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/* -*- 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
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>
#include <boost/date_time/gregorian/gregorian.hpp>
#include <iomanip>
#include <ctime>
#if defined(BOOST_NO_STDC_NAMESPACE)
namespace std { using ::time; using ::time_t; using ::tm;
using ::gmtime; using ::localtime; }
#endif
namespace QuantLib {
// constructors
Date::Date()
: serialNumber_(BigInteger(0)) {}
Date::Date(BigInteger 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))
++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+=(BigInteger days) {
BigInteger 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-=(BigInteger days) {
BigInteger 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++() {
BigInteger serial = serialNumber_ + 1;
checkSerialNumber(serial);
serialNumber_ = serial;
return *this;
}
Date Date::operator++(int ) {
Date old(*this);
++*this; // use the pre-increment
return old;
}
Date& Date::operator--() {
BigInteger serial = serialNumber_ - 1;
checkSerialNumber(serial);
serialNumber_ = serial;
return *this;
}
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::minDate() {
static const Date minimumDate(minimumSerialNumber());
return minimumDate;
}
Date Date::maxDate() {
static const Date maximumDate(maximumSerialNumber());
return maximumDate;
}
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];
}
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);
}
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]);
}
BigInteger 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 BigInteger 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];
}
BigInteger Date::minimumSerialNumber() {
return 367; // Jan 1st, 1901
}
BigInteger Date::maximumSerialNumber() {
return 109574; // Dec 31st, 2199
}
void Date::checkSerialNumber(BigInteger serialNumber) {
QL_REQUIRE(serialNumber >= minimumSerialNumber() &&
serialNumber <= maximumSerialNumber(),
"Date's serial number (" << serialNumber << ") outside "
"allowed range [" << minimumSerialNumber() <<
"-" << maximumSerialNumber() << "], i.e. [" <<
minDate() << "-" << maxDate() << "]");
}
// 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) << ")");
}
}
// date formatting
std::ostream& operator<<(std::ostream& out, const Date& d) {
return out << io::long_date(d);
}
namespace detail {
std::ostream& operator<<(std::ostream& out,
const short_date_holder& holder) {
const Date& d = holder.d;
if (d == Date()) {
out << "null date";
} else {
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 {
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 {
Integer dd = d.dayOfMonth(), mm = Integer(d.month()),
yyyy = d.year();
char filler = out.fill();
out << yyyy << "-";
out << std::setw(2) << std::setfill('0') << mm << "-";
out << std::setw(2) << std::setfill('0') << dd;
out.fill(filler);
}
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 {
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;
}
}
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);
}
}
}
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