RcppExport SEXP advance1(SEXP calSexp, SEXP params, SEXP dateSexp){
try {
boost::shared_ptr<QuantLib::Calendar> pcal( getCalendar(Rcpp::as<std::string>(calSexp)) );
Rcpp::List rparam(params);
QuantLib::BusinessDayConvention bdc = getBusinessDayConvention( Rcpp::as<double>(rparam["bdc"]) );
double emr = Rcpp::as<double>(rparam["emr"]);
double amount = Rcpp::as<double>(rparam["amount"]);
double unit = Rcpp::as<double>(rparam["unit"]);
Rcpp::DateVector dates = Rcpp::DateVector(dateSexp);
int n = dates.size();
std::vector<QuantLib::Date> advance(n);
for (int i=0; i<n; i++) {
QuantLib::Date day( dateFromR(dates[i]) );
advance[i] = pcal->advance(day, amount,getTimeUnit(unit), bdc, (emr == 1)?true:false );
dates[i] = Rcpp::Date(advance[i].month(),
advance[i].dayOfMonth(),
advance[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<QuantLib::Date> advance1(std::string calendar,
double amount, double unit, int bdcVal, double emr,
std::vector<QuantLib::Date> dates) {
boost::shared_ptr<QuantLib::Calendar> pcal(getCalendar(calendar));
QuantLib::BusinessDayConvention bdc = getBusinessDayConvention(bdcVal);
int n = dates.size();
std::vector<QuantLib::Date> advance(n);
for (int i=0; i<n; i++) {
advance[i] = pcal->advance(dates[i], amount, getTimeUnit(unit), bdc, (emr == 1) ? true : false);
}
return advance;
}
TimeUnit::UTimeUnitFields
TimeUnitAmount::getTimeUnitField() const {
return getTimeUnit().getTimeUnitField();
}
void KoodevStopwatch::dumpMessage(long labTime, const char *tag)
{
KOODEV_PRINT("[%s][%s] %ld %s\n", m_message.data(), tag, labTime, getTimeUnit());
}
void KoodevStopwatch::dumpMessage(long labTime, int index)
{
KOODEV_PRINT("[%s][lab#%d] %ld %s\n", m_message.data(), index, labTime, getTimeUnit());
}
