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 endOfMonth(SEXP calSexp, SEXP dateSexp){
try {
boost::shared_ptr<QuantLib::Calendar> pcal( getCalendar(Rcpp::as<std::string>(calSexp)) );
Rcpp::DateVector dates = Rcpp::DateVector(dateSexp);
int n = dates.size();
std::vector<QuantLib::Date> eom(n);
for (int i=0; i<n; i++) {
QuantLib::Date day( dateFromR(dates[i]) );
eom[i] = pcal->endOfMonth(day);
dates[i] = Rcpp::Date(eom[i].month(), eom[i].dayOfMonth(), eom[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;
}
RcppExport SEXP isHoliday(SEXP calSexp, SEXP dateSexp){
try {
boost::shared_ptr<QuantLib::Calendar> pcal( getCalendar(Rcpp::as<std::string>(calSexp)) );
Rcpp::DateVector dates = Rcpp::DateVector(dateSexp);
int n = dates.size();
std::vector<int> hdays(n);
for (int i=0; i<n; i++) {
QuantLib::Date day( dateFromR(dates[i]) );
hdays[i] = pcal->isHoliday(day);
}
return Rcpp::wrap(hdays);
} catch(std::exception &ex) {
forward_exception_to_r(ex);
} catch(...) {
::Rf_error("c++ exception (unknown reason)");
}
return R_NilValue;
}
// [[Rcpp::export]]
Rcpp::DateVector advanceDatesRR(Rcpp::DateVector d, int n) {
for (int i=0; i<d.size(); i++) d[i] = d[i] + n;
return d;
}
