ecb.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2009 Ferdinando Ametrano
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
/*! \file ecb.hpp
    \brief European Central Bank reserve maintenance date functions
*/
 
#ifndef quantlib_ecb_hpp
#define quantlib_ecb_hpp
 
#include <ql/time/date.hpp>
#include <set>
#include <vector>
 
namespace QuantLib {
 
    //! European Central Bank reserve maintenance dates
    struct ECB {
 
        static const std::set<Date>& knownDates();
        static void addDate(const Date& d);
        static void removeDate(const Date& d);
 
        //! maintenance period start date in the given month/year
        static Date date(Month m,
                         Year y) { return nextDate(Date(1, m, y) - 1); }
 
        /*! returns the ECB date for the given ECB code
            (e.g. March xxth, 2013 for MAR10).
 
            \warning It raises an exception if the input
                     string is not an ECB code
        */
        static Date date(const std::string& ecbCode,
                         const Date& referenceDate = Date());
 
        /*! returns the ECB code for the given date
            (e.g. MAR10 for March xxth, 2010).
 
            \warning It raises an exception if the input
                     date is not an ECB date
        */
        static std::string code(const Date& ecbDate);
 
        //! next maintenance period start date following the given date
        static Date nextDate(const Date& d = Date());
 
        //! next maintenance period start date following the given ECB code
        static Date nextDate(const std::string& ecbCode,
                             const Date& referenceDate = Date()) {
            return nextDate(date(ecbCode, referenceDate));
        }
 
        //! next maintenance period start dates following the given date
        static std::vector<Date> nextDates(const Date& d = Date());
 
        //! next maintenance period start dates following the given code
        static std::vector<Date> nextDates(const std::string& ecbCode,
                                           const Date& referenceDate = Date()) {
            return nextDates(date(ecbCode, referenceDate));
        }
 
        /*! returns whether or not the given date is
            a maintenance period start date */
        static bool isECBdate(const Date& d) {
            Date date = nextDate(d-1);
            return d==date;
        }
 
        //! returns whether or not the given string is an ECB code
        static bool isECBcode(const std::string& in);
 
        //! next ECB code following the given date
        static std::string nextCode(const Date& d = Date()) {
            return code(nextDate(d));
        }
 
        //! next ECB code following the given code
        static std::string nextCode(const std::string& ecbCode);
 
    };
 
}
 
#endif