Re: [Quantlib-dev] Modifying Calendar Class: Customs Dates By CSV File

[Francois B. <ig...@gm...>]

Hi,

I think you have to use BespokeCalendar. See the discussion at
http://quantlib.10058.n7.nabble.com/Calendar-with-custom-set-holidays-and-name-td53.html
. You'll have to do the CSV input yourself.

regards

Francois Botha


On 8 August 2014 15:59, user0112358132134 <use...@ya...>
wrote:

> Hi,
>
> As indicated in the title, I would like to modify the calendar class so as
> to be able to read in a set of customized values from a csv file and
> arrange
> those to be the holidays.
>
> I'm not very familiar with C++ development.
>
> My initial idea was that I could use the other calendar classes as a
> template of sorts, for instance I could copy the argentina.hpp file and
> just
> modify it according to my needs, for instance, readFromFile.hpp and
> accordingly modify all the other references to argentina, is this getting
> in
> the right direction?
>
> I'm also thinking I can make a readFromFile.cpp and put some method like
> this in there:
> BespokeCalendar Calendar::TOKCal(string input_file_name, string
> input_market)
>         {
>                 /* Declare the variables to be used */
>                 BespokeCalendar result;
>                 string filename = input_file_name;
>                 string marekt = input_market;
>
>                 string csvLine
>                 string csvMarket;
>                 string csvDate;
>
>         ifstream csvFile ( filename ); // declare file stream
>         if( csvFile.good() )
>         {
>                 while (getline (csvFile,csvLine)
>                 {
>                         stringstream ss(csvLine);
>                         string csvMarket;
>                         string csvDate;
>
>                         getline(ss, csvMarket, ',');
>                         getline(ss, csvDate, ',');
>
>                         if (csvMarket == marekt)
>                         {
>                                 result.addHoliday( csvDate );
>                         }
>                 }
>         }
>         else
>         {
>                 cout << "Unable to open file";
>         }
>
>         return result;
>         }
>
> Would such a thing work?
>
> I want to be able to call it like this:
>
> Calendar XXXXCal = FromFile("C:\\temp\\XXXXHoliday.csv","XXXX");
>
> How can I test my results, I'm a bit confused about the documentation
> regarding testing, do I create that main file in the solution of QuantLib
> itself or somewhere else?
>
> Is there some way to work on this code where I dont have to build the
> library every time I make a change as I'm now doing?
>
> Cheers,
>
> AB
>
>
>
> --
> View this message in context:
> http://quantlib.10058.n7.nabble.com/Modifying-Calendar-Class-Customs-Dates-By-CSV-File-tp15722.html
> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
>
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