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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
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 ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
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.
*/
// $Id: Calendars.i,v 1.19 2002/02/15 16:38:00 marmar Exp $
#ifndef quantlib_calendar_i
#define quantlib_calendar_i
%include Date.i
%include String.i
%{
using QuantLib::RollingConvention;
using QuantLib::Preceding;
using QuantLib::ModifiedPreceding;
using QuantLib::Following;
using QuantLib::ModifiedFollowing;
%}
// typemap rolling conventions to corresponding strings
%typemap(python,in) RollingConvention (RollingConvention temp),
const RollingConvention & (RollingConvention temp) {
if (PyString_Check($source)) {
std::string s(PyString_AsString($source));
s = StringFormatter::toLowercase(s);
if (s == "f" || s == "fol" || s == "following")
temp = Following;
else if (s == "mf" ||s == "modfol" || s == "modifiedfollowing")
temp = ModifiedFollowing;
else if (s == "p" || s == "pre" || s == "preceding")
temp = Preceding;
else if (s == "mp" ||s == "modpre" || s == "modifiedpreceding")
temp = ModifiedPreceding;
else {
PyErr_SetString(PyExc_TypeError,(s+" is not "
"a rolling convention").c_str());
return NULL;
}
} else {
PyErr_SetString(PyExc_TypeError,"rolling convention expected");
return NULL;
}
$target = &temp;
};
%typemap(python,out) RollingConvention, const RollingConvention & {
switch (*$source) {
case Following:
$target = PyString_FromString("Following");
break;
case ModifiedFollowing:
$target = PyString_FromString("ModifiedFollowing");
break;
case Preceding:
$target = PyString_FromString("Preceding");
break;
case ModifiedPreceding:
$target = PyString_FromString("ModifiedPreceding");
break;
default:
$target = PyString_FromString("Unknown");
}
};
%typemap(python,ret) RollingConvention {
delete $source;
}
%{
using QuantLib::Calendar;
using QuantLib::Calendars::Frankfurt;
using QuantLib::Calendars::Helsinki;
using QuantLib::Calendars::Johannesburg;
using QuantLib::Calendars::London;
using QuantLib::Calendars::Milan;
using QuantLib::Calendars::NewYork;
using QuantLib::Calendars::TARGET;
using QuantLib::Calendars::Tokyo;
using QuantLib::Calendars::Toronto;
using QuantLib::Calendars::Sydney;
using QuantLib::Calendars::Wellington;
using QuantLib::Calendars::Zurich;
%}
// export Calendar
class Calendar {
public:
// constructor redefined below as string-based factory
~Calendar();
// inspectors
bool isBusinessDay(const Date& d);
bool isHoliday(const Date& d);
Date roll(const Date& d, RollingConvention convention);
Date advance(const Date& d, int n, TimeUnit unit,
RollingConvention convention);
};
%addmethods Calendar {
Calendar(const String& name) {
String s = StringFormatter::toLowercase(name);
if (s == "target" || s == "euro" || s == "eur")
return new TARGET;
else if (s == "newyork" || s == "ny" || s == "nyc")
return new NewYork;
else if (s == "london" || s == "lon")
return new London;
else if (s == "milan" || s == "mil")
return new Milan;
else if (s == "frankfurt" || s == "fft")
return new Frankfurt;
else if (s == "zurich" || s == "zur")
return new Zurich;
else if (s == "helsinki")
return new Helsinki;
else if (s == "johannesburg")
return new Johannesburg;
else if (s == "wellington")
return new Wellington;
else if (s == "tokyo")
return new Tokyo;
else if (s == "toronto")
return new Toronto;
else if (s == "sydney")
return new Sydney;
else
throw Error("Unknown calendar: " + name);
QL_DUMMY_RETURN((Calendar*)(0));
}
String __str__() {
return self->name()+" calendar";
}
String __repr__() {
return "Calendar('" + self->name() + "')";
}
int __cmp__(const Calendar& other) {
return ((*self) == other ? 0 : 1);
}
}
#endif
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