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

[Luigi B. <lui...@gm...>]

Klaus did some work to use Boost.Date to implement our dates. It's in pull
request <https://github.com/lballabio/quantlib/pull/186>. If it doesn't
decrease performances, I'd rather go that way instead of implementing date
calculations again. Alexander, do you have time to do some tests?

Luigi

On Sun, Mar 22, 2015 at 10:14 AM, Peter Caspers <pca...@gm...>
wrote:

> 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
> >>
> >>
> ------------------------------------------------------------------------------
> >> Dive into the World of Parallel Programming The Go Parallel Website,
> >> sponsored
> >> by Intel and developed in partnership with Slashdot Media, is your hub
> for
> >> all
> >> things parallel software development, from weekly thought leadership
> blogs
> >> to
> >> news, videos, case studies, tutorials and more. Take a look and join the
> >> conversation now. http://goparallel.sourceforge.net/
> >> _______________________________________________
> >> QuantLib-dev mailing list
> >> Qua...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>
>
>
> ------------------------------------------------------------------------------
> Dive into the World of Parallel Programming The Go Parallel Website,
> sponsored
> by Intel and developed in partnership with Slashdot Media, is your hub for
> all
> things parallel software development, from weekly thought leadership blogs
> to
> news, videos, case studies, tutorials and more. Take a look and join the
> conversation now. http://goparallel.sourceforge.net/
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>



-- 
<https://leanpub.com/implementingquantlib/>
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>