[Octave-cvsupdate] SF.net SVN: octave: [4675] trunk/octave-forge/main/time/inst/thirdwednesday .m

[<ws...@us...>]

Revision: 4675
          http://octave.svn.sourceforge.net/octave/?rev=4675&view=rev
Author:   wsloand
Date:     2008-02-24 14:45:32 -0800 (Sun, 24 Feb 2008)

Log Message:
-----------
thirdwednesday.m: new function

Added Paths:
-----------
    trunk/octave-forge/main/time/inst/thirdwednesday.m

Added: trunk/octave-forge/main/time/inst/thirdwednesday.m
===================================================================
--- trunk/octave-forge/main/time/inst/thirdwednesday.m	                        (rev 0)
+++ trunk/octave-forge/main/time/inst/thirdwednesday.m	2008-02-24 22:45:32 UTC (rev 4675)
@@ -0,0 +1,72 @@
+## Copyright (C) 2008 Bill Denney
+##
+## This software is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## This software is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this software; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {[begindate, enddate]} = thirdwednesday (month, year)
+##
+## Find the third Wednesday of the month specified by the @var{month}
+## and @var{year}.  The @var{begindate} is the third Wednesday of the
+## month, and the @var{enddate} is three months after that.  Outputs are
+## in the form of datenums.
+##
+## The third Wednesday is used for Eurodollar futures.
+##
+## @seealso{nweekdate, datenum}
+## @end deftypefn
+
+## Author: Bill Denney <bi...@de...>
+## Created: 24 Feb 2008
+
+function [wednesdays, enddate] = thirdwednesday (month, year)
+
+  if nargin ~= 2
+	print_usage ();
+  elseif ~ ((numel(year) == 1) ||
+            (numel(month) == 1) ||
+            ~isequal (size (month), size (year)))
+    error("month and year must have the same size or one of them must be a scalar")
+  endif
+
+  if numel (year) == 1
+    sz = size (month);
+  else
+    sz = size (year);
+  endif
+
+  wednesdays = nweekdate (3, 4, year, month);
+  dates = datevec (wednesdays);
+  ## adjust the year when the date will wrap
+  dates(:,1) += dates (:,2) > 9;
+  ## adjust the month by three
+  dates(:,2) = mod (dates(:,2) + 2, 12) + 1;
+  enddate = reshape (datenum (dates), sz);
+
+endfunction
+
+## Tests
+%!shared m, y, bt, et
+%! m = (1:12)';
+%! y = 2008;
+%! bt = datenum(2008, m, [16;20;19;16;21;18;16;20;17;15;19;17]);
+%! et = datenum([2008*ones(9,1);2009*ones(3,1)], [4:12 1:3]', [16;20;19;16;21;18;16;20;17;15;19;17]);
+%!test
+%! [b e] = thirdwednesday (m, y);
+%! assert(b, bt)
+%! assert(e, et)
+%!test
+%! [b e] = thirdwednesday (m', y);
+%! assert(b, bt')
+%! assert(e, et')


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