date.h

Go to the documentation of this file.

#pragma once
#ifndef date_h
#define date_h

#include ".\types.h"
#include <stdio.h>

typedef ShortNatural Day;
typedef ShortNatural Year;

enum Weekday { Sunday    = 1,
               Monday    = 2,
               Tuesday   = 3,
               Wednesday = 4,
               Thursday  = 5,
               Friday    = 6,
               Saturday  = 7
};

enum Month { January   = 1,
             February  = 2,
             March     = 3,
             April     = 4,
             May       = 5,
                         June      = 6,
             July      = 7,
             August    = 8,
             September = 9,
             October   = 10,
             November  = 11,
             December  = 12
};

enum TimeUnit { Days,
                Weeks,
                Months,
                Years
};

enum Frequency { NoFrequency = -1,     //null frequency
                 Once = 0,             //zero-coupon
                 Annual = 1,           //once a year
                 Semiannual = 2,       //twice a year
                 EveryFourthMonth = 3, //every fourth month
                 Quarterly = 4,        //every quarter
                 Bimonthly = 6,        //every two months
                 Monthly = 12          //once a month
};

enum BusinessDayConvention {
        Unadjusted,         /* Do not adjust. */
        Preceding,          /* first business day before
                               the given holiday. */
        ModifiedPreceding,  /* first business day before
                               the given holiday unless it belongs to a
                               different month, in which case choose the
                               first business day after the holiday. */
        Following,          /* first business day after
                               the given holiday. */
        ModifiedFollowing,  /* first business day after
                               the given holiday unless it belongs to a
                               different month, in which case choose the
                               first business day before the holiday. */
        MonthEndReference   /* first business day after
                               the given holiday, if the original date falls
                               on last business day of month result reverts
                               to first business day before month-end */
};

enum DayCountConvention {
                ACT_365,                //exact number of days but 365 in a year
                ACT_360,                //exact number of days but 360 in a year
                Day30_365,                      //30 days per month and 365 in a year
                Day30_360                       //30 days per month and 360 in a year
};

class Date
{
public:
        Date(void);
        Date(LongInteger serialNumber);
        Date(Day d, Month m, Year y);
        Date(Day d, ShortNatural m, Year y);
        ~Date(void);

        Weekday weekday() const;
        Day dayOfMonth() const;
        Day dayOfYear() const;
        Month month() const;
        Year year() const;
        LongInteger serialNumber() const;
        bool isEndOfMonth() const;
        Day lastDayOfMonth() const;

        void setDateToToday();

        Date& operator+=(LongInteger days);
        Date& operator-=(LongInteger days);
        Date& operator++();
        Date operator++(int );
        Date& operator--();
        Date operator--(int );
        Date operator+(LongInteger days) const;
        Date operator-(LongInteger days) const;

        inline bool operator==(const Date& d2){return (_serialNumber == d2.serialNumber());};
        inline bool operator!=(const Date&d2){return (_serialNumber != d2.serialNumber());};
    inline bool operator<(const Date& d2){return (_serialNumber < d2.serialNumber());};
    inline bool operator<=(const Date& d2){return (_serialNumber <= d2.serialNumber());};
    inline bool operator>(const Date& d2){return (_serialNumber > d2.serialNumber());};
    inline bool operator>=(const Date& d2){return (_serialNumber >= d2.serialNumber());};

        Date plusDays(Integer n) const;
        /* \deprecated use date + n*Weeks instead */
        Date plusWeeks(Integer n) const;
        /* \deprecated use date + n*Months instead */
        Date plusMonths(Integer n) const;
        /* \deprecated use date + n*Years instead */
        Date plusYears(Integer n) const;
        /* \deprecated use date + n*units instead */
        Date plus(Integer n, TimeUnit units) const;

        static Date minDate();
        static Date maxDate();
        static bool isLeap(Year y);
        static Date endOfMonth(const Date& d);
        static bool isEOM(const Date& d);
        static Date nextWeekday(const Date& d, Weekday);
        static Date nthWeekday(ShortInteger n, Weekday, Month m, Year y);

        bool isBusinessDay();
        void applyConvention(BusinessDayConvention convention=Following);
        Date returnDateConvention(const Date& date, BusinessDayConvention convention=Following);
        
        Real dayCount(const Date& d,DayCountConvention dayconvention=ACT_365) const;

        char* toString() const;

private:
        LongInteger _serialNumber;
        static Date advance(const Date& d, Integer units, TimeUnit);
        static Integer monthLength(Month m, bool leapYear);
        static Integer monthOffset(Month m, bool leapYear);
        static LongInteger yearOffset(Year y);
        static LongInteger minimumSerialNumber();
        static LongInteger maximumSerialNumber();
};

#endif

---