C++ (Cpp) bizdays示例

示例#1

文件： calendars.cpp 项目： alyoshkin/rquantlib

// [[Rcpp::export]]
std::vector<bool> isBusinessDay(std::string calendar, std::vector<QuantLib::Date> dates) {
    boost::shared_ptr<QuantLib::Calendar> pcal(getCalendar(calendar));
    int n = dates.size();
    std::vector<bool> bizdays(n);
    for (int i=0; i<n; i++) {
        bizdays[i] = pcal->isBusinessDay(dates[i]);
    }
    return bizdays;
}

示例#2

文件： calendars.cpp 项目： rforge/rquantlib

RcppExport SEXP isBusinessDay(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> bizdays(n);

        for (int i=0; i<n; i++) {
            QuantLib::Date day( dateFromR(dates[i]) );
            bizdays[i] = pcal->isBusinessDay(day);
        }

        return Rcpp::wrap(bizdays);

    } catch(std::exception &ex) { 
        forward_exception_to_r(ex); 
    } catch(...) { 
        ::Rf_error("c++ exception (unknown reason)"); 
    }
    return R_NilValue;
}