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[Octave-cvsupdate] SF.net SVN: octave:[10262] trunk/octave-forge/main
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From: <car...@us...> - 2012-04-17 12:03:52
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Revision: 10262
http://octave.svn.sourceforge.net/octave/?rev=10262&view=rev
Author: carandraug
Date: 2012-04-17 12:03:41 +0000 (Tue, 17 Apr 2012)
Log Message:
-----------
time/financial: moving functions from time to financial package since they belong to Matlab's financial toolbox and time package has no maintainer
Added Paths:
-----------
trunk/octave-forge/main/financial/inst/busdate.m
trunk/octave-forge/main/financial/inst/busdays.m
trunk/octave-forge/main/financial/inst/datefind.m
trunk/octave-forge/main/financial/inst/day.m
trunk/octave-forge/main/financial/inst/daysact.m
trunk/octave-forge/main/financial/inst/eomdate.m
trunk/octave-forge/main/financial/inst/fbusdate.m
trunk/octave-forge/main/financial/inst/holidays.m
trunk/octave-forge/main/financial/inst/hour.m
trunk/octave-forge/main/financial/inst/isbusday.m
trunk/octave-forge/main/financial/inst/lbusdate.m
trunk/octave-forge/main/financial/inst/lweekdate.m
trunk/octave-forge/main/financial/inst/m2xdate.m
trunk/octave-forge/main/financial/inst/minute.m
trunk/octave-forge/main/financial/inst/month.m
trunk/octave-forge/main/financial/inst/months.m
trunk/octave-forge/main/financial/inst/nweekdate.m
trunk/octave-forge/main/financial/inst/second.m
trunk/octave-forge/main/financial/inst/thirdwednesday.m
trunk/octave-forge/main/financial/inst/today.m
trunk/octave-forge/main/financial/inst/x2mdate.m
trunk/octave-forge/main/financial/inst/year.m
trunk/octave-forge/main/financial/inst/yeardays.m
Removed Paths:
-------------
trunk/octave-forge/main/time/inst/busdate.m
trunk/octave-forge/main/time/inst/busdays.m
trunk/octave-forge/main/time/inst/datefind.m
trunk/octave-forge/main/time/inst/day.m
trunk/octave-forge/main/time/inst/daysact.m
trunk/octave-forge/main/time/inst/eomdate.m
trunk/octave-forge/main/time/inst/fbusdate.m
trunk/octave-forge/main/time/inst/holidays.m
trunk/octave-forge/main/time/inst/hour.m
trunk/octave-forge/main/time/inst/isbusday.m
trunk/octave-forge/main/time/inst/lbusdate.m
trunk/octave-forge/main/time/inst/lweekdate.m
trunk/octave-forge/main/time/inst/m2xdate.m
trunk/octave-forge/main/time/inst/minute.m
trunk/octave-forge/main/time/inst/month.m
trunk/octave-forge/main/time/inst/months.m
trunk/octave-forge/main/time/inst/nweekdate.m
trunk/octave-forge/main/time/inst/second.m
trunk/octave-forge/main/time/inst/thirdwednesday.m
trunk/octave-forge/main/time/inst/today.m
trunk/octave-forge/main/time/inst/x2mdate.m
trunk/octave-forge/main/time/inst/year.m
trunk/octave-forge/main/time/inst/yeardays.m
Copied: trunk/octave-forge/main/financial/inst/busdate.m (from rev 10260, trunk/octave-forge/main/time/inst/busdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/busdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/busdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,97 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {b =} busdate (refdate)
+## @deftypefnx {Function File} {b =} busdate (refdate, direction)
+## @deftypefnx {Function File} {b =} busdate (refdate, direction, holiday)
+## @deftypefnx {Function File} {b =} busdate (refdate, direction, holiday, weekend)
+##
+## Return the datenum of the next or previous business day from
+## @var{refdate}. @var{direction} indicates the next day (default) if 1
+## and the previous day if -1. @var{holiday} is a vector of datenums
+## that defines the holidays observed (the holidays function is used if
+## not given). @var{weekend} defines the days of the week that should
+## be considered weekends; [1 0 0 0 0 0 1] (default) indicates that
+## Sunday and Saturday are holidays.
+##
+## If any of the optional inputs (@var{direction}, @var{holiday},
+## @var{weekend}) are empty, then the default is used.
+##
+## @seealso{holidays, lbusdate, isbusday, fbusdate}
+## @end deftypefn
+
+function rd = busdate (rd, d, hol, wkend)
+
+ if ~isnumeric (rd)
+ rd = datenum ( rd);
+ endif
+ if nargin < 2 || isempty (d)
+ d = 1;
+ elseif ~ all (abs (d) == 1)
+ ## People could use other numbers to skip days, but that is not
+ ## supported.
+ error ("directions must all be either 1 or -1.")
+ endif
+ if nargin < 3
+ hol = [];
+ end
+ if nargin < 4
+ wkend = [];
+ elseif nargin > 4
+ print_usage ();
+ endif
+
+ rd += d;
+ mask = ~isbusday (rd, hol, wkend);
+ while any (mask)
+ ## Only recompute for the days that are not yet business days
+ if isscalar (d)
+ rd(mask) += d;
+ else
+ rd(mask) += d(mask);
+ endif
+ mask(mask) = ~isbusday (rd(mask), hol, wkend);
+ endwhile
+
+endfunction
+
+## Tests
+## A normal day
+%!assert(busdate(datenum(2008,1,2)), datenum(2008,1,3))
+## A holiday
+%!assert(busdate(datenum(2007,12,31)), datenum(2008,1,2))
+## Go over a weekend and start in a weekend
+%!assert(busdate(datenum(2007,1,5)), datenum(2007,1,8))
+%!assert(busdate(datenum(2007,1,6)), datenum(2007,1,8))
+## Backward
+%!assert(busdate(datenum(2008,1,3), -1), datenum(2008,1,2))
+## Backward holiday
+%!assert(busdate(datenum(2008,1,2), -1), datenum(2007,12,31))
+## Backward with alternate holidays
+%!assert(busdate(datenum(2008,1,2), -1, datenum(2007,1,1):datenum(2008,1,1)), datenum(2006,12,29))
+## Multiple dates in both orientations
+%!assert(busdate([datenum(2008,1,2) datenum(2007,1,1)]), [datenum(2008,1,3) datenum(2007,1,2)])
+%!assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], [1 1]), [datenum(2008,1,3) datenum(2007,1,2)])
+%!assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], 1), [datenum(2008,1,3) datenum(2007,1,2)])
+%!assert(busdate([datenum(2008,1,2);datenum(2007,1,1)], [1;1]), [datenum(2008,1,3);datenum(2007,1,2)])
+## Multiple dates with opposite directions holidays and weekends
+%!assert(busdate([datenum(2008,1,2);datenum(2007,1,2)], [1;-1]), [datenum(2008,1,3);datenum(2006,12,29)])
+## Alternate weekends
+%!assert(busdate(datenum(2008,1,2), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,3))
+%!assert(busdate(datenum(2008,1,4), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,5))
+%!assert(busdate(datenum(2008,1,5), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
+%!assert(busdate(datenum(2008,1,6), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
+%!assert(busdate(datenum(2008,1,1), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 1 1 1 1 1 0]), datenum(2008,1,5))
Copied: trunk/octave-forge/main/financial/inst/busdays.m (from rev 10260, trunk/octave-forge/main/time/inst/busdays.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/busdays.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/busdays.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,127 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{bdates} =} busdays (@var{sdate}, @var{edate})
+## @deftypefnx {Function File} {@var{bdates} =} busdays (@var{sdate}, @var{edate}, @var{bdmode})
+## @deftypefnx {Function File} {@var{bdates} =} busdays (@var{sdate}, @var{edate}, @var{bdmode}, @var{holvec})
+## Generate a list of business dates at the end of the periods defined
+## between (including) @var{sdate} and @var{edate}.
+##
+## @var{sdate} is the starting date, @var{edate} is the ending date,
+## both are in serial date format (see datenum). @var{bdmode} is the
+## business day frequency ("daily", "weekly", "monthly", "quarterly",
+## "semiannual", or "annual"); these can be abbreviated by the first
+## letter and they may also use an integer corresponding to the order in
+## the above list (i.e. "daily" = 1). @var{holvec} is an optional list
+## of holidays. If the holidays are not given, then the holidays
+## function is used.
+## @seealso{holidays, busdate, lbusdate, isbusday, fbusdate, datenum}
+## @end deftypefn
+
+function bd = busdays (sd, ed, mode=1, hol=[])
+
+ if nargin < 2 || nargin > 4
+ print_usage ();
+ endif
+ if ~isnumeric (sd)
+ sd = datenum (sd);
+ endif
+ if ~isnumeric (ed)
+ ed = datenum (ed);
+ endif
+ if ed < sd
+ error ("busdays: the start date must be less than the end date")
+ endif
+ if isempty (hol)
+ ## make the holidays take into account the whole ending year because
+ ## the day may extend beyond the actual ending date
+ edtmp = datevec (ed);
+ edtmp(2:3) = [12 31];
+ hol = holidays (sd, datenum (edtmp));
+ endif
+ ## Convert the mode to the numeric
+ modestr = "dwmqsa";
+ if ischar (mode)
+ mode = find (lower (mode(1)) == modestr);
+ if isempty (mode)
+ error ("busdays: mode must be one of '%s'", modestr)
+ endif
+ elseif isnumeric (mode)
+ if mode < 1 || mode > length (modestr)
+ error ("busdays: mode must be between 1 and %d", length (modestr))
+ endif
+ else
+ error ("busdays: mode must be a number or string")
+ endif
+
+ ## do the computation
+ if mode == 1
+ ## daily
+ bd = (sd:ed)'(isbusday (sd:ed, hol));
+ elseif mode < 6
+ if mode == 2
+ ## weekly make the start and end dates Fridays and then move back
+ ## from there
+ wd = weekday ([sd;ed]);
+ d = [sd;ed] - wd + 7;
+ ## there are generally not more than one week of holidays at a
+ ## time, but the call to unique will make certain of that.
+ bd = unique (busdate ([d(1):7:d(2)]', -1, hol));
+ else
+ d = datevec ([sd:ed]);
+ ## unique year and month list within the date range
+ ym = unique (d(:,1:2), "rows");
+ if mode == 3
+ ## monthly, do nothing to the ym list
+ elseif mode == 4
+ ## quarterly
+ if mod (ym(end), 3) != 0
+ ## make the last month an end of quarter month
+ ym(end) = ym(end) + 3 - mod (ym(end), 3);
+ endif
+ ym(mod (ym(:,2), 3) != 0, :) = [];
+ elseif mode == 5
+ ## semi-annually
+ if mod (ym(end), 6) != 0
+ ## make the last month an end of semi-annual month (6, 12)
+ ym(end) = ym(end) + 6 - mod (ym(end), 6);
+ endif
+ ym(mod (ym(:,2), 6) != 0, :) = [];
+ endif
+ bd = lbusdate (ym(:,1), ym(:,2), hol);
+ endif
+ elseif mode == 6
+ ## annual
+ d = datevec ([sd;ed]);
+ bd = lbusdate ((d(1,1):d(2,1))', 12, hol);
+ else
+ ## this should have been caught before now
+ error ("busdays: invalid mode")
+ endif
+
+endfunction
+
+## Tests
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12)), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12), "d"), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
+%!assert (busdays (datenum (2001, 1, 2), datenum (2001, 1, 9), "w"), datenum (2001, 1, [5;12]))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "m"), datenum (2008, 1, 31))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "m"), lbusdate ([2008*ones(12,1);2009*ones(12,1);2010*ones(5,1)], [1:12 1:12 1:5]'))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "q"), datenum (2008, 3, 31))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "q"), lbusdate ([2008*ones(4,1);2009*ones(4,1);2010*ones(2,1)], [3:3:12 3:3:12 3 6]'))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "s"), datenum (2008, 6, 30))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "s"), lbusdate ([2008;2008;2009;2009;2010], [6 12 6 12 6]'))
+%!assert (busdays (datenum (2008, 1, 1), datenum (2011, 1, 2), "a"), datenum ([2008;2009;2010;2011], [12;12;12;12], [31;31;30;30]))
Copied: trunk/octave-forge/main/financial/inst/datefind.m (from rev 10260, trunk/octave-forge/main/time/inst/datefind.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/datefind.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/datefind.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,44 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {indices =} datefind (subset, superset, tol)
+##
+## Find any instances of the @code{subset} in the @code{superset} with
+## the @code{tol}erance. @code{tol} is 0 by default.
+##
+## @seealso{date, datenum}
+## @end deftypefn
+
+function idx = datefind (subset, superset, tol=0)
+
+ if (nargin < 2 || nargin > 3)
+ print_usage ();
+ elseif ! isscalar (tol)
+ error ("datefind: tol must be a scalar")
+ endif
+
+ idx = [];
+ for i = 1:numel (superset)
+ if any (subset(:) - tol <= superset(i) & superset(i) <= subset(:) + tol)
+ idx(end+1, 1) = i;
+ endif
+ endfor
+
+endfunction
+
+## Tests
+%!assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31)), [10;20])
+%!assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31), 1), [9;10;11;19;20;21])
Copied: trunk/octave-forge/main/financial/inst/day.m (from rev 10260, trunk/octave-forge/main/time/inst/day.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/day.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/day.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,31 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {dom =} day (Date)
+##
+## Returns the day of the month from a serial date number or a date
+## string.
+##
+## @seealso{date, datevec, now, month, year}
+## @end deftypefn
+
+function t = day (dates)
+
+ t = datevec (dates);
+ t = t (:,3);
+
+endfunction
+
Copied: trunk/octave-forge/main/financial/inst/daysact.m (from rev 10260, trunk/octave-forge/main/time/inst/daysact.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/daysact.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/daysact.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,76 @@
+## Copyright (C) 2007 David Bateman
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} daysact (@var{d1})
+## @deftypefnx {Function File} {} daysact (@var{d1}, @var{d2})
+## Calculates the number of days between two dates. If the second date is not
+## given, calculate the number of days since 1-Jan-0000. The variables @var{d1}
+## and @var{d2} can either be strings or an @var{n}-row string matrix. If both
+## @var{d1} and @var{d2} are string matrices, then the number of rows must
+## match. An example of the use of @code{daysact} is
+##
+## @example
+## @group
+## daysact ("01-Jan-2007", ["10-Jan-2007"; "23-Feb-2007"; "23-Jul-2007"])
+## @result{} 9
+## 53
+## 203
+## @end group
+## @end example
+## @seealso{datenum}
+## @end deftypefn
+
+function days = daysact (d1, d2)
+ if (nargin == 1)
+ nr = size (d1, 1);
+ if (nr != 1)
+ days = zeros (nr,1);
+ for i = 1 : nr
+ days (i) = datenum (d1 (i,:));
+ endfor
+ else
+ days = datenum(d1);
+ endif
+ elseif (nargin == 2)
+ nr1 = size (d1, 1);
+ nr2 = size (d2, 1);
+ if (nr1 != nr2 && nr1 != 1 && nr2 != 1)
+ error ("daysact: size mismatch");
+ endif
+ if (nr1 == 1 && nr2 == 1)
+ days = datenum (d2) - datenum(d1);
+ elseif (nr1 == 1)
+ days = zeros (nr2, 1);
+ for i = 1 : nr2
+ days(i) = datenum (d2 (i,:)) - datenum (d1);
+ endfor
+ elseif (nr2 == 1)
+ days = zeros (nr1, 1);
+ for i = 1 : nr1
+ days(i) = datenum (d2) - datenum (d1 (i,:));
+ endfor
+ else
+ days = zeros (nr1, 1);
+ for i = 1 : nr1
+ days(i) = datenum (d2 (i, :)) - datenum (d1 (i,:));
+ endfor
+ endif
+ else
+ print_usage();
+ endif
+endfunction
+
+%!assert (daysact ("01-Jan-2007", ["10-Jan-2007"; "23-Feb-2007"; "23-Jul-2007"]),[9;53;203])
Copied: trunk/octave-forge/main/financial/inst/eomdate.m (from rev 10260, trunk/octave-forge/main/time/inst/eomdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/eomdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/eomdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,40 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{e} =} eomdate (@var{y}, @var{m})
+## Return the last day of the month @var{m} for the year @var{y} in
+## datenum format.
+## @seealso{datenum, datevec, weekday, eomday}
+## @end deftypefn
+
+function e = eomdate (y, m)
+
+ if (nargin != 2)
+ print_usage ();
+ endif
+
+ d = eomday (y, m);
+ e = datenum (y, m, d);
+
+endfunction
+
+## Tests
+## Leap years
+%!assert(eomdate(2008, 2), datenum(2008, 2, 29))
+%!assert(eomdate(2007, 2), datenum(2007, 2, 28))
+## Vectors
+%!assert(eomdate([2008 2007], [3 4]), [datenum(2008, 3, 31) datenum(2007, 4, 30)])
+%!assert(eomdate([2008;2007], [3;4]), [datenum(2008, 3, 31);datenum(2007, 4, 30)])
Copied: trunk/octave-forge/main/financial/inst/fbusdate.m (from rev 10260, trunk/octave-forge/main/time/inst/fbusdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/fbusdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/fbusdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,58 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {b =} fbusdate (year, month)
+## @deftypefnx {Function File} {b =} fbusdate (year, month, holiday)
+## @deftypefnx {Function File} {b =} fbusdate (year, month, holiday, weekend)
+##
+## Return the datenum of the first business day of the @var{year} and
+## @var{month}. @var{holiday} is a vector of datenums that defines the
+## holidays observed (the holidays function is used if not given).
+## @var{weekend} defines the days of the week that should be considered
+## weekends; [1 0 0 0 0 0 1] (default) indicates that Sunday and
+## Saturday are holidays.
+##
+## If any of the optional inputs (@var{holiday}, @var{weekend}) are
+## empty, then the default is used.
+##
+## @seealso{holidays, lbusdate, isbusday, busdate}
+## @end deftypefn
+
+function rd = fbusdate (y, m, hol, wkend)
+
+ rd = datenum (y, m, 1);
+ if nargin < 3
+ hol = [];
+ end
+ if nargin < 4
+ wkend = [];
+ elseif nargin < 3 || nargin > 4
+ print_usage ();
+ endif
+
+ ## Test from the day before the beginning of the month so that the
+ ## first day of the month is captured.
+ rd = busdate (rd-1, 1, hol, wkend);
+
+endfunction
+
+## Tests
+## A normal day
+%!assert(fbusdate(2008,2), datenum(2008,2,1))
+## A holiday
+%!assert(fbusdate(2008,1), datenum(2008,1,2))
+## A weekend
+%!assert(fbusdate(2008,3), datenum(2008,3,3))
Copied: trunk/octave-forge/main/financial/inst/holidays.m (from rev 10260, trunk/octave-forge/main/time/inst/holidays.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/holidays.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/holidays.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,91 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {h =} holidays (startdate, enddate)
+##
+## Return a vector of datenums that were holidays between
+## @var{startdate} and @var{enddate}, inclusive. These holidays are
+## trading holidays observed by the NYSE according to its rule 51.10. It
+## does not take into account the exceptions for "unusual business
+## conditions" or for additional days that have been called as holidays
+## for one-time purposes.
+##
+## The complete list can be found at
+## http://www.chronos-st.org/NYSE_Observed_Holidays-1885-Present.html
+##
+## @seealso{busdate, lbusdate, isbusday, fbusdate}
+## @end deftypefn
+
+function hol = holidays (sd, ed)
+
+ sd = datenum (datevec (sd));
+ ed = datenum (datevec (ed));
+
+ ## just get the start and end years and generate all holidays in that range
+ yrs = year(sd):year(ed);
+
+ hol = [];
+ ## New Year's Day
+ tmphol = datenum (yrs, 1, 1);
+ hol = [hol; tmphol(:)];
+ ## Martin Luther King Day, the third Monday in January
+ tmphol = nweekdate (3, 2, yrs, 1);
+ hol = [hol; tmphol(:)];
+ ## Washington's Birthday, the third Monday in February
+ tmphol = nweekdate (3, 2, yrs, 2);
+ hol = [hol; tmphol(:)];
+ ## Good Friday
+ tmphol = easter (yrs) - 2;
+ hol = [hol; tmphol(:)];
+ ## Memorial Day, the last Monday in May
+ tmphol = lweekdate (2, yrs, 5);
+ hol = [hol; tmphol(:)];
+ ## Independence Day, July 4
+ tmphol = datenum (yrs, 7, 4);
+ hol = [hol; tmphol(:)];
+ ## Labor Day, the first Monday in September
+ tmphol = nweekdate (1, 2, yrs, 9);
+ hol = [hol; tmphol(:)];
+ ## Thanksgiving Day, the fourth Thursday in November
+ tmphol = nweekdate (4, 5, yrs, 11);
+ hol = [hol; tmphol(:)];
+ ## Christmas Day
+ tmphol = datenum (yrs, 12, 25);
+ hol = [hol; tmphol(:)];
+
+ ## Adjust for Saturdays and Sundays
+ wd = weekday (hol);
+ if any (wd == 1)
+ hol(wd == 1) = hol(wd == 1) + 1;
+ endif
+ if any (wd == 7)
+ hol(wd == 7) = hol(wd == 7) - 1;
+ endif
+
+ ## Trim out the days that are not in the date range
+ hol(hol > ed | hol < sd) = [];
+ hol = sort (hol);
+
+endfunction
+
+## Tests
+%!assert(holidays(datenum(2008,1,1), datenum(2008,12,31)), datenum(2008*ones(9,1), [1;1;2;3;5;7;9;11;12], [1;21;18;21;26;4;1;27;25]))
+## Test Independence day observing on a Monday (July 5) and Christmas
+## observing on a Friday (Dec 24)
+%!assert(holidays(datenum(2004,1,1), datenum(2004,12,31)), datenum(2004*ones(9,1), [1;1;2;4;5;7;9;11;12], [1;19;16;9;31;5;6;25;24]))
+%!assert(holidays(datenum(2008,3,5), datenum(2008,3,8)), zeros(0,1))
+%!assert(holidays(datenum(2008,3,5), datenum(2008,3,5)), zeros(0,1))
+%!assert(holidays(datenum(2008,1,1), datenum(2008,1,1)), datenum(2008,1,1))
Copied: trunk/octave-forge/main/financial/inst/hour.m (from rev 10260, trunk/octave-forge/main/time/inst/hour.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/hour.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/hour.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,30 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {h =} hour (Date)
+##
+## Returns the hour from a serial date number or a date string.
+##
+## @seealso{date, datevec, now, minute, second}
+## @end deftypefn
+
+function t = hour (dates)
+
+ t = datevec (dates);
+ t = t (:,4);
+
+endfunction
+
Copied: trunk/octave-forge/main/financial/inst/isbusday.m (from rev 10260, trunk/octave-forge/main/time/inst/isbusday.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/isbusday.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/isbusday.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,72 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {r =} isbusday (refdate)
+## @deftypefnx {Function File} {r =} isbusday (refdate, holiday)
+## @deftypefnx {Function File} {r =} isbusday (refdate, holiday, weekend)
+##
+## Return true if the @var{refdate} is a business date @var{refdate}.
+## @var{holiday} is a vector of datenums that defines the holidays
+## observed (the holidays function is used if not given). @var{weekend}
+## defines the days of the week that should be considered weekends;
+## [1 0 0 0 0 0 1] (default) indicates that Sunday and Saturday are
+## weekends.
+##
+## @seealso{holidays, lbusdate, busdate, fbusdate}
+## @end deftypefn
+
+function mask = isbusday (rd, hol=[], wkend=[])
+
+ if ~ isnumeric (rd)
+ rd = datenum (rd);
+ endif
+ if isempty (hol)
+ ## Get all possible holidays that could affect the output.
+ hol = holidays (min(rd), max(rd));
+ end
+ if isempty (wkend)
+ wkend = [1 0 0 0 0 0 1];
+ elseif numel (wkend) ~= 7
+ error ("wkend must have 7 elements")
+ elseif nargin > 3
+ print_usage ();
+ endif
+
+ mask = reshape (wkend (weekday (rd)), size (rd));
+ if ~ isempty (hol)
+ ## Is it a holiday?
+ mask = mask | ismember(rd, hol);
+ endif
+ mask = ~mask;
+endfunction
+
+## Tests
+## A normal day
+%!assert(isbusday(datenum(2008,1,2)), true())
+## A holiday
+%!assert(isbusday(datenum(2008,1,1)), false())
+%!assert(isbusday(datenum(2008,1,1), []), false())
+## A weekend
+%!assert(isbusday(datenum(2008,2,2)), false())
+## An alternate holiday
+%!assert(isbusday(datenum(2008,1,2), datenum(2008,1,2)), false())
+## An alternate weekend
+%!assert(isbusday(datenum(2008,1,2), [], zeros(1,7)), true())
+%!assert(isbusday(datenum(2008,1,2), [], ones(1,7)), false())
+## A vector
+%!assert(isbusday([datenum(2008,1,2) datenum(2008,2,2)]), [true() false()])
+## A vector in the other direction
+%!assert(isbusday([datenum(2008,1,2);datenum(2008,2,2)]), [true();false()])
Copied: trunk/octave-forge/main/financial/inst/lbusdate.m (from rev 10260, trunk/octave-forge/main/time/inst/lbusdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/lbusdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/lbusdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,56 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {b =} lbusdate (year, month)
+## @deftypefnx {Function File} {b =} lbusdate (year, month, holiday)
+## @deftypefnx {Function File} {b =} lbusdate (year, month, holiday, weekend)
+##
+## Return the datenum of the last business day of the @var{year} and
+## @var{month}. @var{holiday} is a vector of datenums that defines the
+## holidays observed (the holidays function is used if not given).
+## @var{weekend} defines the days of the week that should be considered
+## weekends; [1 0 0 0 0 0 1] (default) indicates that Sunday and
+## Saturday are holidays.
+##
+## If any of the optional inputs (@var{holiday}, @var{weekend}) are
+## empty, then the default is used.
+##
+## @seealso{holidays, fbusdate, isbusday, busdate}
+## @end deftypefn
+
+function rd = lbusdate (y, m, hol, wkend)
+
+ rd = eomdate (y, m);
+ if nargin < 3
+ hol = [];
+ end
+ if nargin < 4
+ wkend = [];
+ elseif nargin < 3 || nargin > 4
+ print_usage ();
+ endif
+
+ ## Test from the day after the end of the month so that the
+ ## last day of the month is captured.
+ rd = busdate (rd+1, -1, hol, wkend);
+
+endfunction
+
+## Tests
+## A normal day
+%!assert(lbusdate(2008,4), datenum(2008,4,30))
+## A weekend
+%!assert(lbusdate(2008,5), datenum(2008,5,30))
Copied: trunk/octave-forge/main/financial/inst/lweekdate.m (from rev 10260, trunk/octave-forge/main/time/inst/lweekdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/lweekdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/lweekdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,37 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {last =} lweekdate (weekday, year, month, nextday)
+##
+## Returns the last occurrence of @var{weekday} from the @var{month} and
+## @var{year}. If the optional @var{nextday} argument is given, then
+## the week must also contain @var{nextday}.
+##
+## @seealso{eomdate, nweekdate, weekday}
+## @end deftypefn
+
+function t = lweekdate (varargin)
+ if nargin < 3 || nargin > 4
+ error ("3 or 4 input arguments are required")
+ elseif nargin == 3
+ varargin{4} = 0;
+ endif
+
+ t = nweekdate ("lweekdate", varargin{:});
+
+endfunction
+
+## Tests are in nweekdate
Copied: trunk/octave-forge/main/financial/inst/m2xdate.m (from rev 10260, trunk/octave-forge/main/time/inst/m2xdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/m2xdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/m2xdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,74 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {exceldatenums =} m2xdate (datenums)
+## @deftypefnx {Function File} {exceldatenums =} m2xdate (datenums, convention)
+## @deftypefnx {Function File} {exceldatenums =} m2xdate (datenums, convention, "ExcelBug")
+##
+## Convert @var{datenums} from the internal date format to the format
+## used by Microsoft Excel. If set to 0 (default, Excel for Windows),
+## @var{convention} specifies to use the Excel 1900 convention where Jan
+## 1, 1900 corresponds to Excel serial date number 1. If set to 1
+## (Excel for Mac), @var{convention} specifies to use the Excel 1904
+## convention where Jan 1, 1904 corresponds to Excel serial date number
+## 0.
+##
+## Note that this does not take into account the Excel bug where 1900 is
+## considered to be a leap year unless you give the "ExcelBug" option.
+##
+## Excel does not represent dates prior to 1 January 1900 using this
+## format, so a warning will be issued if any dates preceed this date.
+##
+## @seealso{datenum, x2mdate}
+## @end deftypefn
+
+function dates = m2xdate (dates, convention, excelbug)
+
+ if nargin == 1
+ convention = 0;
+ excelbug = false();
+ elseif nargin == 2
+ excelbug = false();
+ elseif nargin == 3
+ excelbug = strcmpi(excelbug, "ExcelBug");
+ else
+ print_usage ();
+ endif
+
+ if convention == 0
+ adj = datenum(1900, 1, 1) - 2;
+ elseif convention == 1
+ adj = datenum(1904, 1, 1);
+ endif
+
+ if excelbug
+ datemask = (dates < datenum(1900, 3, 1));
+ dates(datemask) = dates(datemask) - 1;
+ endif
+ dates = dates - adj;
+ if any (dates < 0)
+ warning ("Negative date found, this will not work within MS Excel.")
+ endif
+
+endfunction
+
+## Tests
+%!assert(m2xdate(datenum(2008, 1, 1)), 39448)
+%!assert(m2xdate(datenum(2007:2008, 1, 1)), [39083 39448])
+%!assert(m2xdate(datenum(1900, 1, 1)), 2)
+%!assert(m2xdate(datenum(1900, 1, 1), 0, "ExcelBug"), 1)
+%!assert(m2xdate(datenum(1904, 1, 1), 1), 0)
+
Copied: trunk/octave-forge/main/financial/inst/minute.m (from rev 10260, trunk/octave-forge/main/time/inst/minute.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/minute.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/minute.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,30 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {m =} minute (Date)
+##
+## Returns the minute from a serial date number or a date string.
+##
+## @seealso{date, datevec, now, hour, second}
+## @end deftypefn
+
+function t = minute (dates)
+
+ t = datevec (dates);
+ t = t (:,6);
+
+endfunction
+
Copied: trunk/octave-forge/main/financial/inst/month.m (from rev 10260, trunk/octave-forge/main/time/inst/month.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/month.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/month.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,31 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {mon =} month (Date)
+##
+## Returns the day of the month from a serial date number or a date
+## string.
+##
+## @seealso{date, datevec, now, day, year}
+## @end deftypefn
+
+function t = month (dates)
+
+ t = datevec (dates);
+ t = t (:,2);
+
+endfunction
+
Copied: trunk/octave-forge/main/financial/inst/months.m (from rev 10260, trunk/octave-forge/main/time/inst/months.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/months.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/months.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,60 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {mos =} months (startdate, enddate)
+## @deftypefnx {Function File} {mos =} months (startdate, enddate, endmonthflag)
+##
+## Return the number of whole months between @var{startdate} and
+## @var{enddate}. @var{endmonthflag} defaults to 1.
+##
+## If @var{endmonthflag} is true, then if both the @var{startdate} and
+## the @var{enddate} are end of month dates and @var{enddate} has fewer
+## days in the month than @var{startdate}, @var{endmonthflag} = 1 treats
+## @var{enddate} as the end of a month, but @var{endmonthflag} = 0 does
+## not.
+##
+## @seealso{yeardays, yearfrac}
+## @end deftypefn
+
+function mos = months (startdate, enddate, endmonthflag)
+
+ if nargin == 2
+ endmonthflag = 1;
+ elseif nargin != 3
+ print_usage ();
+ endif
+
+ s = datevec (startdate);
+ e = datevec (enddate);
+ s_eom = (s(:,3) == eomday(s(:,1), s(:,2)));
+ e_eom = (e(:,3) == eomday(e(:,1), e(:,2)));
+
+ ## Handle the end of the month correctly
+ dayadj = ((s(:,3) > e(:,3)) & endmonthflag & s_eom & e_eom);
+
+ mos = 12*(e(:,1) - s(:,1)) + (e(:,2) - s(:,2)) - (s(:,3) > e(:,3)) + dayadj;
+
+endfunction
+
+## Tests
+%!assert(months('may 31 2004', 'jun 30 2004'), 1)
+%!assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004'), [1;1])
+%!assert(months('may 31 2004', 'jun 30 2004', 1), 1)
+%!assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004', 1), [1;1])
+%!assert(months('may 31 2004', 'jun 30 2004', 0), 0)
+%!assert(months({'may 31 2004' 'may 30 2004'}, 'jun 30 2004', 0), [0;1])
+%!assert(months('jun 30 2005', 'june 30 2006'), 12)
+%!assert(months('jun 30 2005', 'june 29 2006'), 11)
Copied: trunk/octave-forge/main/financial/inst/nweekdate.m (from rev 10260, trunk/octave-forge/main/time/inst/nweekdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/nweekdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/nweekdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,152 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {last =} nweekdate (n, weekday, year, month, nextday)
+##
+## Returns the @var{n}th occurrence of @var{weekday} from the
+## @var{month} and @var{year}. If the optional @var{nextday} argument
+## is given, then the week must also contain @var{nextday}. If @var{n}
+## is greater than the number of occurrences of that day in the month, 0
+## is returned.
+##
+## @seealso{eomdate, lweekdate, weekday}
+## @end deftypefn
+
+function t = nweekdate (varargin)
+ if nargin < 4 || nargin > 5
+ error ("4 or 5 input arguments are required")
+ elseif nargin == 4
+ varargin{5} = 0;
+ endif
+
+ ## special handling so that most of this code will not need to be
+ ## duplicated in lweekdate
+ do_lweekdate = is_lweekdate(varargin{1});
+ if do_lweekdate
+ varargin{1} = 1;
+ endif
+
+ scale = cellfun (@numel, varargin);
+ if ~ all (scale == 1 | scale == max(scale));
+ error("All inputs must be either scalars or have the same number of elements");
+ else
+ ## make sure that the sizes are the same for any non-scalar inputs
+ ind = find (scale > 1);
+ if length(ind) > 1
+ for i = 2:length (ind)
+ if ndims (varargin{ind(1)}) ~= ndims (varargin{ind(i)})
+ error("Mismatching dimensions on inputs %d and %d", ind(1), ind(i));
+ elseif ~ all (size (varargin{ind(1)}) == size (varargin{ind(i)}))
+ error("The sizes of inputs %d and %d do not match", ind(1), ind(i));
+ endif
+ endfor
+ endif
+ endif
+
+ if max(scale) > 1
+ t = zeros (size (varargin{ind(1)}));
+ for i = 1:numel (varargin{ind(1)})
+ args = cell(5,1);
+ for j = 1:5
+ if isscalar (varargin{j})
+ args{j} = varargin{j};
+ else
+ args{j} = varargin{j}(i);
+ endif
+ endfor
+ if do_lweekdate
+ args{1} = "lweekdate";
+ end
+ t(i) = nweekdate (args{:});
+ endfor
+ else
+ ## Do the real work.
+ n = varargin{1};
+ wd = varargin{2};
+ y = varargin{3};
+ mon = varargin{4};
+ nextday = varargin{5};
+
+ ## Find the day of the week for the last day of the mon.
+ doml = eomday (y, mon);
+ dowl = weekday (datenum (y, mon, doml));
+ ## Make sure that the day is in the weeks for the last then the
+ ## first week.
+ if (wd < nextday) || (dowl < wd)
+ ## adjust the last day
+ adjust = 7;
+ else
+ adjust = 0;
+ endif
+ dom = sort((doml - dowl + wd - adjust):-7:1);
+ if nextday && (dom(1) <= wd - nextday)
+ # adjust the first day
+ dom(1) = [];
+ endif
+ if do_lweekdate
+ t = datenum (y, mon, dom(end));
+ elseif n > length(dom)
+ t = 0;
+ else
+ t = datenum (y, mon, dom(n));
+ end
+ endif
+
+endfunction
+
+function v = is_lweekdate(v)
+ if ischar(v)
+ if strcmp (v, "lweekdate")
+ v = true();
+ else
+ error("Invalid input for n")
+ endif
+ else
+ v = false();
+ endif
+endfunction
+
+# Tests for all calling options
+# Find the first Wednesday in Jan 2008
+%!assert(nweekdate(1, 4, 2008, 1), datenum(2008, 1, 2))
+# Find the second Wednesday in Jan 2008
+%!assert(nweekdate(2, 4, 2008, 1), datenum(2008, 1, 9))
+# Find the third Wednesday in Jan 2008
+%!assert(nweekdate(3, 4, 2008, 1), datenum(2008, 1, 16))
+# Find the fourth Wednesday in Jan 2008
+%!assert(nweekdate(4, 4, 2008, 1), datenum(2008, 1, 23))
+# Find the fifth Wednesday in Jan 2008
+%!assert(nweekdate(5, 4, 2008, 1), datenum(2008, 1, 30))
+# Find the sixth Wednesday in Jan 2008, it doesn't exist, so return 0
+%!assert(nweekdate(6, 4, 2008, 1), 0)
+# Find the fifth Friday in Jan 2008, it doesn't exist, so return 0
+%!assert(nweekdate(5, 6, 2008, 1), 0)
+# Find the first Wednesday in Jan 2008 in the same week as a Monday
+# WARNING: it is unclear from the Matlab docs if this should work or if
+# this should be called the second Wednesday in Jan 2008.
+%!assert(nweekdate(1, 4, 2008, 1, 2), datenum(2008, 1, 9))
+# Find the fifth Wednesday in Jan 2008 in the same week as a Friday.
+# It doesn't exist, so return 0
+%!assert(nweekdate(5, 4, 2008, 1, 6), 0)
+# Try vector arguments
+%!assert(nweekdate(1:6, 4, 2008, 1, 6), [datenum(2008, 1, 2:7:23), 0, 0])
+
+# Try the lweekdate operation of this function:
+# Find the last Wednesday in Jan 2008
+%!assert(nweekdate('lweekdate', 4, 2008, 1), datenum(2008, 1, 30))
+# Find the last Wednesday in Jan 2008 with a Friday
+%!assert(nweekdate('lweekdate', 4, 2008, 1, 6), datenum(2008, 1, 23))
+
Copied: trunk/octave-forge/main/financial/inst/second.m (from rev 10260, trunk/octave-forge/main/time/inst/second.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/second.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/second.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,30 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {s =} second (Date)
+##
+## Returns the second from a serial date number or a date string.
+##
+## @seealso{date, datevec, now, hour, minute}
+## @end deftypefn
+
+function t = second (dates)
+
+ t = datevec (dates);
+ t = t (:,6);
+
+endfunction
+
Copied: trunk/octave-forge/main/financial/inst/thirdwednesday.m (from rev 10260, trunk/octave-forge/main/time/inst/thirdwednesday.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/thirdwednesday.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/thirdwednesday.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,68 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; 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
+
+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')
Copied: trunk/octave-forge/main/financial/inst/today.m (from rev 10260, trunk/octave-forge/main/time/inst/today.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/today.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/today.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,32 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {datenum =} today ()
+## Returns the current local date as the number of days since Jan 1, 0000.
+## By this reckoning, Jan 1, 1970 is day number 719529.
+##
+## The returned number corresponds to 00:00:00 today.
+##
+## The returned value is also called a "serial date number"
+## (see @code{datenum}).
+## @seealso{clock, date, datenum, now}
+## @end deftypefn
+
+function t = today ()
+
+ t = floor (now ());
+
+endfunction
Copied: trunk/octave-forge/main/financial/inst/x2mdate.m (from rev 10260, trunk/octave-forge/main/time/inst/x2mdate.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/x2mdate.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/x2mdate.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,75 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {datenums =} x2mdate (exceldatenums)
+## @deftypefnx {Function File} {datenums =} x2mdate (exceldatenums, convention)
+## @deftypefnx {Function File} {datenums =} x2mdate (exceldatenums, convention, "ExcelBug")
+##
+## Convert @var{datenums} from the Microsoft Excel date format to the
+## format used by @code{datenum}. If set to 0 (default, Excel for
+## Windows), @var{convention} specifies to use the Excel 1900 convention
+## where Jan 1, 1900 corresponds to Excel serial date number 1. If set
+## to 1 (Excel for Mac), @var{convention} specifies to use the Excel
+## 1904 convention where Jan 1, 1904 corresponds to Excel serial date
+## number 0.
+##
+## Note that this does not take into account the Excel bug where 1900 is
+## considered to be a leap year unless you give the "ExcelBug" option.
+##
+## Excel does not represent dates prior to 1 January 1900 using this
+## format, so a warning will be issued if any dates preceed this date.
+##
+## @seealso{datenum, x2mdate}
+## @end deftypefn
+
+function dates = x2mdate (dates, convention, excelbug)
+
+ if nargin == 1
+ convention = 0;
+ excelbug = false();
+ elseif nargin == 2
+ excelbug = false();
+ elseif nargin == 3
+ excelbug = strcmpi(excelbug, "ExcelBug");
+ else
+ print_usage ();
+ endif
+
+ if any (dates < 0)
+ warning ("Negative date found, this will not work within MS Excel.")
+ endif
+
+ if convention == 0
+ adj = datenum(1900, 1, 1) - 2;
+ elseif convention == 1
+ adj = datenum(1904, 1, 1);
+ endif
+
+ if excelbug
+ datemask = (dates < 61);
+ dates(datemask) = dates(datemask) + 1;
+ endif
+ dates = dates + adj;
+
+endfunction
+
+## Tests
+%!assert(x2mdate(39448), datenum(2008, 1, 1))
+%!assert(x2mdate([39083 39448]), datenum(2007:2008, 1, 1))
+%!assert(x2mdate(2), datenum(1900, 1, 1))
+%!assert(x2mdate(1, 0, "ExcelBug"), datenum(1900, 1, 1))
+%!assert(x2mdate(0, 1), datenum(1904, 1, 1))
+
Copied: trunk/octave-forge/main/financial/inst/year.m (from rev 10260, trunk/octave-forge/main/time/inst/year.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/year.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/year.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,30 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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 program 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 program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {y =} year (Date)
+##
+## Returns the year from a serial date number or a date string.
+##
+## @seealso{date, datevec, now, day, month}
+## @end deftypefn
+
+function t = year (dates)
+
+ t = datevec (dates);
+ t = t (:,1);
+
+endfunction
+
Copied: trunk/octave-forge/main/financial/inst/yeardays.m (from rev 10260, trunk/octave-forge/main/time/inst/yeardays.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/yeardays.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/yeardays.m 2012-04-17 12:03:41 UTC (rev 10262)
@@ -0,0 +1,111 @@
+## Copyright (C) 2008 Bill Denney <bi...@de...>
+##
+## This program 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) an...
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