/src/quantlib/ql/time/ecb.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2009 Ferdinando Ametrano |
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 ecb.hpp |
21 | | \brief European Central Bank reserve maintenance date functions |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_ecb_hpp |
25 | | #define quantlib_ecb_hpp |
26 | | |
27 | | #include <ql/time/date.hpp> |
28 | | #include <set> |
29 | | #include <vector> |
30 | | |
31 | | namespace QuantLib { |
32 | | |
33 | | //! European Central Bank reserve maintenance dates |
34 | | struct ECB { |
35 | | |
36 | | static const std::set<Date>& knownDates(); |
37 | | static void addDate(const Date& d); |
38 | | static void removeDate(const Date& d); |
39 | | |
40 | | //! maintenance period start date in the given month/year |
41 | | static Date date(Month m, |
42 | 0 | Year y) { return nextDate(Date(1, m, y) - 1); } |
43 | | |
44 | | /*! returns the ECB date for the given ECB code |
45 | | (e.g. March xxth, 2013 for MAR10). |
46 | | |
47 | | \warning It raises an exception if the input |
48 | | string is not an ECB code |
49 | | */ |
50 | | static Date date(const std::string& ecbCode, |
51 | | const Date& referenceDate = Date()); |
52 | | |
53 | | /*! returns the ECB code for the given date |
54 | | (e.g. MAR10 for March xxth, 2010). |
55 | | |
56 | | \warning It raises an exception if the input |
57 | | date is not an ECB date |
58 | | */ |
59 | | static std::string code(const Date& ecbDate); |
60 | | |
61 | | //! next maintenance period start date following the given date |
62 | | static Date nextDate(const Date& d = Date()); |
63 | | |
64 | | //! next maintenance period start date following the given ECB code |
65 | | static Date nextDate(const std::string& ecbCode, |
66 | 0 | const Date& referenceDate = Date()) { |
67 | 0 | return nextDate(date(ecbCode, referenceDate)); |
68 | 0 | } |
69 | | |
70 | | //! next maintenance period start dates following the given date |
71 | | static std::vector<Date> nextDates(const Date& d = Date()); |
72 | | |
73 | | //! next maintenance period start dates following the given code |
74 | | static std::vector<Date> nextDates(const std::string& ecbCode, |
75 | 0 | const Date& referenceDate = Date()) { |
76 | 0 | return nextDates(date(ecbCode, referenceDate)); |
77 | 0 | } |
78 | | |
79 | | /*! returns whether or not the given date is |
80 | | a maintenance period start date */ |
81 | 0 | static bool isECBdate(const Date& d) { |
82 | 0 | Date date = nextDate(d-1); |
83 | 0 | return d==date; |
84 | 0 | } |
85 | | |
86 | | //! returns whether or not the given string is an ECB code |
87 | | static bool isECBcode(const std::string& in); |
88 | | |
89 | | //! next ECB code following the given date |
90 | 0 | static std::string nextCode(const Date& d = Date()) { |
91 | 0 | return code(nextDate(d)); |
92 | 0 | } |
93 | | |
94 | | //! next ECB code following the given code |
95 | | static std::string nextCode(const std::string& ecbCode); |
96 | | |
97 | | }; |
98 | | |
99 | | } |
100 | | |
101 | | #endif |