Re: [Quantlib-dev] Intra-day date representation ?

[Dirk E. <ed...@de...>]

On 7 August 2014 at 15:05, Luigi Ballabio wrote:
| On Thu, Aug 7, 2014 at 2:52 PM, Dirk Eddelbuettel <ed...@de...> wrote:
| > | So: let's start the discussion. I'd love to hear from people with some
| > | ideas about the above...
| >
| > Why don't start by generalizing Date :) (Only half-kidding, maybe incremental
| > approaches are fine rather than grand rewrite that then may stall ...)
| 
| 
| That one should be doable.
| Possibility 1: we add a time part to our date and keep track of it in
| day counters.
| Possibility 2: we change the internals of our date so that it contains
| a Boost date, we check that it works as before, then we also expose
| the time part (and keep track of it in day counters). At a later date
| (ha ha) we gut our date and keep Boost. Question: is Boost.Date
| header-only or do we need to link a library?

Yay!  

This day is going to be a winner as *I* get to answer a question by Luigi :)

>From my   https://github.com/eddelbuettel/rcppbdt   package which bring some
Boost.Date goodness to R (via Rcpp, of course):


// Setting this variable governs whether we need to link against the
// Boost Date.Time library (eg -lboost_date_time on Debian/Ubuntu) or
// not The functions not involving string parsing or conversion are
// all available via the templated Boost header files and are thus
// compile-time only which make things a little easier.
// On Windows, set the BOOSTLIB variable to point to a suitable directory.
// On other systems, just have Boost in the include path 
#define RcppBDT_UseWithStrings 0

#if RcppBDT_UseWithString
  #include <boost/date_time/gregorian/gregorian.hpp> 		// Gregorian calendar types, with I/O
#else
  #include <boost/date_time/gregorian/gregorian_types.hpp> 	// Gregorian calendar types, no I/O
#endif


So just include gregorian_types.hpp and you remain header-only, foregoing
only date formatting and parsing for which the library is needed.

Dirk


-- 
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