date dateUtil::dayRollAdjust(date aDate,DayRollEnum aDayRollConvention, enums::CurrencyEnum market) {
long adjustedJDN;
switch(aDayRollConvention){
case enums::Following:
adjustedJDN = getFolloingJDN(aDate, market);
break;
case enums::Preceding:
adjustedJDN = getPrecedingJDN(aDate, market);
break;
case enums::Mfollowing:
adjustedJDN = getFolloingJDN(aDate, market);
if (getYearMonthDay(adjustedJDN)[1]!=aDate.getMonth())
adjustedJDN = getPrecedingJDN(aDate, market);
break;
case enums::Mfollowingbi:
adjustedJDN = getFolloingJDN(aDate, market);
if (getYearMonthDay(adjustedJDN)[1]!=aDate.getMonth()||
getYearMonthDay(adjustedJDN)[2]>=15)
adjustedJDN = getPrecedingJDN(aDate, market);
break;
case enums::EOM:
break;
case enums::DayRollNull:
adjustedJDN = aDate.getJudianDayNumber();
break;
}
date adjustedDate(adjustedJDN);
return adjustedDate;
}
date dateUtil::adjustInvalidateDate(date aDate, bool forwardAdjust){
int monthLastDay = getMonthLastDay(aDate.getYear(), aDate.getMonth());
if (aDate.getDay()>monthLastDay){
if (forwardAdjust){
aDate.setMonth(aDate.getMonth()%12+1);
aDate.setDay(1);
} else{
aDate.setDay(monthLastDay);
}
}
return aDate;
}
date dateUtil::adjustInvalidateDate(date aDate, bool forwardAdjust){
unsigned short monthlen[]={31,28,31,30,31,30,31,31,30,31,30,31};
if (isleapyear(aDate.getYear()) && aDate.getMonth()==2)
monthlen[1]++;
if (aDate.getDay()>monthlen[aDate.getMonth()-1]){
if (forwardAdjust){
aDate.setMonth(aDate.getMonth()%12+1);
aDate.setDay(1);
}
else
aDate.setDay(monthlen[aDate.getMonth()-1]);
}
return aDate;
}
date dateUtil::getEndDateMonthIncrement(date startDate, int numMonth){
if (numMonth==0) return startDate;
short startMonth = startDate.getMonth();
short endMonth = (startMonth + numMonth)%12;
int yearIncrement = (startMonth + numMonth)/12;
yearIncrement = (startMonth + numMonth)<=0?yearIncrement-1:yearIncrement;
endMonth = endMonth<=0?endMonth+12:endMonth;
short endYear= startDate.getYear()+yearIncrement;
date endDate(endYear, endMonth, startDate.getDay());
return endDate;
}
date dateUtil::getEndDateMonthIncrement(date startDate, int numMonth){
if (numMonth==0) return startDate;
short startMonth = startDate.getMonth();
short endMonth = (startMonth + numMonth);
bool isEndMonthPow12 = (startMonth + numMonth)%12==0?true:false;
endMonth = isEndMonthPow12 ? 12 : (startMonth + numMonth)%12;
int yearIncrement = abs((startMonth + numMonth)/12) - (isEndMonthPow12 ? 1 : 0);
if (startMonth + numMonth<0)
yearIncrement = -abs((startMonth + numMonth)/12) - 1 - (isEndMonthPow12 ? 1 : 0);
endMonth = endMonth<=0 ? endMonth+12 : endMonth;
short endYear= startDate.getYear()+ yearIncrement;
date endDate(endYear, endMonth, startDate.getDay());
// Adjust the return day to the end of month if the start date is also end of month
//if (startDate.getDay() == getMonthLastDay(startDate.getYear(), startDate.getMonth()))
//endDate.setDay(getMonthLastDay(endDate.getYear(), endDate.getMonth()));
return endDate;
}
date date::backDate(date a,int in)
{
int adays,amonth,ayear;
adays=a.getDay();
amonth=a.getMonth();
ayear=a.getYear();
adays=adays+in;
if(adays>30)
{amonth++; adays+=-30;}
if(amonth>12)
{
ayear++;
amonth-=30;
}
date b(adays,amonth,ayear);
return b;
}
date dateUtil::getEndDate(date startDate, int increment, enums::DayRollEnum dayRoll, enums::MarketEnum market, DateUnit dateUnit){
date endDate;
switch(dateUnit){
case YEAR:
endDate = date(startDate.getYear()+increment,startDate.getMonth(), startDate.getDay());
break;
case MONTH:
endDate = getEndDateMonthIncrement(startDate, increment);
break;
case WEEK:
endDate = date(startDate.getJudianDayNumber()+increment*7);
break;
case DAY:
endDate = date(startDate.getJudianDayNumber()+increment);
break;
case BIZDAY:
endDate = getBizDateOffSet(startDate,increment, market);
break;
}
endDate = dayRollAdjust(adjustInvalidateDate(endDate,false),dayRoll, market);
return endDate;
}
double dateUtil::thirty_360(date startDate, date endDate){
int yearFactor = 360*(endDate.getYear()-startDate.getYear());
int monthFactor = 30*(endDate.getMonth()-startDate.getMonth());
int dayFactor = endDate.getDay()-startDate.getDay();
return (yearFactor+monthFactor+dayFactor)/360.0;
}
//equality checker overload
//could have implemented this in the class, but that caused confusion since it didn't match up with the normal usage of the == operator
bool operator==(date& a, date& b)
{
return a.getDay() == b.getDay() &&
a.getMonth() == b.getMonth() &&
a.getYear() == b.getYear();
}