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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 date.cpp
\brief date- and time-related classes, typedefs and enumerations
\fullpath
ql/%date.cpp
*/
// $Id: date.cpp,v 1.14 2002/03/11 14:07:47 lballabio Exp $
#include <ql/dataformatters.hpp>
#include <iostream>
namespace QuantLib {
namespace { // hide implementation in an anonymous namespace
// valid date interval definition
const Size MinimumSerialNumber = 367; // Jan 1st, 1901
const Size MaximumSerialNumber = 73050; // Dec 31st, 2099
const Date MinimumDate = Date(MinimumSerialNumber);
const Date MaximumDate = Date(MaximumSerialNumber);
const Size MonthOffset[] = {
0, 31, 59, 90, 120, 151, // Jan - Jun
181, 212, 243, 273, 304, 334, // Jun - Dec
365 // used in dayOfMonth to bracket day
};
const Size MonthLeapOffset[] = {
0, 31, 60, 91, 121, 152, // Jan - Jun
182, 213, 244, 274, 305, 335, // Jun - Dec
366 // used in dayOfMonth to bracket day
};
const Size MonthLength[] = {
31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31
};
const Size MonthLeapLength[] = {
31, 29, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31
};
// yearOffset and yearIsLeap enforce the 1900-2100 limit
// the list of all December 31st in the preceding year
// e.g. for 1901 yearOffset[1] is 366 that is December 31 1900
const Size YearOffset[] = {
// 1900-1909
0, 366, 731, 1096, 1461, 1827, 2192, 2557, 2922, 3288,
// 1910-1919
3653, 4018, 4383, 4749, 5114, 5479, 5844, 6210, 6575, 6940,
// 1920-1929
7305, 7671, 8036, 8401, 8766, 9132, 9497, 9862,10227,10593,
// 1930-1939
10958,11323,11688,12054,12419,12784,13149,13515,13880,14245,
// 1940-1949
14610,14976,15341,15706,16071,16437,16802,17167,17532,17898,
// 1950-1959
18263,18628,18993,19359,19724,20089,20454,20820,21185,21550,
// 1960-1969
21915,22281,22646,23011,23376,23742,24107,24472,24837,25203,
// 1970-1979
25568,25933,26298,26664,27029,27394,27759,28125,28490,28855,
// 1980-1989
29220,29586,29951,30316,30681,31047,31412,31777,32142,32508,
// 1990-1999
32873,33238,33603,33969,34334,34699,35064,35430,35795,36160,
// 2000-2009
36525,36891,37256,37621,37986,38352,38717,39082,39447,39813,
// 2010-2019
40178,40543,40908,41274,41639,42004,42369,42735,43100,43465,
// 2020-2029
43830,44196,44561,44926,45291,45657,46022,46387,46752,47118,
// 2030-2039
47483,47848,48213,48579,48944,49309,49674,50040,50405,50770,
// 2040-2049
51135,51501,51866,52231,52596,52962,53327,53692,54057,54423,
// 2050-2059
54788,55153,55518,55884,56249,56614,56979,57345,57710,58075,
// 2060-2069
58440,58806,59171,59536,59901,60267,60632,60997,61362,61728,
// 2070-2079
62093,62458,62823,63189,63554,63919,64284,64650,65015,65380,
// 2080-2089
65745,66111,66476,66841,67206,67572,67937,68302,68667,69033,
// 2090-2099
69398,69763,70128,70494,70859,71224,71589,71955,72320,72685,
// 2100
73050
};
const bool YearIsLeap[] = {
// 1900 is leap in agreement with Excel's bug
// 1900 is out of valid date range anyway
// 1900-1909
true,false,false,false, true,false,false,false, true,false,
// 1910-1919
false,false, true,false,false,false, true,false,false,false,
// 1920-1929
true,false,false,false, true,false,false,false, true,false,
// 1930-1939
false,false, true,false,false,false, true,false,false,false,
// 1940-1949
true,false,false,false, true,false,false,false, true,false,
// 1950-1959
false,false, true,false,false,false, true,false,false,false,
// 1960-1969
true,false,false,false, true,false,false,false, true,false,
// 1970-1979
false,false, true,false,false,false, true,false,false,false,
// 1980-1989
true,false,false,false, true,false,false,false, true,false,
// 1990-1999
false,false, true,false,false,false, true,false,false,false,
// 2000-2009
true,false,false,false, true,false,false,false, true,false,
// 2010-2019
false,false, true,false,false,false, true,false,false,false,
// 2020-2029
true,false,false,false, true,false,false,false, true,false,
// 2030-2039
false,false, true,false,false,false, true,false,false,false,
// 2040-2049
true,false,false,false, true,false,false,false, true,false,
// 2050-2059
false,false, true,false,false,false, true,false,false,false,
// 2060-2069
true,false,false,false, true,false,false,false, true,false,
// 2070-2079
false,false, true,false,false,false, true,false,false,false,
// 2080-2089
true,false,false,false, true,false,false,false, true,false,
// 2090-2099
false,false, true,false,false,false, true,false,false,false,
// 2100
false
};
}
// constructors
Date::Date()
: serialNumber_(0) {}
Date::Date(int serialNumber)
: serialNumber_(serialNumber) {
#ifdef QL_DEBUG
QL_REQUIRE(serialNumber >= MinimumSerialNumber &&
serialNumber <= MaximumSerialNumber,
"Date " + IntegerFormatter::toString(serialNumber) +
"outside allowed range [" +
DateFormatter::toString(minDate()) + "-" +
DateFormatter::toString(maxDate()) + "]");
#endif
}
Date::Date(Day d, Month m, Year y) {
QL_REQUIRE(int(y) > 1900 && int(y) < 2100,
"Date::Date : year " + IntegerFormatter::toString(int(y)) +
" out of bound. It must be in [1901,2099]");
QL_REQUIRE(int(m) > 0 && int(m) < 13,
"Date::Date : month " + IntegerFormatter::toString(int(m)) +
" outside January-December range [1,12]");
bool leap = isLeap(y);
Day len = monthLength(m,leap), offset = monthOffset(m,leap);
QL_REQUIRE(int(d) <= len && int(d) > 0,
"Date::Date : day outside month (" +
IntegerFormatter::toString(int(m)) + ") day-range "
"Date::Date : month " + IntegerFormatter::toString(int(m)) +
"[1," + IntegerFormatter::toString(int(len)) + "]");
serialNumber_ = d + offset + yearOffset(y);
#ifdef QL_DEBUG
QL_REQUIRE(*this >= minDate() && *this <= maxDate(),
"Date outside allowed range 1901-2099");
#endif
}
Month Date::month() const {
Day d = dayOfYear(); // dayOfYear is 1 based
int m = d/30 + 1;
bool leap = isLeap(year());
while (d <= int(monthOffset(Month(m),leap)))
m--;
while (d > int(monthOffset(Month(m+1),leap)))
m++;
return Month(m);
}
Year Date::year() const {
Year y = (serialNumber_ / 365)+1900;
// yearOffset(y) is December 31st of the preceding year
if (serialNumber_ <= int(yearOffset(y)))
y--;
return y;
}
Date Date::plusMonths(int months) const {
Day d = dayOfMonth();
int m = int(month())+months;
Year y = year();
while (m > 12) {
m -= 12;
y += 1;
}
while (m < 1) {
m += 12;
y -= 1;
}
QL_ENSURE(y >= 1900 && y <= 2099, "Date::plusMonths() : "
"year " + IntegerFormatter::toString(y) +
" out of bound. It must be in [1901,2099]");
int length = monthLength(Month(m), isLeap(y));
if (d > length)
d = length;
return Date(d,Month(m),y);
}
Date Date::plusYears(int years) const {
Day d = dayOfMonth();
Month m = month();
Year y = year()+years;
QL_ENSURE(y >= 1900 && y <= 2099, "Date::plusMonths() : "
"year " + IntegerFormatter::toString(y) +
" out of bound. It must be in [1901,2099]");
if (d == 29 && m == February && !isLeap(y))
d = 28;
return Date(d,m,y);
}
Date Date::plus(int units, TimeUnit theUnit) const {
Date d;
switch (theUnit) {
case Days:
d = plusDays(units);
break;
case Weeks:
d = plusWeeks(units);
break;
case Months:
d = plusMonths(units);
break;
case Years:
d = plusYears(units);
break;
default:
throw IllegalArgumentError("Date::plus : undefined time units");
}
return d;
}
Date Date::minDate() {
return MinimumDate;
}
Date Date::maxDate() {
return MaximumDate;
}
bool Date::isLeap(Year y) {
return YearIsLeap[y-1900];
}
Size Date::monthLength(Month m, bool leapYear) {
return (leapYear? MonthLeapLength[m-1] : MonthLength[m-1]);
}
Size Date::monthOffset(Month m, bool leapYear) {
return (leapYear? MonthLeapOffset[m-1] : MonthOffset[m-1]);
}
Size Date::yearOffset(Year y) {
return YearOffset[y-1900];
}
std::ostream& operator<< (std::ostream& stream, const Date& date) {
return stream << DateFormatter::toString(date, true);
}
}
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