Esempio n. 1
0
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;
}
Esempio n. 2
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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;
}
Esempio n. 3
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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;
}
Esempio n. 4
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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;
}
Esempio n. 5
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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;
}
Esempio n. 6
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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;
		
	}
Esempio n. 7
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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;
}
Esempio n. 8
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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;
}
Esempio n. 9
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//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();
}