File: date.cpp

package info (click to toggle)
quantlib 1.21-1
  • links: PTS, VCS
  • area: main
  • in suites: bullseye
  • size: 45,532 kB
  • sloc: cpp: 388,042; makefile: 6,661; sh: 4,381; lisp: 86
file content (993 lines) | stat: -rw-r--r-- 35,416 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
 Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano
 Copyright (C) 2006 Katiuscia Manzoni
 Copyright (C) 2006 Toyin Akin
 Copyright (C) 2015 Klaus Spanderen
 Copyright (C) 2020 Leonardo Arcari
 Copyright (C) 2020 Kline s.r.l.

 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
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 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.
*/

#include <ql/time/date.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <ql/errors.hpp>
#if defined(__GNUC__) && (((__GNUC__ == 4) && (__GNUC_MINOR__ >= 8)) || (__GNUC__ > 4))
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wunused-local-typedefs"
#endif
#include <boost/date_time/gregorian/gregorian.hpp>
#include <boost/date_time/posix_time/posix_time_types.hpp>
#include <boost/functional/hash.hpp>
#if defined(__GNUC__) && (((__GNUC__ == 4) && (__GNUC_MINOR__ >= 8)) || (__GNUC__ > 4))
#pragma GCC diagnostic pop
#endif
#include <iomanip>
#include <ctime>

#if defined(BOOST_NO_STDC_NAMESPACE)
    namespace std { using ::time; using ::time_t; using ::tm;
                    using ::gmtime; using ::localtime; }
#endif

#ifdef QL_HIGH_RESOLUTION_DATE
using boost::posix_time::ptime;
using boost::posix_time::time_duration;
#endif


namespace QuantLib {
#ifndef QL_HIGH_RESOLUTION_DATE
    // constructors
    Date::Date()
    : serialNumber_(Date::serial_type(0)) {}

    Date::Date(Date::serial_type serialNumber)
    : serialNumber_(serialNumber) {
        checkSerialNumber(serialNumber);
    }

    Date::Date(Day d, Month m, Year y) {
        QL_REQUIRE(y > 1900 && y < 2200,
                   "year " << y << " out of bound. It must be in [1901,2199]");
        QL_REQUIRE(Integer(m) > 0 && Integer(m) < 13,
                   "month " << Integer(m)
                   << " outside January-December range [1,12]");

        bool leap = isLeap(y);
        Day len = monthLength(m,leap), offset = monthOffset(m,leap);
        QL_REQUIRE(d <= len && d > 0,
                   "day outside month (" << Integer(m) << ") day-range "
                   << "[1," << len << "]");

        serialNumber_ = d + offset + yearOffset(y);
    }

    Month Date::month() const {
        Day d = dayOfYear(); // dayOfYear is 1 based
        Integer m = d/30 + 1;
        bool leap = isLeap(year());
        while (d <= monthOffset(Month(m),leap))
            --m;
        while (d > monthOffset(Month(m+1),leap)) // NOLINT(misc-misplaced-widening-cast)
            ++m;
        return Month(m);
    }

    Year Date::year() const {
        Year y = (serialNumber_ / 365)+1900;
        // yearOffset(y) is December 31st of the preceding year
        if (serialNumber_ <= yearOffset(y))
            --y;
        return y;
    }

    Date& Date::operator+=(Date::serial_type days) {
        Date::serial_type serial = serialNumber_ + days;
        checkSerialNumber(serial);
        serialNumber_ = serial;
        return *this;
    }

    Date& Date::operator+=(const Period& p) {
        serialNumber_ = advance(*this,p.length(),p.units()).serialNumber();
        return *this;
    }

    Date& Date::operator-=(Date::serial_type days) {
        Date::serial_type serial = serialNumber_ - days;
        checkSerialNumber(serial);
        serialNumber_ = serial;
        return *this;
    }

    Date& Date::operator-=(const Period& p) {
        serialNumber_ = advance(*this,-p.length(),p.units()).serialNumber();
        return *this;
    }

    Date& Date::operator++() {
        Date::serial_type serial = serialNumber_ + 1;
        checkSerialNumber(serial);
        serialNumber_ = serial;
        return *this;
    }

    Date& Date::operator--() {
        Date::serial_type serial = serialNumber_ - 1;
        checkSerialNumber(serial);
        serialNumber_ = serial;
        return *this;
    }

    Date Date::advance(const Date& date, Integer n, TimeUnit units) {
        switch (units) {
          case Days:
            return date + n;
          case Weeks:
            return date + 7*n;
          case Months: {
            Day d = date.dayOfMonth();
            Integer m = Integer(date.month())+n;
            Year y = date.year();
            while (m > 12) {
                m -= 12;
                y += 1;
            }
            while (m < 1) {
                m += 12;
                y -= 1;
            }

            QL_ENSURE(y >= 1900 && y <= 2199,
                      "year " << y << " out of bounds. "
                      << "It must be in [1901,2199]");

            Integer length = monthLength(Month(m), isLeap(y));
            if (d > length)
                d = length;

            return Date(d, Month(m), y);
          }
          case Years: {
              Day d = date.dayOfMonth();
              Month m = date.month();
              Year y = date.year()+n;

              QL_ENSURE(y >= 1900 && y <= 2199,
                        "year " << y << " out of bounds. "
                        << "It must be in [1901,2199]");

              if (d == 29 && m == February && !isLeap(y))
                  d = 28;

              return Date(d,m,y);
          }
          default:
            QL_FAIL("undefined time units");
        }
    }

    bool Date::isLeap(Year y) {
        static 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,
            // 2100-2109
            false,false,false,false, true,false,false,false, true,false,
            // 2110-2119
            false,false, true,false,false,false, true,false,false,false,
            // 2120-2129
             true,false,false,false, true,false,false,false, true,false,
            // 2130-2139
            false,false, true,false,false,false, true,false,false,false,
            // 2140-2149
             true,false,false,false, true,false,false,false, true,false,
            // 2150-2159
            false,false, true,false,false,false, true,false,false,false,
            // 2160-2169
             true,false,false,false, true,false,false,false, true,false,
            // 2170-2179
            false,false, true,false,false,false, true,false,false,false,
            // 2180-2189
             true,false,false,false, true,false,false,false, true,false,
            // 2190-2199
            false,false, true,false,false,false, true,false,false,false,
            // 2200
            false
        };
        QL_REQUIRE(y>=1900 && y<=2200, "year outside valid range");
        return YearIsLeap[y-1900];
    }


    Integer Date::monthLength(Month m, bool leapYear) {
        static const Integer MonthLength[] = {
            31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31
        };
        static const Integer MonthLeapLength[] = {
            31, 29, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31
        };
        return (leapYear? MonthLeapLength[m-1] : MonthLength[m-1]);
    }

    Integer Date::monthOffset(Month m, bool leapYear) {
        static const Integer MonthOffset[] = {
              0,  31,  59,  90, 120, 151,   // Jan - Jun
            181, 212, 243, 273, 304, 334,   // Jun - Dec
            365     // used in dayOfMonth to bracket day
        };
        static const Integer MonthLeapOffset[] = {
              0,  31,  60,  91, 121, 152,   // Jan - Jun
            182, 213, 244, 274, 305, 335,   // Jun - Dec
            366     // used in dayOfMonth to bracket day
        };
        return (leapYear? MonthLeapOffset[m-1] : MonthOffset[m-1]);
    }

    Date::serial_type Date::yearOffset(Year y) {
        // the list of all December 31st in the preceding year
        // e.g. for 1901 yearOffset[1] is 366, that is, December 31 1900
        static const Date::serial_type 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,
            // 2100-2109
            73050,73415,73780,74145,74510,74876,75241,75606,75971,76337,
            // 2110-2119
            76702,77067,77432,77798,78163,78528,78893,79259,79624,79989,
            // 2120-2129
            80354,80720,81085,81450,81815,82181,82546,82911,83276,83642,
            // 2130-2139
            84007,84372,84737,85103,85468,85833,86198,86564,86929,87294,
            // 2140-2149
            87659,88025,88390,88755,89120,89486,89851,90216,90581,90947,
            // 2150-2159
            91312,91677,92042,92408,92773,93138,93503,93869,94234,94599,
            // 2160-2169
            94964,95330,95695,96060,96425,96791,97156,97521,97886,98252,
            // 2170-2179
            98617,98982,99347,99713,100078,100443,100808,101174,101539,101904,
            // 2180-2189
            102269,102635,103000,103365,103730,104096,104461,104826,105191,105557,
            // 2190-2199
            105922,106287,106652,107018,107383,107748,108113,108479,108844,109209,
            // 2200
            109574
        };
        return YearOffset[y-1900];
    }

#else

    namespace {
        const boost::gregorian::date& serialNumberDateReference() {
            static const boost::gregorian::date dateReference(
                1899, boost::gregorian::Dec, 30);
            return dateReference;
        }


#define compatibleEnums (   int(boost::date_time::Monday)   +1 == Monday    \
                         && int(boost::date_time::Tuesday)  +1 == Tuesday   \
                         && int(boost::date_time::Wednesday)+1 == Wednesday \
                         && int(boost::date_time::Thursday) +1 == Thursday  \
                         && int(boost::date_time::Friday)   +1 == Friday    \
                         && int(boost::date_time::Saturday) +1 == Saturday  \
                         && int(boost::date_time::Sunday)   +1 == Sunday    \
                         && int(boost::date_time::Jan) == January           \
                         && int(boost::date_time::Feb) == February          \
                         && int(boost::date_time::Mar) == March             \
                         && int(boost::date_time::Apr) == April             \
                         && int(boost::date_time::May) == May               \
                         && int(boost::date_time::Jun) == June              \
                         && int(boost::date_time::Jul) == July              \
                         && int(boost::date_time::Aug) == August            \
                         && int(boost::date_time::Sep) == September         \
                         && int(boost::date_time::Oct) == October           \
                         && int(boost::date_time::Nov) == November          \
                         && int(boost::date_time::Dec) == December           )

        template <bool compatible>
        Weekday mapBoostDateType2QL(boost::gregorian::greg_weekday d) {
            if (compatible) {
                return Weekday(d.as_number() + 1);
            }
            else {
                switch (d) {
                  case boost::date_time::Monday   : return Monday;
                  case boost::date_time::Tuesday  : return Tuesday;
                  case boost::date_time::Wednesday: return Wednesday;
                  case boost::date_time::Thursday : return Thursday;
                  case boost::date_time::Friday   : return Friday;
                  case boost::date_time::Saturday : return Saturday;
                  case boost::date_time::Sunday   : return Sunday;
                  default:
                    QL_FAIL("unknown boost date_time day of week given");
                }
            }
        }

        template <bool compatible>
        Month mapBoostDateType2QL(boost::gregorian::greg_month m) {
            if (compatible) {
                return Month(m.as_number());
            }
            else {
                switch (m) {
                  case boost::date_time::Jan : return January;
                  case boost::date_time::Feb : return February;
                  case boost::date_time::Mar : return March;
                  case boost::date_time::Apr : return April;
                  case boost::date_time::May : return May;
                  case boost::date_time::Jun : return June;
                  case boost::date_time::Jul : return July;
                  case boost::date_time::Aug : return August;
                  case boost::date_time::Sep : return September;
                  case boost::date_time::Oct : return October;
                  case boost::date_time::Nov : return November;
                  case boost::date_time::Dec : return December;
                  default:
                    QL_FAIL("unknown boost date_time month of week given");
                }
            }
        }


        template <bool compatible>
        boost::gregorian::greg_month mapQLDateType2Boost(Month m) {
            if (compatible) {
                return boost::gregorian::greg_month(m);
            }
            else {
                switch (m) {
                  case January  : return boost::date_time::Jan;
                  case February : return boost::date_time::Feb;
                  case March    : return boost::date_time::Mar;
                  case April    : return boost::date_time::Apr;
                  case May      : return boost::date_time::May;
                  case June     : return boost::date_time::Jun;
                  case July     : return boost::date_time::Jul;
                  case August   : return boost::date_time::Aug;
                  case September: return boost::date_time::Sep;
                  case October  : return boost::date_time::Oct;
                  case November : return boost::date_time::Nov;
                  case December : return boost::date_time::Dec;
                  default:
                    QL_FAIL("unknown boost date_time month of week given");
                }
            }
        }

        void advance(ptime& dt, Integer n, TimeUnit units) {
            using boost::gregorian::gregorian_calendar;

            switch (units) {
              case Days:
                dt += boost::gregorian::days(n);
                break;
              case Weeks:
                dt += boost::gregorian::weeks(n);
                break;
              case Months:
              case Years : {
                  const boost::gregorian::date date = dt.date();
                  const Day eoM = gregorian_calendar::end_of_month_day(
                      date.year(), date.month());

                  if (units == Months) {
                      dt += boost::gregorian::months(n);
                  }
                  else {
                      dt += boost::gregorian::years(n);
                  }

                  if (date.day() == eoM) {
                      // avoid snap-to-end-of-month
                      // behavior of boost::date_time
                      const Day newEoM
                            = gregorian_calendar::end_of_month_day(
                                  dt.date().year(), dt.date().month());

                      if (newEoM > eoM) {
                          dt -= boost::gregorian::days(newEoM - eoM);
                      }
                  }
                 }
                break;
              default:
                QL_FAIL("undefined time units");
           }
        }

        boost::gregorian::date gregorianDate(Year y, Month m, Day d) {
            QL_REQUIRE(y > 1900 && y < 2200,
                       "year " << y << " out of bound. It must be in [1901,2199]");
            QL_REQUIRE(Integer(m) > 0 && Integer(m) < 13,
                       "month " << Integer(m)
                       << " outside January-December range [1,12]");

            const boost::gregorian::greg_month bM
                = mapQLDateType2Boost<compatibleEnums>(m);

            const Day len =
                boost::gregorian::gregorian_calendar::end_of_month_day(y, bM);
            QL_REQUIRE(d <= len && d > 0,
                       "day outside month (" << Integer(m) << ") day-range "
                       << "[1," << len << "]");

            return boost::gregorian::date(y, bM, d);
        }
    }


    Date::Date()
    : dateTime_(serialNumberDateReference()) {}

    Date::Date(const ptime& dateTime)
    : dateTime_(dateTime) {}

    Date::Date(Day d, Month m, Year y)
    : dateTime_(gregorianDate(y, m, d)) {}

    Date::Date(Day d, Month m, Year y,
               Hour hours, Minute minutes, Second seconds,
               Millisecond millisec, Microsecond microsec)
    : dateTime_(
         gregorianDate(y, m, d),
         boost::posix_time::time_duration(
             hours, minutes, seconds,
               millisec*(time_duration::ticks_per_second()/1000)
             + microsec*(time_duration::ticks_per_second()/1000000))) {}

    Date::Date(Date::serial_type serialNumber)
    : dateTime_(
         serialNumberDateReference() +
         boost::gregorian::days(serialNumber)) {
        checkSerialNumber(serialNumber);
    }

    Weekday Date::weekday() const {
        return mapBoostDateType2QL<compatibleEnums>(
            dateTime_.date().day_of_week());
    }

    Day Date::dayOfMonth() const {
        return dateTime_.date().day();
    }

    Day Date::dayOfYear() const {
        return dateTime_.date().day_of_year();
    }

    Month Date::month() const {
        return mapBoostDateType2QL<compatibleEnums>(dateTime_.date().month());
    }

    Year Date::year() const {
        return dateTime_.date().year();
    }

    Hour Date::hours() const {
        return dateTime_.time_of_day().hours();
    }

    Minute Date::minutes() const {
        return dateTime_.time_of_day().minutes();
    }

    Second Date::seconds() const {
        return dateTime_.time_of_day().seconds();
    }

    Time Date::fractionOfDay() const {
        const time_duration t = dateTime().time_of_day();

        const Time seconds
            = (t.hours()*60.0 + t.minutes())*60.0 + t.seconds()
                + Real(t.fractional_seconds())/ticksPerSecond();

        return seconds/86400.0; // ignore any DST hocus-pocus
    }

    Time Date::fractionOfSecond() const {
        return dateTime_.time_of_day().fractional_seconds()
            /Real(ticksPerSecond());
    }

    Millisecond Date::milliseconds() const {
        return dateTime_.time_of_day().fractional_seconds()
               /(ticksPerSecond()/1000);
    }

    Microsecond Date::microseconds() const {
        return (dateTime_.time_of_day().fractional_seconds()
                - milliseconds()*(time_duration::ticks_per_second()/1000))
            /(ticksPerSecond()/1000000);
    }

    time_duration::tick_type Date::ticksPerSecond() {
        return time_duration::ticks_per_second();
    }

    Date::serial_type Date::serialNumber() const {
        const Date::serial_type n = (dateTime_.date()
            - serialNumberDateReference()).days();
        checkSerialNumber(n);

        return n;
    }

    const ptime& Date::dateTime() const { return dateTime_; }

    Date& Date::operator+=(Date::serial_type d) {
        dateTime_ += boost::gregorian::days(d);
        return *this;
    }

    Date& Date::operator+=(const Period& p) {
        advance(dateTime_, p.length(), p.units());
        return *this;
    }

    Date& Date::operator-=(Date::serial_type d) {
        dateTime_ -= boost::gregorian::days(d);
        return *this;
    }
    Date& Date::operator-=(const Period& p) {
        advance(dateTime_, -p.length(), p.units());
        return *this;
    }

    Date& Date::operator++() {
        dateTime_ +=boost::gregorian::days(1);
        return *this;
    }

    Date& Date::operator--() {
        dateTime_ -=boost::gregorian::days(1);
        return *this;
    }

    Date Date::operator+(Date::serial_type days) const {
        Date retVal(*this);
        retVal+=days;

        return retVal;
    }

    Date Date::operator-(Date::serial_type days) const {
        Date retVal(*this);
        retVal-=days;

        return retVal;
    }

    Date Date::operator+(const Period& p) const {
        Date retVal(*this);
        retVal+=p;

        return retVal;
    }

    Date Date::operator-(const Period& p) const {
        Date retVal(*this);
        retVal-=p;

        return retVal;
    }

    Date Date::localDateTime() {
        return Date(boost::posix_time::microsec_clock::local_time());
    }

    Date Date::universalDateTime() {
        return Date(boost::posix_time::microsec_clock::universal_time());
    }

    bool Date::isLeap(Year y) {
        return boost::gregorian::gregorian_calendar::is_leap_year(y);
    }

    Date Date::endOfMonth(const Date& d) {
        const Month m = d.month();
        const Year y = d.year();
        const Day eoM = boost::gregorian::gregorian_calendar::end_of_month_day(
            d.year(), mapQLDateType2Boost<compatibleEnums>(d.month()));

        return Date(eoM, m, y);
    }

    bool Date::isEndOfMonth(const Date& d) {
        return d.dayOfMonth() ==
            boost::gregorian::gregorian_calendar::end_of_month_day(
                d.year(), mapQLDateType2Boost<compatibleEnums>(d.month()));
    }


    Date::serial_type operator-(const Date& d1, const Date& d2) {
        return (d1.dateTime().date() - d2.dateTime().date()).days();
    }

    Time daysBetween(const Date& d1, const Date& d2) {
        const Date::serial_type days = d2 - d1;
        return days + d2.fractionOfDay() - d1.fractionOfDay();
    }

    bool operator<(const Date& d1, const Date& d2) {
        return (d1.dateTime() < d2.dateTime());
    }

    bool operator<=(const Date& d1, const Date& d2) {
        return (d1.dateTime() <= d2.dateTime());
    }

    bool operator>(const Date& d1, const Date& d2) {
        return (d1.dateTime() > d2.dateTime());
    }

    bool operator>=(const Date& d1, const Date& d2) {
        return (d1.dateTime() >= d2.dateTime());
    }

    bool operator==(const Date& d1, const Date& d2) {
        return (d1.dateTime() == d2.dateTime());
    }

    bool operator!=(const Date& d1, const Date& d2) {
        return (d1.dateTime() != d2.dateTime());
    }
#endif

    Date::serial_type Date::minimumSerialNumber() {
        return 367;       // Jan 1st, 1901
    }

    Date::serial_type Date::maximumSerialNumber() {
        return 109574;    // Dec 31st, 2199
    }

    void Date::checkSerialNumber(Date::serial_type serialNumber) {
        QL_REQUIRE(serialNumber >= minimumSerialNumber() &&
                   serialNumber <= maximumSerialNumber(),
                   "Date's serial number (" << serialNumber << ") outside "
                   "allowed range [" << minimumSerialNumber() <<
                   "-" << maximumSerialNumber() << "], i.e. [" <<
                   minDate() << "-" << maxDate() << "]");
    }

    Date Date::minDate() {
        static const Date minimumDate(minimumSerialNumber());
        return minimumDate;
    }

    Date Date::maxDate() {
        static const Date maximumDate(maximumSerialNumber());
        return maximumDate;
    }

    Date Date::operator++(int ) {
        Date old(*this);
        ++*this; // use the pre-increment
        return old;
    }

    Date Date::operator--(int ) {
        Date old(*this);
        --*this; // use the pre-decrement
        return old;
    }

    Date Date::todaysDate() {
        std::time_t t;

        if (std::time(&t) == std::time_t(-1)) // -1 means time() didn't work
            return Date();
        std::tm *lt = std::localtime(&t);
        return Date(Day(lt->tm_mday),
                        Month(lt->tm_mon+1),
                        Year(lt->tm_year+1900));
    }

    Date Date::nextWeekday(const Date& d, Weekday dayOfWeek) {
        Weekday wd = d.weekday();
        return d + ((wd>dayOfWeek ? 7 : 0) - wd + dayOfWeek);
    }

    Date Date::nthWeekday(Size nth, Weekday dayOfWeek,
                          Month m, Year y) {
        QL_REQUIRE(nth>0,
                   "zeroth day of week in a given (month, year) is undefined");
        QL_REQUIRE(nth<6,
                   "no more than 5 weekday in a given (month, year)");
        Weekday first = Date(1, m, y).weekday();
        Size skip = nth - (dayOfWeek>=first ? 1 : 0);
        return Date((1 + dayOfWeek + skip*7) - first, m, y);
    }

    // month formatting

    std::ostream& operator<<(std::ostream& out, Month m) {
        switch (m) {
          case January:
            return out << "January";
          case February:
            return out << "February";
          case March:
            return out << "March";
          case April:
            return out << "April";
          case May:
            return out << "May";
          case June:
            return out << "June";
          case July:
            return out << "July";
          case August:
            return out << "August";
          case September:
            return out << "September";
          case October:
            return out << "October";
          case November:
            return out << "November";
          case December:
            return out << "December";
          default:
            QL_FAIL("unknown month (" << Integer(m) << ")");
        }
    }

    std::size_t hash_value(const Date& d) {
#ifdef QL_HIGH_RESOLUTION_DATE
        std::size_t seed = 0;
        boost::hash_combine(seed, d.serialNumber());
        boost::hash_combine(seed, d.dateTime().time_of_day().total_nanoseconds());
        return seed;
#else

        return boost::hash<Date::serial_type>()(d.serialNumber());
#endif
    }

    // date formatting

    std::ostream& operator<<(std::ostream& out, const Date& d) {
        return out << io::long_date(d);
    }

    namespace detail {

        struct FormatResetter {
            // An instance of this object will have undefined behaviour
            // if the object out passed in the constructor is destroyed
            // before this instance
            struct nopunct : std::numpunct<char> {
                std::string do_grouping() const {return "";}
            };
            explicit FormatResetter(std::ostream &out)
                : out_(&out), flags_(out.flags()), filler_(out.fill()),
                  loc_(out.getloc()) {
                std::locale loc (out.getloc(),new nopunct);
                out.imbue(loc);
                out << std::resetiosflags(
                    std::ios_base::adjustfield | std::ios_base::basefield |
                    std::ios_base::floatfield | std::ios_base::showbase |
                    std::ios_base::showpos | std::ios_base::uppercase);
                out << std::right;
            }
            ~FormatResetter() {
                out_->flags(flags_);
                out_->fill(filler_);
                out_->imbue(loc_);
            }
            std::ostream *out_;
            std::ios_base::fmtflags flags_;
            char filler_;
            std::locale loc_;
        };

        std::ostream& operator<<(std::ostream& out,
                                 const short_date_holder& holder) {
            const Date& d = holder.d;
            if (d == Date()) {
                out << "null date";
            } else {
                FormatResetter resetter(out);
                Integer dd = d.dayOfMonth(), mm = Integer(d.month()),
                        yyyy = d.year();
                char filler = out.fill();
                out << std::setw(2) << std::setfill('0') << mm << "/";
                out << std::setw(2) << std::setfill('0') << dd << "/";
                out << yyyy;
                out.fill(filler);
            }
            return out;
        }

        std::ostream& operator<<(std::ostream& out,
                                 const long_date_holder& holder) {
            const Date& d = holder.d;
            if (d == Date()) {
                out << "null date";
            } else {
                FormatResetter resetter(out);
                out << d.month() << " ";
                out << io::ordinal(d.dayOfMonth()) << ", ";
                out << d.year();
            }
            return out;
        }

        std::ostream& operator<<(std::ostream& out,
                                 const iso_date_holder& holder) {
            const Date& d = holder.d;
            if (d == Date()) {
                out << "null date";
            } else {
                FormatResetter resetter(out);
                Integer dd = d.dayOfMonth(), mm = Integer(d.month()),
                        yyyy = d.year();
                out << yyyy << "-";
                out << std::setw(2) << std::setfill('0') << mm << "-";
                out << std::setw(2) << std::setfill('0') << dd;
            }
            return out;
        }

        std::ostream& operator<<(std::ostream& out,
                                 const formatted_date_holder& holder) {
            using namespace boost::gregorian;
            const Date& d = holder.d;
            if (d == Date()) {
                out << "null date";
            } else {
                FormatResetter resetter(out);
                date boostDate(d.year(), d.month(), d.dayOfMonth());
                out.imbue(std::locale(std::locale(),
                                      new date_facet(holder.f.c_str())));
                out << boostDate;
            }
            return out;
        }

#ifdef QL_HIGH_RESOLUTION_DATE
        std::ostream& operator<<(std::ostream& out,
                                 const iso_datetime_holder& holder) {
            const Date& d = holder.d;

            out << io::iso_date(d) << "T";
            FormatResetter resetter(out);
            const Hour hh= d.hours();
            const Minute mm = d.minutes();
            const Second s = d.seconds();
            const Millisecond millis = d.milliseconds();
            const Microsecond micros = d.microseconds();

            out << std::setw(2) << std::setfill('0') << hh << ":"
                << std::setw(2) << std::setfill('0') << mm << ":"
                << std::setw(2) << std::setfill('0') << s << ","
                << std::setw(3) << std::setfill('0') << millis
                << std::setw(3) << std::setfill('0') << micros;

            return out;
        }
#endif
    }

    namespace io {
        detail::short_date_holder short_date(const Date& d) {
            return detail::short_date_holder(d);
        }

        detail::long_date_holder long_date(const Date& d) {
            return detail::long_date_holder(d);
        }

        detail::iso_date_holder iso_date(const Date& d) {
            return detail::iso_date_holder(d);
        }

        detail::formatted_date_holder formatted_date(const Date& d,
                                                     const std::string& f) {
            return detail::formatted_date_holder(d, f);
        }

#ifdef QL_HIGH_RESOLUTION_DATE
        detail::iso_datetime_holder iso_datetime(const Date& d) {
            return detail::iso_datetime_holder(d);
        }
#endif
    }
}