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dates in quantlib

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Pavan Shah-2

dates in quantlib

Hello all,

if I have a date in string format such as "2012-06-25", how do I convert
that into a date that QuantLib understands?

Just so we are clear, in this example, 06 = month and 25 = day .

I have to do this conversion on a vector of strings.

thanks
Pavan

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Matthew Gline

Re: dates in quantlib

The QuantLib Date class has a constructor of the form Date (Day d, Month m, Year y)

You should be able to use string::substr to pull each of the year, month, and day from your string, and then atoi to convert them to integers to be passed into the Date constructor.

For a less "DIY" solution, the ctime library has many date manipulation functions to reformat dates, and you may be able to use such a function to extract year, month, and day, or to extract an excel serial number which can also be used to construct a QuantLib Date.

On Tue, Dec 11, 2012 at 11:21 AM, Pavan Shah <[hidden email]> wrote:

Hello all,

if I have a date in string format such as "2012-06-25", how do I convert
that into a date that QuantLib understands?

Just so we are clear, in this example, 06 = month and 25 = day .

I have to do this conversion on a vector of strings.

thanks
Pavan

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Luigi Ballabio

Re: dates in quantlib

In reply to this post by Pavan Shah-2

You can use the DateParser class in <ql/utilities/dataparsers.hpp>.
For your particolar format,

Date d = DateParser::parseISO(str);

will work.

Luigi

On Tue, Dec 11, 2012 at 5:21 PM, Pavan Shah <[hidden email]> wrote:

> Hello all,
>
> if I have a date in string format such as "2012-06-25", how do I convert
> that into a date that QuantLib understands?
>
>
> Just so we are clear, in this example, 06 = month and 25 = day .
>
> I have to do this conversion on a vector of strings.
>
> thanks
> Pavan
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
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> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Pavan Shah-2

Re: dates in quantlib

thank you both very much

I converted using the QuantLib DateParser class.

it works.

Pavan

On Tue, Dec 11, 2012 at 8:48 AM, Luigi Ballabio <[hidden email]> wrote:

You can use the DateParser class in <ql/utilities/dataparsers.hpp>.
For your particolar format,

Date d = DateParser::parseISO(str);

will work.

Luigi

On Tue, Dec 11, 2012 at 5:21 PM, Pavan Shah <[hidden email]> wrote:
> Hello all,
>
> if I have a date in string format such as "2012-06-25", how do I convert
> that into a date that QuantLib understands?
>
>
> Just so we are clear, in this example, 06 = month and 25 = day .
>
> I have to do this conversion on a vector of strings.
>
> thanks
> Pavan
>

> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>