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; }
// [[Rcpp::export]] std::vector<bool> isEndOfMonth(std::string calendar, std::vector<QuantLib::Date> dates) { boost::shared_ptr<QuantLib::Calendar> pcal(getCalendar(calendar)); int n = dates.size(); std::vector<bool> eom(n); for (int i=0; i<n; i++) { eom[i] = pcal->isEndOfMonth(dates[i]); } return eom; }
int main(int argc, char ** argv) { char * fn; int ix; if (3 > argc) return fprintf(stderr, "Specify library file name and copy file name(s).\n"), 1; if (openout(argv[1])) return 16; if (getdir(cards * 80)) return 20; for (ix = 2; argv[ix]; ix++) { char * dot; char * slash; char * name; int namelen; int ismacro = 1; /* Assume file is macro */ char * s; fn = argv[ix]; f = fopen(fn, "r"); if (!f) return fprintf(stderr, "Cannot open %s: %s\n", fn, strerror(errno)), 16; slash = strrchr(fn, '/'); name = slash ? slash + 1 : fn; namelen = strlen(name); dot = strrchr(name, '.'); if (dot) { namelen = dot - name; if (!strcmp(dot + 1, "copy")) ismacro = 0; } s = gline(); if (!s) continue; if (!ismacro && memcmp(s, "*COPY ", 6)) ismacro = 1; /* Not stacked copy */ if (ismacro) { loadname(name, namelen); if (doline(line)) return 20; } else if (newmember(s)) return 20; for (;;) { s = gline(); if (!s) break; if (!ismacro && !memcmp(s, "*COPY ", 6)) { if (eom()) return 20; if (newmember(s)) return 20; continue; } if (doline(line)) return 20; } if (eom()) return 20; } if (wrapup(dirs, dir)) return 16; printf("%s %d files %d members.\n", fno, ix - 2, members); return 0; }