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

[Alexander L. <am...@vi...>]

Yeah, sure. I'll take a look.

On Sun, Mar 22, 2015 at 8:26 AM, Luigi Ballabio <lui...@gm...>
wrote:

> 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>
>