Is there a programatic and convenient way to convert from C++11
or Boost's
Chorno
to Quantlib's
date class format?
On QuantLib's date class and C++11/boost Chrno
418 Views Asked by pyCthon At
1
There are 1 best solutions below
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I don't know hardly anything about Quantlib's date class format. However a quick search indicated that it uses 1899-12-30 as its day number 0, its epoch.
Although not specified by C++11, every implementation I know of for
std::chrono::system_clock::time_point
uses 1970-01-01 as the day 0 epoch. And there are exactly 25,569 days between these two epochs.This paper:
Contains algorithms for converting year/month/day triples to and from a count of days before and after 1970-01-01. Using these algorithms I believe you could shift the epoch by 25,569 days in order to convert a count of days between one epoch and the other, and subsequently provide the conversion you are seeking. But this is a roll-your-own solution, not a pre-packaged one.