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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2002, 2003 Decillion Pty(Ltd)
5 Copyright (C) 2006 Joseph Wang
6 Copyright (2) 2009 Mark Joshi
7 Copyright (2) 2009 StatPro Italia srl
8
9 This file is part of QuantLib, a free-software/open-source library
10 for financial quantitative analysts and developers - http://quantlib.org/
11
12 QuantLib is free software: you can redistribute it and/or modify it
13 under the terms of the QuantLib license. You should have received a
14 copy of the license along with this program; if not, please email
15 <quantlib-dev@lists.sf.net>. The license is also available online at
16 <http://quantlib.org/license.shtml>.
17
18 This program is distributed in the hope that it will be useful, but WITHOUT
19 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
20 FOR A PARTICULAR PURPOSE. See the license for more details.
21*/
22
23#include <ql/utilities/dataparsers.hpp>
24#include <ql/utilities/null.hpp>
25#include <ql/time/period.hpp>
26#include <ql/errors.hpp>
27#ifndef QL_PATCH_SOLARIS
28#include <boost/algorithm/string/case_conv.hpp>
29#include <boost/date_time/gregorian/gregorian.hpp>
30#endif
31#include <string>
32#include <locale>
33#include <cctype>
34#if defined(BOOST_NO_STDC_NAMESPACE)
35 namespace std { using ::toupper; }
36#endif
37
38namespace QuantLib {
39
40 Period PeriodParser::parse(const std::string& str) {
41 QL_REQUIRE(str.length()>1, "period string length must be at least 2");
42
43 std::vector<std::string > subStrings;
44 std::string reducedString = str;
45
46 Size iPos, reducedStringDim = 100000, max_iter = 0;
47 while (reducedStringDim>0) {
48 iPos = reducedString.find_first_of(s: "DdWwMmYy");
49 Size subStringDim = iPos+1;
50 reducedStringDim = reducedString.length()-subStringDim;
51 subStrings.push_back(x: reducedString.substr(pos: 0, n: subStringDim));
52 reducedString = reducedString.substr(pos: iPos+1, n: reducedStringDim);
53 ++max_iter;
54 QL_REQUIRE(max_iter<str.length(), "unknown '" << str << "' unit");
55 }
56
57 Period result = parseOnePeriod(str: subStrings[0]);
58 for (Size i=1; i<subStrings.size(); ++i)
59 result += parseOnePeriod(str: subStrings[i]);
60 return result;
61 }
62
63 Period PeriodParser::parseOnePeriod(const std::string& str) {
64 QL_REQUIRE(str.length()>1, "single period require a string of at "
65 "least 2 characters");
66
67 Size iPos = str.find_first_of(s: "DdWwMmYy");
68 QL_REQUIRE(iPos==str.length()-1, "unknown '" <<
69 str.substr(str.length()-1, str.length()) << "' unit");
70 TimeUnit units = Days;
71 char abbr = static_cast<char>(std::toupper(c: str[iPos]));
72 if (abbr == 'D') units = Days;
73 else if (abbr == 'W') units = Weeks;
74 else if (abbr == 'M') units = Months;
75 else if (abbr == 'Y') units = Years;
76
77 Size nPos = str.find_first_of(s: "-+0123456789");
78 QL_REQUIRE(nPos<iPos, "no numbers of " << units << " provided");
79 Integer n;
80 try {
81 n = std::stoi(str: str.substr(pos: nPos,n: iPos));
82 } catch (std::exception& e) {
83 QL_FAIL("unable to parse the number of units of " << units <<
84 " in '" << str << "'. Error:" << e.what());
85 }
86
87 return {n, units};
88 }
89
90 Date DateParser::parseFormatted(const std::string& str,
91 const std::string& fmt) {
92 #ifndef QL_PATCH_SOLARIS
93 using namespace boost::gregorian;
94
95 date boostDate;
96 std::istringstream is(str);
97 is.imbue(loc: std::locale(std::locale(), new date_input_facet(fmt)));
98 is >> boostDate;
99 date_duration noDays = boostDate - date(1901, 1, 1);
100 return Date(1, January, 1901) + noDays.days();
101 #else
102 QL_FAIL("DateParser::parseFormatted not supported under Solaris");
103 #endif
104 }
105
106 Date DateParser::parseISO(const std::string& str) {
107 QL_REQUIRE(str.size() == 10 && str[4] == '-' && str[7] == '-',
108 "invalid format");
109 Integer year = std::stoi(str: str.substr(pos: 0, n: 4));
110 Month month = static_cast<Month>(std::stoi(str: str.substr(pos: 5, n: 2)));
111 Integer day = std::stoi(str: str.substr(pos: 8, n: 2));
112
113 return {day, month, year};
114 }
115
116}
117

source code of quantlib/ql/utilities/dataparsers.cpp