dateTime calendar::adjust(const dateTime& d,
businessDayConvention c) const {
//QL_REQUIRE(d != Date(), "null date");
if (c == unadjusted)
return d;
dateTime d1 = d;
if (c == following || c == modifiedFollowing) {
while (!isBusinessDay(d1))
d1 + boost::gregorian::days(1);
if (c == modifiedFollowing) {
if (d1.month() != d.month())
return adjust(d, preceding);
}
} else if (c == preceding || c == modifiedPreceding) {
while (!isBusinessDay(d1))
d1 - boost::gregorian::days(1);
if (c == modifiedPreceding && d1.month() != d.month())
return adjust(d, following);
} else {
//QL_FAIL("unknown business-day convention");
}
return d1;
}
BigInteger Calendar::businessDaysBetween(const Date& from,
const Date& to,
bool includeFirst,
bool includeLast) const {
BigInteger wd = 0;
if (from != to) {
if (from < to) {
// the last one is treated separately to avoid
// incrementing Date::maxDate()
for (Date d = from; d < to; ++d) {
if (isBusinessDay(d))
++wd;
}
if (isBusinessDay(to))
++wd;
} else if (from > to) {
for (Date d = to; d < from; ++d) {
if (isBusinessDay(d))
++wd;
}
if (isBusinessDay(from))
++wd;
}
if (isBusinessDay(from) && !includeFirst)
wd--;
if (isBusinessDay(to) && !includeLast)
wd--;
if (from > to)
wd = -wd;
}
return wd;
}
inline bool Calendar::isHoliday(const Date& d) const {
return !isBusinessDay(d);
}
