Date and time calculations
Detailed Description
The concrete classQuantLib::Date
implements the concept of date. Its functionalities include:
- providing basic information such as weekday, day of the month, day of the year, month, and year;
- comparing two dates to determine whether they are equal, or which one is the earlier or later, or the difference between them expressed in days;
- incrementing or decrementing a date of a given number of days, or of a given period expressed in weeks, months, or years.
Modules | |
Calendars | |
Day counters | |
Classes | |
class | Calendar |
calendar class More... | |
class | Period |
Time period described by a number of a given time unit. More... | |
class | Date |
Concrete date class. More... | |
class | DayCounter |
day counter class More... | |
Typedefs | |
typedef Integer | QuantLib::Day |
Day number. | |
typedef Integer | QuantLib::Year |
Year number. | |
Enumerations | |
enum | QuantLib::BusinessDayConvention { QuantLib::Unadjusted, QuantLib::Preceding, QuantLib::ModifiedPreceding, QuantLib::Following, QuantLib::ModifiedFollowing, QuantLib::MonthEndReference } |
Business Day conventions. More... | |
enum | QuantLib::Weekday { Sunday = 1, Monday = 2, Tuesday = 3, Wednesday = 4, Thursday = 5, Friday = 6, Saturday = 7, Sun = 1, Mon = 2, Tue = 3, Wed = 4, Thu = 5, Fri = 6, Sat = 7 } |
enum | QuantLib::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, Jan = 1, Feb = 2, Mar = 3, Apr = 4, Jun = 6, Jul = 7, Aug = 8, Sep = 9, Oct = 10, Nov = 11, Dec = 12 } |
Month names. | |
enum | QuantLib::Frequency { QuantLib::NoFrequency = -1, QuantLib::Once = 0, QuantLib::Annual = 1, QuantLib::Semiannual = 2, QuantLib::EveryFourthMonth = 3, QuantLib::Quarterly = 4, QuantLib::Bimonthly = 6, QuantLib::Monthly = 12 } |
Frequency of events. More... | |
enum | QuantLib::TimeUnit { Days, Weeks, Months, Years } |
Units used to describe time periods. |
Enumeration Type Documentation
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Business Day conventions. These conventions specify the algorithm used to adjust a date in case it is not a valid business day.
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Day's serial number MOD 7; WEEKDAY Excel function is the same except for Sunday = 7. |
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Frequency of events.
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