C++ date::getJudianDayNumber方法代码示例

date dateUtil::dayRollAdjust(date aDate,DayRollEnum aDayRollConvention, enums::CurrencyEnum market) {
	long adjustedJDN;
	switch(aDayRollConvention){
	case enums::Following:
		adjustedJDN = getFolloingJDN(aDate, market);
		break;
	case enums::Preceding:
		adjustedJDN = getPrecedingJDN(aDate, market);
		break;
	case enums::Mfollowing:
		adjustedJDN = getFolloingJDN(aDate, market);
		if (getYearMonthDay(adjustedJDN)[1]!=aDate.getMonth())
			adjustedJDN = getPrecedingJDN(aDate, market);
		break;
	case enums::Mfollowingbi:	
		adjustedJDN = getFolloingJDN(aDate, market);
		if (getYearMonthDay(adjustedJDN)[1]!=aDate.getMonth()||
			getYearMonthDay(adjustedJDN)[2]>=15)
			adjustedJDN = getPrecedingJDN(aDate, market);
		break;
	case enums::EOM:
		break;
	case enums::DayRollNull:
		adjustedJDN = aDate.getJudianDayNumber();
		break;
	}
	date adjustedDate(adjustedJDN);
	return adjustedDate;
}

long dateUtil::getFolloingJDN(date refDate, enums::CurrencyEnum market){
	//date adjustedDate = adjustInvalidateDate(refDate,true);
	long JDN = refDate.getJudianDayNumber();
	while(!isBizDay(JDN) || isHoliday(JDN,market)){
		JDN++;
	}
	return JDN;
}

long dateUtil::getPrecedingJDN(date refDate, enums::MarketEnum market){
	//date adjustedDate = adjustInvalidateDate(refDate,false);
	long JDN = refDate.getJudianDayNumber();
	while(!isBizDay(JDN) || isHoliday(JDN,market)){
		JDN--;
	}
	return JDN;
}

date dateUtil::getBizDateOffSet(date refDate, long offset, enums::CurrencyEnum market) {
	long JDN = refDate.getJudianDayNumber();
	bool forward = offset>=0?true:false;
	for (long i=0; i<abs(offset); i++){
		forward?JDN++:JDN--;
		while(!isBizDay(JDN) || isHoliday(JDN,market)){
			forward?JDN++:JDN--;
		}
	}
	date offsetDate(JDN);
	return offsetDate; 
}

date dateUtil::getEndDate(date startDate, int increment, enums::DayRollEnum dayRoll, enums::MarketEnum market, DateUnit dateUnit){
	date endDate;
	switch(dateUnit){
	case YEAR:
		endDate = date(startDate.getYear()+increment,startDate.getMonth(), startDate.getDay());
		break;
	case MONTH:
		endDate = getEndDateMonthIncrement(startDate, increment);
		break;
	case WEEK:
		endDate = date(startDate.getJudianDayNumber()+increment*7);
		break;
	case DAY:
		endDate = date(startDate.getJudianDayNumber()+increment);
		break;
	case BIZDAY:
		endDate = getBizDateOffSet(startDate,increment, market);
		break;
	}
	endDate = dayRollAdjust(adjustInvalidateDate(endDate,false),dayRoll, market);
	return endDate;
}

double dateUtil::getAccrualFactor(date startDate,date endDate, enums::DayCountEnum dayCount){
	double accrualFactor;
	int numBizDay=0;
	switch(dayCount){
	case enums::thirty_360US:
		//This day count convention is also called Bond basis.
		if (endDate.getDay()==31 && (startDate.getDay()==30||31))
			endDate.setDay(30);
		if (startDate.getDay()==31)
			startDate.setDay(30);
		accrualFactor = thirty_360(startDate, endDate);
		break;
	case enums::thirthE_360:
		if (startDate.getDay()==31)
			startDate.setDay(30);
		if (endDate.getDay()==31)
			endDate.setDay(30);
		accrualFactor = thirty_360(startDate, endDate);
		break;
	case enums::ACT_360:
		//This day count is also called Money Market basis or Actual 360
		//This is the most used day count convention for money market instruments (maturity below one year).
		accrualFactor = (endDate.getJudianDayNumber()-startDate.getJudianDayNumber())/360.0;
		//cout<<"inside ACT_360"<<endl;
		break;
	case enums::ACT_365:
		//Also called English Money Market basis.
		//The number 365 is used even in a leap year.
		accrualFactor = (endDate.getJudianDayNumber()-startDate.getJudianDayNumber())/365.0;
		//cout<<"inside ACT_365"<<endl;
		break;
	case enums::ACT_ACT:
		throw "Need reference start and end date!";
		break;
	case enums::BUS_252:
		//Numerator is the number of business days (in a given calendar) from and including the start date up to and excluding the end date.
		numBizDay=0;
		for(long i = startDate.getJudianDayNumber();i<endDate.getJudianDayNumber();i++)
			if (isBizDay(i))
				numBizDay++;
		accrualFactor = numBizDay/252.0;
		break;
	default:
		accrualFactor = (endDate.getJudianDayNumber()-startDate.getJudianDayNumber())/360.0;

	}
	return accrualFactor;
}

bool dateUtil::isHoliday(date aDate, enums::CurrencyEnum market){
	return isHoliday(aDate.getJudianDayNumber(),market);
}

bool dateUtil::isBizDay(date date0){
	return isBizDay(date0.getJudianDayNumber());
}

signed long dateUtil::getBizDaysBetween(date startDate, date endDate){
	return getBizDaysBetween
		(startDate.getJudianDayNumber(),endDate.getJudianDayNumber());
}

long dateUtil::getDaysBetween(date startDate, date endDate){
	return getDaysBetween
		(endDate.getJudianDayNumber(),startDate.getJudianDayNumber());
}