Re: dates in quantlib

Posted by Matthew Gline on
URL: http://quantlib.414.s1.nabble.com/dates-in-quantlib-tp13795p13796.html

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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