Re: [Quantlib-dev] Leap Years in the Date class

[Peter C. <pca...@gm...>]

in which the perfomance numbers above depend a lot on the test loop
setup, the compiler seems to apply some clever optimizations when
using a "regular" year pattern as input to the leap year functions.
With random years, the factors are more like this

ql / boost = 1.0
ql / isLeap2 = 2.7

so not that impressive any more.


On 22 March 2015 at 09:54, Peter Caspers <pca...@gm...> wrote:
> Hi Alex,
>
> I am in favour of this. Just note that (at least) you would have to
> take care about Date::yearOffset(...) and Date::maxSerialNumber(...)
> as well when extending the range of possible dates. I am not sure if
> there are other code places to consider, Luigi will be the right
> person to answer that ultimately.
>
> Apart from that I played around a bit and
>
> boost::gregorian::gregorian_calendar::is_leap_year(y)
>
> seems to be faster than the original ql code anyway (only 1900 is
> treated different, ql is following the excel "convention" here). I
> seem to observe a factor ql / boost of around 6.
>
> And this
>
> inline bool isLeap2(int y) {
>     if(y%4 != 0) return false;
>     if(y%100 != 0) return true;
>     if(y%400 != 0) return false;
>     return true;
> }
>
> is even faster (ql / isLeap2 = 40 ). Again be careful with 1900.
>
> Best regards
> Peter
>
>
> On 22 March 2015 at 03:02, Alexander Lamana <am...@vi...> wrote:
>> Hi,
>>
>> I was looking at date.cpp and noticed this [0]. I realize that 2200 is far
>> off, but this section made me wince.
>>
>> Is there any interest in (or reason against) redoing this section so that it
>> lazily populates an array, instead of having one hard coded? I have some
>> spare time this weekend.
>>
>> [0]
>> https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/time/date.cpp#L208
>>
>>
>> Thanks,
>> Alex
>>
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