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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.hpp
\brief date- and time-related classes, typedefs and enumerations
\fullpath
ql/%date.hpp
*/
// $Id: date.hpp,v 1.12 2002/03/11 14:07:47 lballabio Exp $
#ifndef quantlib_date_h
#define quantlib_date_h
#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <utility>
namespace QuantLib {
//! Day number
typedef int Day;
/*! Day's serial number MOD 7;
WEEKDAY Excel function is the same except for Sunday = 7
*/
enum Weekday { Sunday = 1,
Monday = 2,
Tuesday = 3,
Wednesday = 4,
Thursday = 5,
Friday = 6,
Saturday = 7};
//! Month names
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 };
//! Year number
typedef int Year;
//! Units used to describe time periods
enum TimeUnit { Days = 0,
Weeks = 1,
Months = 2,
Years = 3 };
//! Time period described by a number of a given time unit
class Period {
public:
Period()
: length_(0), units_(Days) {}
Period(int n, TimeUnit units)
: length_(n), units_(units) {}
int length() const { return length_; }
TimeUnit units() const { return units_; }
private:
int length_;
TimeUnit units_;
};
//! 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).
*/
class Date {
public:
//! \name constructors
//@{
//! Default constructor returning a null date.
Date();
//! Constructor taking a serial number as given by Applix or Excel.
explicit Date(int serialNumber);
//! More traditional constructor.
Date(Day d, Month m, Year y);
//@}
//! \name inspectors
//@{
Weekday weekday() const;
Day dayOfMonth() const;
//! One-based (Jan 1st = 1)
Day dayOfYear() const;
Month month() const;
Year year() const;
int serialNumber() const;
//@}
//! \name date algebra
//@{
//! increments date in place
Date& operator+=(int days);
//! decrement date in place
Date& operator-=(int days);
//! 1-day pre-increment
Date& operator++();
//! 1-day post-increment
Date operator++(int );
//! 1-day pre-decrement
Date& operator--();
//! 1-day post-decrement
Date operator--(int );
//! returns a new incremented date
Date operator+(int days) const;
//! returns a new decremented date
Date operator-(int days) const;
//@}
//! \name other methods to increment/decrement dates
//@{
Date plusDays(int days) const;
Date plusWeeks(int weeks) const;
Date plusMonths(int months) const;
Date plusYears(int years) const;
Date plus(int units, TimeUnit) const;
Date plus(const Period&) const;
//@}
//! \name static methods
//@{
static bool isLeap(Year y);
//! earliest allowed date
static Date minDate();
//! latest allowed date
static Date maxDate();
//@}
private:
int serialNumber_;
static Size monthLength(Month m, bool leapYear);
static Size monthOffset(Month m, bool leapYear);
static Size yearOffset(Year y);
};
/*! \relates Date
\brief Difference in days between dates
*/
int operator-(const Date&, const Date&);
/*! \relates Date */
bool operator==(const Date&, const Date&);
/*! \relates Date */
bool operator!=(const Date&, const Date&);
/*! \relates Date */
bool operator<(const Date&, const Date&);
/*! \relates Date */
bool operator<=(const Date&, const Date&);
/*! \relates Date */
bool operator>(const Date&, const Date&);
/*! \relates Date */
bool operator>=(const Date&, const Date&);
/*! \relates Date */
std::ostream& operator<< (std::ostream& stream, const Date& result);
// inline definitions
inline Weekday Date::weekday() const {
int w = serialNumber_ % 7;
return Weekday(w == 0 ? 7 : w);
}
inline Day Date::dayOfMonth() const {
return dayOfYear() - monthOffset(month(),isLeap(year()));
}
inline Day Date::dayOfYear() const {
return serialNumber_ - yearOffset(year());
}
inline int Date::serialNumber() const {
return serialNumber_;
}
inline Date& Date::operator+=(int days) {
serialNumber_ += days;
return *this;
}
inline Date& Date::operator-=(int days) {
serialNumber_ -= days;
return *this;
}
inline Date& Date::operator++() {
serialNumber_++;
return *this;
}
inline Date Date::operator++(int ) {
Date temp = *this;
serialNumber_++;
return temp;
}
inline Date& Date::operator--() {
serialNumber_--;
return *this;
}
inline Date Date::operator--(int ) {
Date temp = *this;
serialNumber_--;
return temp;
}
inline Date Date::operator+(int days) const {
return Date(serialNumber_+days);
}
inline Date Date::operator-(int days) const {
return Date(serialNumber_-days);
}
inline Date Date::plusDays(int days) const {
return Date(serialNumber_+days);
}
inline Date Date::plusWeeks(int weeks) const {
return Date(serialNumber_+weeks*7);
}
inline Date Date::plus(const Period& p) const {
return plus(p.length(),p.units());
}
inline int operator-(const Date& d1, const Date& d2) {
return d1.serialNumber()-d2.serialNumber();
}
inline bool operator==(const Date& d1, const Date& d2) {
return (d1.serialNumber() == d2.serialNumber());
}
inline bool operator!=(const Date& d1, const Date& d2) {
return (d1.serialNumber() != d2.serialNumber());
}
inline bool operator<(const Date& d1, const Date& d2) {
return (d1.serialNumber() < d2.serialNumber());
}
inline bool operator<=(const Date& d1, const Date& d2) {
return (d1.serialNumber() <= d2.serialNumber());
}
inline bool operator>(const Date& d1, const Date& d2) {
return (d1.serialNumber() > d2.serialNumber());
}
inline bool operator>=(const Date& d1, const Date& d2) {
return (d1.serialNumber() >= d2.serialNumber());
}
}
#endif
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