Date and time calculations


Classes

class  DateInterval
 Date interval described by a number of a given time unit. More...
class  PricingPeriod
 Time pricingperiod described by a number of a given time unit. More...
class  Calendar
 calendar class More...
class  Date
 Concrete date class. More...
struct  DateGeneration
 Date-generation rule. More...
class  DayCounter
 day counter class More...
class  Period

Modules

 Calendars
 Day counters

Typedefs

typedef Integer Day
 Day number.
typedef Integer Year
 Year number.

Enumerations

enum  BusinessDayConvention {
  Following, ModifiedFollowing, Preceding, ModifiedPreceding,
  Unadjusted
}
 Business Day conventions. More...
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,
  Jan = 1, Feb = 2, Mar = 3, Apr = 4,
  Jun = 6, Jul = 7, Aug = 8, Sep = 9,
  Oct = 10, Nov = 11, Dec = 12
}
 Month names. More...
enum  Frequency {
  NoFrequency = -1, Once = 0, Annual = 1, Semiannual = 2,
  EveryFourthMonth = 3, Quarterly = 4, Bimonthly = 6, Monthly = 12,
  EveryFourthWeek = 13, Biweekly = 26, Weekly = 52, Daily = 365,
  OtherFrequency = 999
}
 Frequency of events. More...
enum  TimeUnit { Days, Weeks, Months, Years }
 Units used to describe time periods. More...
enum  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
}

Detailed Description

The concrete class QuantLib::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.

Typedef Documentation

typedef Integer Day

Day number.

typedef Integer Year

Year number.


Enumeration Type Documentation

enum BusinessDayConvention

Business Day conventions.

These conventions specify the algorithm used to adjust a date in case it is not a valid business day.

Enumerator:
Following  Choose the first business day after the given holiday.
ModifiedFollowing  Choose the first business day after the given holiday unless it belongs to a different month, in which case choose the first business day before the holiday.
Preceding  Choose the first business day before the given holiday.
ModifiedPreceding  Choose the first business day before the given holiday unless it belongs to a different month, in which case choose the first business day after the holiday.
Unadjusted  Do not adjust.

enum Month

Month names.

enum Frequency

Frequency of events.

Enumerator:
NoFrequency  null frequency
Once  only once, e.g., a zero-coupon
Annual  once a year
Semiannual  twice a year
EveryFourthMonth  every fourth month
Quarterly  every third month
Bimonthly  every second month
Monthly  once a month
EveryFourthWeek  every fourth week
Biweekly  every second week
Weekly  once a week
Daily  once a day
OtherFrequency  some other unknown frequency

enum TimeUnit

Units used to describe time periods.

enum Weekday

Day's serial number MOD 7; WEEKDAY Excel function is the same except for Sunday = 7.