datetime man page

datetime

Synopsis

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:

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 Jun 2 2017 Version 1.10 QuantLib