Modifying Calendar Class: Customs Dates By CSV File

[user0112358132134]

Hi,

As indicated in the title, I would like to modify the calendar class so as to be able to read in a set of customized values from a csv file and arrange those to be the holidays.

I'm not very familiar with C++ development.

My initial idea was that I could use the other calendar classes as a template of sorts, for instance I could copy the argentina.hpp file and just modify it according to my needs, for instance, readFromFile.hpp and accordingly modify all the other references to argentina, is this getting in the right direction?

I'm also thinking I can make a readFromFile.cpp and put some method like this in there:
BespokeCalendar Calendar::TOKCal(string input_file_name, string input_market)
        {
                /* Declare the variables to be used */
                BespokeCalendar result;
                string filename = input_file_name;
                string marekt = input_market;
               
                string csvLine
                string csvMarket;
                string csvDate;
       
        ifstream csvFile ( filename ); // declare file stream
        if( csvFile.good() )
        {
                while (getline (csvFile,csvLine)
                {
                        stringstream ss(csvLine);
                        string csvMarket;
                        string csvDate;

                        getline(ss, csvMarket, ',');
                        getline(ss, csvDate, ',');

                        if (csvMarket == marekt)
                        {
                                result.addHoliday( csvDate );
                        }
                }
        }
        else
        {
                cout << "Unable to open file";
        }
               
        return result;
        }

Would such a thing work?

I want to be able to call it like this:

Calendar XXXXCal = FromFile("C:\\temp\\XXXXHoliday.csv","XXXX");

How can I test my results, I'm a bit confused about the documentation regarding testing, do I create that main file in the solution of QuantLib itself or somewhere else?

Is there some way to work on this code where I dont have to build the library every time I make a change as I'm now doing?

Cheers,

AB

[igitur]

Hi,

I think you have to use BespokeCalendar. See the discussion at http://quantlib.10058.n7.nabble.com/Calendar-with-custom-set-holidays-and-name-td53.html . You'll have to do the CSV input yourself.

regards

Francois Botha

On 8 August 2014 15:59, user0112358132134 <[hidden email]> wrote:

Hi,

As indicated in the title, I would like to modify the calendar class so as
to be able to read in a set of customized values from a csv file and arrange
those to be the holidays.

I'm not very familiar with C++ development.

My initial idea was that I could use the other calendar classes as a
template of sorts, for instance I could copy the argentina.hpp file and just
modify it according to my needs, for instance, readFromFile.hpp and
accordingly modify all the other references to argentina, is this getting in
the right direction?

I'm also thinking I can make a readFromFile.cpp and put some method like
this in there:
BespokeCalendar Calendar::TOKCal(string input_file_name, string
input_market)
        {
                /* Declare the variables to be used */
                BespokeCalendar result;
                string filename = input_file_name;
                string marekt = input_market;

                string csvLine
                string csvMarket;
                string csvDate;

        ifstream csvFile ( filename ); // declare file stream
        if( csvFile.good() )
        {
                while (getline (csvFile,csvLine)
                {
                        stringstream ss(csvLine);
                        string csvMarket;
                        string csvDate;

                        getline(ss, csvMarket, ',');
                        getline(ss, csvDate, ',');

                        if (csvMarket == marekt)
                        {
                                result.addHoliday( csvDate );
                        }
                }
        }
        else
        {
                cout << "Unable to open file";
        }

        return result;
        }

Would such a thing work?

I want to be able to call it like this:

Calendar XXXXCal = FromFile("C:\\temp\\XXXXHoliday.csv","XXXX");

How can I test my results, I'm a bit confused about the documentation
regarding testing, do I create that main file in the solution of QuantLib
itself or somewhere else?

Is there some way to work on this code where I dont have to build the
library every time I make a change as I'm now doing?

Cheers,

AB



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