Coverage Report

Created: 2026-08-14 07:10

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/time/asx.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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 Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
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 Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano
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 Copyright (C) 2006 Katiuscia Manzoni
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 Copyright (C) 2015 Maddalena Zanzi
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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#include <ql/time/asx.hpp>
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#include <ql/settings.hpp>
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#include <ql/utilities/dataparsers.hpp>
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#include <boost/algorithm/string/case_conv.hpp>
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#include <boost/utility/string_view.hpp>
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#include <string>
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#include <cctype>
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namespace QuantLib {
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    namespace {
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        const boost::string_view All_MONTH_CODES = "FGHJKMNQUVXZ";
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    }
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5.56k
    bool ASX::isASXdate(const Date& date, bool mainCycle) {
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5.56k
        if (date.weekday()!=Friday)
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4.69k
            return false;
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868
        Day d = date.dayOfMonth();
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868
        if (d<8 || d>14)
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698
            return false;
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        if (!mainCycle) return true;
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170
        switch (date.month()) {
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8
          case March:
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38
          case June:
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62
          case September:
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70
          case December:
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            return true;
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          default:
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            return false;
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170
        }
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    }
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0
    bool ASX::isASXcode(const std::string& in, bool mainCycle) {
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0
        if (in.length() != 2)
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0
            return false;
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        // 2nd character of code needs to be digit
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0
        if (std::isdigit(static_cast<unsigned char>(in[1])) == 0)
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            return false;
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        // 1st character needs to represent the correct month
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        const boost::string_view validMonthCodes = mainCycle ? "HMUZ" : All_MONTH_CODES;
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        return validMonthCodes.find(std::toupper(in[0])) != boost::string_view::npos;
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    }
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    std::string ASX::code(const Date& date) {
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        QL_REQUIRE(isASXdate(date, false),
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                   date << " is not an ASX date");
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        // month() is 1-based!
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        const char monthCode = All_MONTH_CODES[date.month()-1];
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        const char yearDigit = static_cast<char>(static_cast<int>('0') + (date.year() % 10));
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        std::string code{monthCode, yearDigit};
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        #ifdef QL_EXTRA_SAFETY_CHECKS
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            QL_ENSURE(isASXcode(code, false),
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                    "the result " << code <<
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                    " is an invalid ASX code");
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        #endif
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        return code;
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0
    }
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    Date ASX::date(const std::string& asxCode,
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0
                   const Date& refDate) {
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        QL_REQUIRE(isASXcode(asxCode, false),
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                   asxCode << " is not a valid ASX code");
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        const Date referenceDate = (refDate != Date() ?
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                                    refDate :
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                                    Date(Settings::instance().evaluationDate()));
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        const char ms = std::toupper(asxCode.front());
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        const std::size_t idxZeroBased = All_MONTH_CODES.find(ms);
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        QL_ASSERT(idxZeroBased != All_MONTH_CODES.npos, "invalid ASX month letter. code: " + asxCode);
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        // QuantLib::Month is 1-based!
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        const auto m = static_cast<QuantLib::Month>(idxZeroBased + 1);
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        // convert 2nd char to year digit
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        Year y = static_cast<int>(asxCode[1]) - static_cast<int>('0');
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        QL_ASSERT((y>=0) && (y <= 9), "invalid ASX year digit. code: " + asxCode);
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        /* year<1900 are not valid QuantLib years: to avoid a run-time
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           exception few lines below we need to add 10 years right away */
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        if (y==0 && referenceDate.year()<=1909) y+=10;
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        const Year referenceYear = (referenceDate.year() % 10);
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        y += referenceDate.year() - referenceYear;
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        Date result = ASX::nextDate(Date(1, m, y), false);
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        return (result >= referenceDate) ? result : ASX::nextDate(Date(1, m, y+10), false);
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0
    }
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5.74k
    Date ASX::nextDate(const Date& date, bool mainCycle) {
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5.74k
        Date refDate = (date == Date() ?
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0
                        Date(Settings::instance().evaluationDate()) :
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5.74k
                        date);
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5.74k
        Year y = refDate.year();
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5.74k
        QuantLib::Month m = refDate.month();
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5.74k
        Size offset = mainCycle ? 3 : 1;
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5.74k
        Size skipMonths = offset-(m%offset);
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5.74k
        if (skipMonths != offset || refDate.dayOfMonth() > 14) {
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4.84k
            skipMonths += Size(m);
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4.84k
            if (skipMonths<=12) {
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4.67k
                m = QuantLib::Month(skipMonths);
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4.67k
            } else {
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                m = QuantLib::Month(skipMonths-12);
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                y += 1;
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            }
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4.84k
        }
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5.74k
        Date result = Date::nthWeekday(2, Friday, m, y);
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5.74k
        if (result<=refDate)
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            result = nextDate(Date(15, m, y), mainCycle);
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5.74k
        return result;
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5.74k
    }
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    Date ASX::nextDate(const std::string& ASXcode,
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                       bool mainCycle,
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0
                       const Date& referenceDate)  {
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0
        Date asxDate = date(ASXcode, referenceDate);
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        return nextDate(asxDate+1, mainCycle);
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    }
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    std::string ASX::nextCode(const Date& d,
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0
                              bool mainCycle) {
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        Date date = nextDate(d, mainCycle);
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        return code(date);
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    }
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    std::string ASX::nextCode(const std::string& asxCode,
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                              bool mainCycle,
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0
                              const Date& referenceDate) {
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0
        Date date = nextDate(asxCode, mainCycle, referenceDate);
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        return code(date);
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0
    }
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}