datetime man page

datetime — Date and time calculations

Modules

Calendars

Day counters

Classes

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

class Schedule
Payment schedule.

Typedefs

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

Enumerations

enum BusinessDayConvention { Following, ModifiedFollowing, Preceding, ModifiedPreceding, Unadjusted, HalfMonthModifiedFollowing, Nearest } Business Day conventions. "

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. "

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. "

enum TimeUnit { Days, Weeks, Months, Years, Hours, Minutes, Seconds, Milliseconds, Microseconds } Units used to describe time periods. "

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.
HalfMonthModifiedFollowing
Choose the first business day after the given holiday unless that day crosses the mid-month (15th) or the end of month, in which case choose the first business day before the holiday.
Nearest
Choose the nearest business day to the given holiday. If both the preceding and following business days are equally far away, default to following business day.

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

PCPIntro(1).

Annual(3), Bimonthly(3), Biweekly(3), BusinessDayConvention(3), Daily(3), Day(3), EveryFourthMonth(3), EveryFourthWeek(3), Following(3), Frequency(3), HalfMonthModifiedFollowing(3), ModifiedFollowing(3), ModifiedPreceding(3), Month(3), Monthly(3), Nearest(3), NoFrequency(3), Once(3), OtherFrequency(3), Preceding(3), Quarterly(3), Semiannual(3), TimeUnit(3), Unadjusted(3), Weekday(3), Weekly(3) and Year(3) are aliases of datetime(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib