/src/quantlib/ql/experimental/commodities/dateinterval.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2008 J. Erik Radmall |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <https://www.quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | /*! \file dateinterval.hpp |
21 | | \brief Date interval |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_date_interval_hpp |
25 | | #define quantlib_date_interval_hpp |
26 | | |
27 | | #include <ql/time/date.hpp> |
28 | | #include <ql/errors.hpp> |
29 | | #include <algorithm> |
30 | | |
31 | | namespace QuantLib { |
32 | | |
33 | | //! Date interval described by a number of a given time unit |
34 | | /*! \ingroup datetime */ |
35 | | class DateInterval { |
36 | | friend std::ostream& operator<<(std::ostream&, const DateInterval&); |
37 | | |
38 | | private: |
39 | | Date startDate_; |
40 | | Date endDate_; |
41 | | public: |
42 | | DateInterval() = default; |
43 | | DateInterval(const Date& startDate, const Date& endDate) |
44 | 0 | : startDate_(startDate), endDate_(endDate) { |
45 | 0 | QL_REQUIRE(endDate_ >= startDate_, |
46 | 0 | "end date must be >= start date"); |
47 | 0 | } |
48 | 0 | const Date& startDate() const { return startDate_; } |
49 | 0 | const Date& endDate() const { return endDate_; } |
50 | | |
51 | | bool isDateBetween(Date date, |
52 | | bool includeFirst = true, |
53 | 0 | bool includeLast = true) const { |
54 | 0 | if (includeFirst && !(date >= startDate_)) |
55 | 0 | return false; |
56 | 0 | else if (!(date > startDate_)) |
57 | 0 | return false; |
58 | 0 | if (includeLast && !(date <= endDate_)) |
59 | 0 | return false; |
60 | 0 | else if (!(date < endDate_)) |
61 | 0 | return false; |
62 | 0 | return true; |
63 | 0 | } |
64 | | |
65 | 0 | DateInterval intersection(const DateInterval& di) const { |
66 | 0 | if ((startDate_ < di.startDate_ && endDate_ < di.startDate_) || |
67 | 0 | (startDate_ > di.endDate_ && endDate_ > di.endDate_)) |
68 | 0 | return {}; |
69 | 0 | return {std::max(startDate_, di.startDate_), std::min(endDate_, di.endDate_)}; |
70 | 0 | } |
71 | | |
72 | 0 | bool operator==(const DateInterval& rhs) const { |
73 | 0 | return startDate_ == rhs.startDate_ && endDate_ == rhs.endDate_; |
74 | 0 | } |
75 | | |
76 | 0 | bool operator!=(const DateInterval& rhs) const { |
77 | 0 | return !(*this == rhs); |
78 | 0 | } |
79 | | }; |
80 | | |
81 | | } |
82 | | |
83 | | #endif |