Date Class Reference

Concrete date class. More...

#include <ql/time/date.hpp>

Public Types
typedef boost::int_fast32_t	serial_type
	serial number type

Public Member Functions
constructors
	Date ()
	Default constructor returning a null date.
	Date (Date::serial_type 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
Date::serial_type	serialNumber () const
date algebra
Date &	operator+= (Date::serial_type days)
	increments date by the given number of days
Date &	operator+= (const Period &)
	increments date by the given period
Date &	operator-= (Date::serial_type 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+ (Date::serial_type 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- (Date::serial_type 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

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

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 More...
static Date	nthWeekday (Size n, Weekday w, Month m, Year y)
	n-th given weekday in the given month and year More...

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

Member Function Documentation

nextWeekday()

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

nthWeekday()

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

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 <boost/unordered_set.hpp>
 
boost::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