/*! returns the ECB code for the given date
(e.g. MAR10 for March xxth, 2010).
\warning It raises an exception if the input
date is not an ECB date
*/
public static string code( Date ecbDate )
{
Utils.QL_REQUIRE(isECBdate(ecbDate),() => ecbDate + " is not a valid ECB date");
string ECBcode = string.Empty;
int y = ecbDate.year() % 100;
string padding = string.Empty;
if (y < 10)
padding = "0";
switch(ecbDate.month()) {
case (int)Month.January:
ECBcode += "JAN" + padding + y;
break;
case (int)Month.February:
ECBcode += "FEB" + padding + y;
break;
case (int)Month.March:
ECBcode += "MAR" + padding + y;
break;
case (int)Month.April:
ECBcode += "APR" + padding + y;
break;
case (int)Month.May:
ECBcode += "MAY" + padding + y;
break;
case (int)Month.June:
ECBcode += "JUN" + padding + y;
break;
case (int)Month.July:
ECBcode += "JUL" + padding + y;
break;
case (int)Month.August:
ECBcode += "AUG" + padding + y;
break;
case (int)Month.September:
ECBcode += "SEP" + padding + y;
break;
case (int)Month.October:
ECBcode += "OCT" + padding + y;
break;
case (int)Month.November:
ECBcode += "NOV" + padding + y;
break;
case (int)Month.December:
ECBcode += "DEC" + padding + y;
break;
default:
Utils.QL_FAIL("not an ECB month (and it should have been)");
break;
}
#if(QL_EXTRA_SAFETY_CHECKS)
QL_ENSURE(isECBcode(ECBcode.str()),
"the result " << ECBcode.str() <<
" is an invalid ECB code");
#endif
return ECBcode;
}
public override int dayCount(Date d1, Date d2)
{
int s1, s2;
s1 = d1.Day + MonthOffset[d1.month()-1] + (d1.year() * 365);
s2 = d2.Day + MonthOffset[d2.month()-1] + (d2.year() * 365);
if (d1.month() == (int)Month.Feb && d1.Day == 29)
{
--s1;
}
if (d2.month() == (int)Month.Feb && d2.Day == 29)
{
--s2;
}
return s2 - s1;
}
Date previousTwentieth(Date d, DateGeneration.Rule rule)
{
Date result = new Date(20, d.month(), d.year());
if (result > d)
result -= new Period(1, TimeUnit.Months);
if (rule == DateGeneration.Rule.TwentiethIMM ||
rule == DateGeneration.Rule.OldCDS ||
rule == DateGeneration.Rule.CDS)
{
int m = result.month();
if (m % 3 != 0)
{ // not a main IMM nmonth
int skip = m % 3;
result -= new Period(skip, TimeUnit.Months);
}
}
return result;
}
