including fraction of days) between dates. More...
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::size_t	hash_value (const Date &d)
std::ostream &	operator<< (std::ostream &, const Date &)

static methods
Date::serial_type	serialNumber_
static Date	todaysDate ()
	today's date. More...
static Date	minDate ()
	earliest allowed date More...
static Date	maxDate ()
	latest allowed date More...
static bool	isLeap (Year y)
	whether the given year is a leap one More...
static Date	endOfMonth (const Date &d)
	last day of the month to which the given date belongs More...
static bool	isEndOfMonth (const Date &d)
	whether a date is the last day of its month More...
static Date	nextWeekday (const Date &d, Weekday w)
	next given weekday following or equal to the given date More...
static Date	nthWeekday (Size n, Weekday w, Month m, Year y)
	n-th given weekday in the given month and year More...
static Date::serial_type	minimumSerialNumber ()
static Date::serial_type	maximumSerialNumber ()
static void	checkSerialNumber (Date::serial_type serialNumber)
static Date	advance (const Date &d, Integer units, TimeUnit)
static Integer	monthLength (Month m, bool leapYear)
static Integer	monthOffset (Month m, bool leapYear)
static Date::serial_type	yearOffset (Year y)

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

BasketLosses.cpp, BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, CVAIRS.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FRA.cpp, FittedBondCurve.cpp, Gaussian1dModels.cpp, LatentModel.cpp, MulticurveBootstrapping.cpp, Replication.cpp, and Repo.cpp.

Definition at line 125 of file date.hpp.

Member Typedef Documentation

serial_type

typedef std::int_fast32_t serial_type

serial number type

Definition at line 128 of file date.hpp.

Constructor & Destructor Documentation

Date() [1/3]

Date

(

)

Default constructor returning a null date.

Definition at line 58 of file date.cpp.

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Date() [2/3]

Date ( Date::serial_type  serialNumber )

explicit

Constructor taking a serial number as given by Applix or Excel.

Definition at line 61 of file date.cpp.

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Date() [3/3]

Date	(	Day	d,
		Month	m,
		Year	y
	)

More traditional constructor.

Definition at line 66 of file date.cpp.

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Member Function Documentation

weekday()

Weekday weekday

(

)

const

Examples

Bonds.cpp, FRA.cpp, and MulticurveBootstrapping.cpp.

Definition at line 395 of file date.hpp.

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dayOfMonth()

Day dayOfMonth

(

)

const

Definition at line 400 of file date.hpp.

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dayOfYear()

Day dayOfYear

(

)

const

One-based (Jan 1st = 1)

Definition at line 404 of file date.hpp.

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month()

Month month

(

)

const

Definition at line 82 of file date.cpp.

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year()

Year year

(

)

const

Definition at line 93 of file date.cpp.

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serialNumber()

Date::serial_type serialNumber

(

)

const

Definition at line 408 of file date.hpp.

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operator+=() [1/2]

Date & operator+=

(

Date::serial_type

days

)

increments date by the given number of days

Definition at line 101 of file date.cpp.

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operator+=() [2/2]

Date & operator+=

(

const Period &

p

)

increments date by the given period

Definition at line 108 of file date.cpp.

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operator-=() [1/2]

Date & operator-=

(

Date::serial_type

days

)

decrement date by the given number of days

Definition at line 113 of file date.cpp.

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operator-=() [2/2]

Date & operator-=

(

const Period &

p

)

decrements date by the given period

Definition at line 120 of file date.cpp.

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operator++() [1/2]

Date & operator++

(

)

1-day pre-increment

Definition at line 125 of file date.cpp.

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operator++() [2/2]

Date operator++

(

int

)

1-day post-increment

Definition at line 776 of file date.cpp.

operator--() [1/2]

Date & operator--

(

)

1-day pre-decrement

Definition at line 132 of file date.cpp.

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operator--() [2/2]

Date operator--

(

int

)

1-day post-decrement

Definition at line 782 of file date.cpp.

operator+() [1/2]

Date operator+

(

Date::serial_type

days

)

const

returns a new date incremented by the given number of days

Definition at line 412 of file date.hpp.

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operator+() [2/2]

Date operator+

(

const Period &

p

)

const

returns a new date incremented by the given period

Definition at line 420 of file date.hpp.

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operator-() [1/2]

Date operator-

(

Date::serial_type

days

)

const

returns a new date decremented by the given number of days

Definition at line 416 of file date.hpp.

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operator-() [2/2]

Date operator-

(

const Period &

p

)

const

returns a new date decremented by the given period

Definition at line 424 of file date.hpp.

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todaysDate()

Date todaysDate ( )

static

today's date.

Definition at line 788 of file date.cpp.

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minDate()

Date minDate ( )

static

earliest allowed date

Definition at line 766 of file date.cpp.

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maxDate()

Date maxDate ( )

static

latest allowed date

Definition at line 771 of file date.cpp.

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isLeap()

bool isLeap ( Year  y )

static

whether the given year is a leap one

Definition at line 187 of file date.cpp.

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endOfMonth()

Date endOfMonth ( const Date &  d )

static

last day of the month to which the given date belongs

Definition at line 428 of file date.hpp.

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isEndOfMonth()

bool isEndOfMonth ( const Date &  d )

static

whether a date is the last day of its month

Definition at line 434 of file date.hpp.

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nextWeekday()

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

Definition at line 797 of file date.cpp.

nthWeekday()

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

Definition at line 802 of file date.cpp.

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minimumSerialNumber()

Date::serial_type minimumSerialNumber ( )

staticprivate

Definition at line 749 of file date.cpp.

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maximumSerialNumber()

Date::serial_type maximumSerialNumber ( )

staticprivate

Definition at line 753 of file date.cpp.

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checkSerialNumber()

void checkSerialNumber ( Date::serial_type  serialNumber )

staticprivate

Definition at line 757 of file date.cpp.

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advance()

Date advance ( const Date &  d, Integer  units, TimeUnit  units  )

staticprivate

Examples

FRA.cpp, and FittedBondCurve.cpp.

Definition at line 139 of file date.cpp.

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monthLength()

Integer monthLength ( Month  m, bool  leapYear  )

staticprivate

Definition at line 259 of file date.cpp.

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monthOffset()

Integer monthOffset ( Month  m, bool  leapYear  )

staticprivate

Definition at line 269 of file date.cpp.

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yearOffset()

Date::serial_type yearOffset ( Year  y )

staticprivate

Definition at line 283 of file date.cpp.

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Friends And Related Function Documentation

operator-()

Date::serial_type operator- ( const Date &  , const Date &    )

related

Difference in days between dates.

Definition at line 438 of file date.hpp.

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daysBetween()

Time daysBetween ( const Date &  , const Date &    )

related

Difference in days (including fraction of days) between dates.

Definition at line 442 of file date.hpp.

operator==()

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

related

Definition at line 446 of file date.hpp.

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operator!=()

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

related

Definition at line 450 of file date.hpp.

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operator<()

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

related

Definition at line 454 of file date.hpp.

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operator<=()

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

related

Definition at line 458 of file date.hpp.

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operator>()

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

related

Definition at line 462 of file date.hpp.

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operator>=()

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

related

Definition at line 466 of file date.hpp.

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hash_value()

std::size_t hash_value ( const Date &  d )

related

Compute a hash value of d.

This method makes Date hashable via boost::hash.

Example:

#include <unordered_set>
 
std::unordered_set<Date> set;
Date d = Date(1, Jan, 2020); 
 
set.insert(d);
assert(set.count(d)); // 'd' was added to 'set'

Parameters

[in]

d

Date to hash

Returns

A hash value of d

Definition at line 846 of file date.cpp.

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operator<<()

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

related

Definition at line 859 of file date.cpp.

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Member Data Documentation

serialNumber_

Date::serial_type serialNumber_

private

Definition at line 253 of file date.hpp.