RcppExport SEXP advance2(SEXP calSexp, SEXP param, SEXP dateSexp){
try {
boost::shared_ptr<QuantLib::Calendar> pcal( getCalendar(Rcpp::as<std::string>(calSexp)) );
Rcpp::List rparam(param);
QuantLib::BusinessDayConvention bdc = getBusinessDayConvention( Rcpp::as<double>(rparam["bdc"]) );
double emr = Rcpp::as<double>(rparam["emr"]);
double period = Rcpp::as<double>(rparam["period"]);
Rcpp::DateVector dates = Rcpp::DateVector(dateSexp);
int n = dates.size();
std::vector<QuantLib::Date> advance(n);
for (int i=0; i<n; i++) {
QuantLib::Date day( dateFromR(dates[i]) );
advance[i] = pcal->advance(day, QuantLib::Period(getFrequency(period)),
bdc, (emr == 1)?true:false );
dates[i] = Rcpp::Date(advance[i].month(),
advance[i].dayOfMonth(),
advance[i].year());
}
return Rcpp::wrap(dates);
} catch(std::exception &ex) {
forward_exception_to_r(ex);
} catch(...) {
::Rf_error("c++ exception (unknown reason)");
}
return R_NilValue;
}
RcppExport SEXP adjust(SEXP calSexp, SEXP bdcSEXP, SEXP dateSexp){
try {
boost::shared_ptr<QuantLib::Calendar> pcal( getCalendar(Rcpp::as<std::string>(calSexp)) );
QuantLib::BusinessDayConvention bdc = getBusinessDayConvention( Rcpp::as<double>(bdcSEXP) );
Rcpp::DateVector dates = Rcpp::DateVector(dateSexp);
int n = dates.size();
std::vector<QuantLib::Date> adjusted(n);
for (int i=0; i<n; i++) {
QuantLib::Date day( dateFromR(dates[i]) );
adjusted[i] = pcal->adjust(day, bdc);
dates[i] = Rcpp::Date(adjusted[i].month(),
adjusted[i].dayOfMonth(),
adjusted[i].year());
}
return Rcpp::wrap(dates);
} catch(std::exception &ex) {
forward_exception_to_r(ex);
} catch(...) {
::Rf_error("c++ exception (unknown reason)");
}
return R_NilValue;
}
// [[Rcpp::export]]
std::vector<QuantLib::Date> adjust(std::string calendar, std::vector<QuantLib::Date> dates, int bdc=0) {
boost::shared_ptr<QuantLib::Calendar> pcal(getCalendar(calendar));
QuantLib::BusinessDayConvention bdcval = getBusinessDayConvention(bdc);
int n = dates.size();
std::vector<QuantLib::Date> adjusted(n);
for (int i=0; i<n; i++) {
adjusted[i] = pcal->adjust(dates[i], bdcval);
}
return adjusted;
}
// [[Rcpp::export]]
std::vector<QuantLib::Date> advance1(std::string calendar,
double amount, double unit, int bdcVal, double emr,
std::vector<QuantLib::Date> dates) {
boost::shared_ptr<QuantLib::Calendar> pcal(getCalendar(calendar));
QuantLib::BusinessDayConvention bdc = getBusinessDayConvention(bdcVal);
int n = dates.size();
std::vector<QuantLib::Date> advance(n);
for (int i=0; i<n; i++) {
advance[i] = pcal->advance(dates[i], amount, getTimeUnit(unit), bdc, (emr == 1) ? true : false);
}
return advance;
}
// [[Rcpp::export]]
std::vector<QuantLib::Date> advance2(std::string calendar,
double period, int bdcVal, double emr,
std::vector<QuantLib::Date> dates) {
boost::shared_ptr<QuantLib::Calendar> pcal(getCalendar(calendar));
QuantLib::BusinessDayConvention bdc = getBusinessDayConvention(bdcVal);
int n = dates.size();
std::vector<QuantLib::Date> advance(n);
for (int i=0; i<n; i++) {
advance[i] = pcal->advance(dates[i], QuantLib::Period(getFrequency(period)),
bdc, (emr == 1) ? true : false);
}
return advance;
}
