Date and time calculations

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::Impl
	abstract base class for calendar implementations More...
class	Calendar::WesternImpl
	partial calendar implementation More...
class	Calendar::OrthodoxImpl
	partial calendar implementation More...
class	Calendar
	calendar class More...
class	Date
	Concrete date class. More...
struct	DateGeneration
	Date-generation rule. More...
class	DayCounter::Impl
	abstract base class for day counter implementations 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	Rule {   Backward, Forward, Zero, ThirdWednesday,   Twentieth, TwentiethIMM, OldCDS, CDS }
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

typedef Integer Day

Day number.

typedef Integer Year

Year number.

Enumeration Type Documentation

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.

enum Month

Month names.

enum Rule

Enumerator
Backward	Backward from termination date to effective date.
Forward	Forward from effective date to termination date.
Zero	No intermediate dates between effective date and termination date.
ThirdWednesday	All dates but effective date and termination date are taken to be on the third wednesday of their month (with forward calculation.)
Twentieth	All dates but the effective date are taken to be the twentieth of their month (used for CDS schedules in emerging markets.) The termination date is also modified.
TwentiethIMM	All dates but the effective date are taken to be the twentieth of an IMM month (used for CDS schedules.) The termination date is also modified.
OldCDS	Same as TwentiethIMM with unrestricted date ends and log/short stub coupon period (old CDS convention).
CDS	Credit derivatives standard rule since 'Big Bang' changes in 2009.

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

enum TimeUnit

Units used to describe time periods.

enum Weekday

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