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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.
*/
/*! \file calendar.cpp
\brief Abstract calendar class
\fullpath
ql/%calendar.cpp
*/
// $Id: calendar.cpp,v 1.7 2002/01/16 14:43:47 nando Exp $
#include <ql/calendar.hpp>
namespace QuantLib {
Date Calendar::roll(const Date& d , RollingConvention c) const {
QL_REQUIRE(d!=Date(), "Calendar::roll : null date");
Date d1 = d;
if (c == Following || c == ModifiedFollowing) {
while (isHoliday(d1))
d1++;
if (c == ModifiedFollowing && d1.month() != d.month()) {
return roll(d,Preceding);
}
} else if (c == Preceding || c == ModifiedPreceding) {
while (isHoliday(d1))
d1--;
if (c == ModifiedPreceding && d1.month() != d.month()) {
return roll(d,Following);
}
} else {
throw Error("Unknown rolling convention");
}
return d1;
}
Date Calendar::advance(const Date& d, int n, TimeUnit unit,
RollingConvention c) const {
QL_REQUIRE(d!=Date(), "Calendar::roll : null date");
if (n == 0) {
return roll(d,c);
} else if (unit == Days) {
Date d1 = d;
if (n > 0) {
while (n > 0) {
d1++;
while (isHoliday(d1))
d1++;
n--;
}
} else {
while (n < 0) {
d1--;
while(isHoliday(d1))
d1--;
n++;
}
}
return d1;
} else {
Date d1 = d.plus(n,unit);
return roll(d1,c);
}
QL_DUMMY_RETURN(Date());
}
// Western calendars
namespace { // hide implementation into an anonymous namespace
const Day EasterMonday[] = {
107, 98, 90, 103, 95, 114, 106, 91, 111, 102, // 1900-1909
87, 107, 99, 83, 103, 95, 115, 99, 91, 111, // 1910-1919
96, 87, 107, 92, 112, 103, 95, 108, 100, 91, // 1920-1929
111, 96, 88, 107, 92, 112, 104, 88, 108, 100, // 1930-1939
85, 104, 96, 116, 101, 92, 112, 97, 89, 108, // 1940-1949
100, 85, 105, 96, 109, 101, 93, 112, 97, 89, // 1950-1959
109, 93, 113, 105, 90, 109, 101, 86, 106, 97, // 1960-1969
89, 102, 94, 113, 105, 90, 110, 101, 86, 106, // 1970-1979
98, 110, 102, 94, 114, 98, 90, 110, 95, 86, // 1980-1989
106, 91, 111, 102, 94, 107, 99, 90, 103, 95, // 1990-1999
115, 106, 91, 111, 103, 87, 107, 99, 84, 103, // 2000-2009
95, 115, 100, 91, 111, 96, 88, 107, 92, 112, // 2010-2019
104, 95, 108, 100, 92, 111, 96, 88, 108, 92, // 2020-2029
112, 104, 89, 108, 100, 85, 105, 96, 116, 101, // 2030-2039
93, 112, 97, 89, 109, 100, 85, 105, 97, 109, // 2040-2049
101, 93, 113, 97, 89, 109, 94, 113, 105, 90, // 2050-2059
110, 101, 86, 106, 98, 89, 102, 94, 114, 105, // 2060-2069
90, 110, 102, 86, 106, 98, 111, 102, 94, 107, // 2070-2079
99, 90, 110, 95, 87, 106, 91, 111, 103, 94, // 2080-2089
107, 99, 91, 103, 95, 115, 107, 91, 111, 103 // 2090-2099
};
}
Day Calendar::WesternCalendarImpl::easterMonday(Year y) {
return EasterMonday[y-1900];
}
}
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