Datetime Datetime::nextMonth() const {
Datetime result;
if (*this == Null<Datetime>())
return result;
result = endOfMonth().date() + bd::date_duration(1);
if (result > Datetime::max())
result = Datetime::max();
return result;
}
Date Libor::maturityDate(const Date& valueDate) const {
// Where a deposit is made on the final business day of a
// particular calendar month, the maturity of the deposit shall
// be on the final business day of the month in which it matures
// (not the corresponding date in the month of maturity). Or in
// other words, in line with market convention, BBA LIBOR rates
// are dealt on an end-end basis. For instance a one month
// deposit for value 28th February would mature on 31st March,
// not the 28th of March.
return jointCalendar_.advance(valueDate, tenor_, convention_,
endOfMonth());
}
boost::shared_ptr<IborIndex> IborIndex::clone(
const Handle<YieldTermStructure>& h) const {
return boost::shared_ptr<IborIndex>(
new IborIndex(familyName(),
tenor(),
fixingDays(),
currency(),
fixingCalendar(),
businessDayConvention(),
endOfMonth(),
dayCounter(),
h));
}
void Date::nextDay() {
if (day == endOfMonth(year, month)) {
day = 1;
++month;
if (month == jan) {
++year;
if (!isValidYear(year))
throw std::out_of_range("last year");
}
} else {
++day;
}
}
// Function to help increment the date
void Date::helpIncrement()
{
if (!endOfMonth()) { // date is not at the end of the month
day++;
}
else if (month < 12) { // date is at the end of the month, but month < 12
day = 1;
++month;
}
else // end of month and year: last day of the year
{
day = 1;
month = 1;
++year;
}
}
// function to help increment the date
void Date::helpIncrement()
{
// day is not end of month
if (!endOfMonth(day))
day++; // increment day
else
if (month < 12) // day is end of month and month < 12
{
++month; // increment month
day = 1; // first day of new month
} // end if
else // last day of year
{
++year; // increment year
month = 1; // first month of new year
day = 1; // first day of new month
} // end else
}
bool Date::isValidDate(int year, Month month, int day) {
return isValidYear(year) && day > 0
&& day <= endOfMonth(year, month);
}
