Sync with QL 1.36 release candidate

ChangeLog

@@ -1,3 +1,12 @@
+2024-10-07  Dirk Eddelbuettel  <[email protected]>
+
+	* DESCRIPTION (Version, Date): Roll micro version and date
+
+	* src/ql/time/calendars/poland.?pp: Updated from QuantLib 1.36 (rc)
+	* src/ql/time/calendars/southkorea.cpp: Idem
+
+	* src/ql/*: Small updates from 1.36 (rc) to nine more files
+
 2024-09-03  Dirk Eddelbuettel  <[email protected]>
 
 	* DESCRIPTION (Authors@R): Added

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: qlcal
 Type: Package
 Title: R Bindings to the Calendaring Functionality of 'QuantLib'
-Version: 0.0.12
-Date: 2024-07-23
+Version: 0.0.12.1
+Date: 2024-10-07
 Authors@R: c(person("Dirk", "Eddelbuettel", role = c("aut", "cre"), email = "[email protected]",
                     comment = c(ORCID = "0000-0001-6419-907X")),
              person("QuantLib Authors", role = "aut"))

src/Makevars.in

@@ -65,7 +65,6 @@ SOURCES = \
         ql/utilities/dataformatters.cpp \
         ql/utilities/dataparsers.cpp \
 	ql/errors.cpp \
-	ql/optional.cpp \
 	ql/settings.cpp \
         calendars.cpp \
         dates.cpp \

src/Makevars.win.in

@@ -65,7 +65,6 @@ SOURCES = \
         ql/utilities/dataformatters.cpp \
         ql/utilities/dataparsers.cpp \
 	ql/errors.cpp \
-	ql/optional.cpp \
 	ql/settings.cpp \
         calendars.cpp \
         dates.cpp \

src/ql/errors.cpp

@@ -22,7 +22,7 @@
 
 namespace {
 
-    #if defined(_MSC_VER) || defined(__BORLANDC__)
+    #if defined(_MSC_VER)
     // allow Visual Studio integration
     std::string format(
                        #ifdef QL_ERROR_LINES

src/ql/optional.hpp

@@ -32,22 +32,16 @@
 #include <boost/optional.hpp>
 #endif
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         #if defined(QL_USE_STD_OPTIONAL)
         using std::optional;                    // NOLINT(misc-unused-using-decls)
-        // here we can assume C++17
         inline constexpr const std::nullopt_t& nullopt = std::nullopt;
         #else
         using boost::optional;                  // NOLINT(misc-unused-using-decls)
-        // here we can't
-        extern const boost::none_t& nullopt;
+        inline constexpr const boost::none_t& nullopt = boost::none;
         #endif
 
     }
 
-}
-
 #endif

src/ql/patterns/observable.hpp

@@ -64,7 +64,7 @@ namespace QuantLib {
         friend class ObservableSettings;
       public:
         // constructors, assignment, destructor
-        Observable();
+        Observable() = default;
         Observable(const Observable&);
         Observable& operator=(const Observable&);
         // delete the move operations because the semantics are not yet clear
@@ -158,8 +158,6 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Observable::Observable() = default;
-
     inline void ObservableSettings::registerDeferredObservers(const Observable::set_type& observers) {
         if (updatesDeferred()) {
             deferredObservers_.insert(observers.begin(), observers.end());

src/ql/patterns/singleton.hpp

@@ -108,22 +108,6 @@ namespace QuantLib {
 
 #endif
 
-    // backwards compatibility
-
-#if defined(QL_THREAD_KEY)
-    /*! \deprecated This typedef is obsolete. Do not use it.
-                    Deprecated in version 1.29.
-    */
-    QL_DEPRECATED
-    typedef QL_THREAD_KEY ThreadKey;
-#else
-    /*! \deprecated This typedef is obsolete. Do not use it.
-                    Deprecated in version 1.29.
-    */
-    QL_DEPRECATED
-    typedef Integer ThreadKey;
-#endif
-
 }
 
 #endif

src/ql/shared_ptr.hpp

@@ -34,9 +34,7 @@
 #include <boost/enable_shared_from_this.hpp>
 #endif
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         #if defined(QL_USE_STD_SHARED_PTR)
         using std::shared_ptr;                   // NOLINT(misc-unused-using-decls)
@@ -56,8 +54,6 @@ namespace QuantLib {
 
     }
 
-}
-
 
 #endif
 

src/ql/time/calendar.hpp

@@ -108,6 +108,12 @@ namespace QuantLib {
             weekend for the given market.
         */
         bool isWeekend(Weekday w) const;
+        /*! Returns <tt>true</tt> iff in the given market, the date is on
+            or before the first business day for that month.
+        */
+        bool isStartOfMonth(const Date& d) const;
+        //! first business day of the month to which the given date belongs
+        Date startOfMonth(const Date& d) const;
         /*! Returns <tt>true</tt> iff in the given market, the date is on
             or after the last business day for that month.
         */
@@ -240,8 +246,16 @@ namespace QuantLib {
         return impl_->isBusinessDay(_d);
     }
 
+    inline bool Calendar::isStartOfMonth(const Date& d) const {
+        return d <= startOfMonth(d);
+    }
+
+    inline Date Calendar::startOfMonth(const Date& d) const {
+        return adjust(Date::startOfMonth(d), Following);
+    }
+
     inline bool Calendar::isEndOfMonth(const Date& d) const {
-        return (d.month() != adjust(d+1).month());
+        return d >= endOfMonth(d);
     }
 
     inline Date Calendar::endOfMonth(const Date& d) const {

src/ql/time/calendars/poland.cpp

@@ -18,16 +18,27 @@
 */
 
 #include <ql/time/calendars/poland.hpp>
+#include <ql/errors.hpp>
 
 namespace QuantLib {
 
-    Poland::Poland() {
+    Poland::Poland(Poland::Market market) {
         // all calendar instances share the same implementation instance
-        static ext::shared_ptr<Calendar::Impl> impl(new Poland::Impl);
-        impl_ = impl;
+        static auto settlementImpl = ext::make_shared<Poland::SettlementImpl>();
+        static auto wseImpl = ext::make_shared<Poland::WseImpl>();
+        switch (market) {
+          case Settlement:
+            impl_ = settlementImpl;
+            break;
+          case WSE:
+            impl_ = wseImpl;
+            break;
+          default:
+            QL_FAIL("unknown market");
+        }
     }
 
-    bool Poland::Impl::isBusinessDay(const Date& date) const {
+    bool Poland::SettlementImpl::isBusinessDay(const Date& date) const {
         Weekday w = date.weekday();
         Day d = date.dayOfMonth(), dd = date.dayOfYear();
         Month m = date.month();
@@ -60,5 +71,20 @@ namespace QuantLib {
         return true;
     }
 
+
+    bool Poland::WseImpl::isBusinessDay(const Date& date) const {
+        // Additional holidays for Warsaw Stock Exchange
+        // see https://www.gpw.pl/session-details
+        Day d = date.dayOfMonth();
+        Month m = date.month();
+
+        if (
+            (d == 24  && m == December)
+            || (d == 31  && m == December)
+            ) return false; // NOLINT(readability-simplify-boolean-expr)
+
+        return SettlementImpl::isBusinessDay(date);
+    }
+
 }
 

src/ql/time/calendars/poland.hpp

@@ -50,13 +50,23 @@ namespace QuantLib {
     */
     class Poland : public Calendar {
       private:
-        class Impl final : public Calendar::WesternImpl {
+        class SettlementImpl : public Calendar::WesternImpl {
           public:
-            std::string name() const override { return "Poland"; }
+            std::string name() const override { return "Poland Settlement"; }
+            bool isBusinessDay(const Date&) const override;
+        };
+        class WseImpl final : public SettlementImpl {
+          public:
+            std::string name() const override { return "Warsaw stock exchange"; }
             bool isBusinessDay(const Date&) const override;
         };
       public:
-        Poland();
+        //! PL calendars
+        enum Market { Settlement,  //!< Settlement calendar
+                      WSE,         //!< Warsaw stock exchange calendar
+        };
+
+        explicit Poland(Market market = Settlement);
     };
 
 }

src/ql/time/calendars/southkorea.cpp

@@ -206,6 +206,7 @@ namespace QuantLib {
             // Special temporary holiday
             || (d == 17 && m == August && y == 2020)
             || (d == 2 && m == October && y == 2023)
+            || (d == 1 && m == October && y == 2024)
 
             // Harvest Moon Day
             || ((d == 27 || d == 28 || d == 29) && m == September && y == 2004)

src/ql/time/date.hpp

@@ -207,6 +207,10 @@ namespace QuantLib {
         static Date maxDate();
         //! whether the given year is a leap one
         static bool isLeap(Year y);
+        //! first day of the month to which the given date belongs
+        static Date startOfMonth(const Date& d);
+        //! whether a date is the first day of its month
+        static bool isStartOfMonth(const Date& d);
         //! last day of the month to which the given date belongs
         static Date endOfMonth(const Date& d);
         //! whether a date is the last day of its month
@@ -291,7 +295,7 @@ namespace QuantLib {
       #include <unordered_set>
 
       std::unordered_set<Date> set;
-      Date d = Date(1, Jan, 2020);
+      Date d = Date(1, Jan, 2020); 
 
       set.insert(d);
       assert(set.count(d)); // 'd' was added to 'set'
@@ -370,28 +374,20 @@ namespace QuantLib {
 
     }
 
-    #ifdef QL_NULL_AS_FUNCTIONS
 
-    //! specialization of Null template for the Date class
-    template <>
-    inline Date Null<Date>() {
-        return {};
-    }
-
-    #else
+    // inline definitions
 
-    template <>
-    class Null<Date> {
-      public:
-        Null() = default;
-        operator Date() const { return {}; }
-    };
+    inline Date Date::startOfMonth(const Date& d) {
+        Month m = d.month();
+        Year y = d.year();
+        return Date(1, m, y);
+    }
 
-    #endif
+    inline bool Date::isStartOfMonth(const Date& d) {
+       return (d.dayOfMonth() == 1);
+    }
 
 #ifndef QL_HIGH_RESOLUTION_DATE
-    // inline definitions
-
     inline Weekday Date::weekday() const {
         Integer w = serialNumber_ % 7;
         return Weekday(w == 0 ? 7 : w);

src/ql/utilities/dataformatters.cpp

@@ -20,9 +20,7 @@
 #include <ql/utilities/dataformatters.hpp>
 #include <ostream>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         std::ostream& operator<<(std::ostream& out,
                                  const ordinal_holder& holder) {
@@ -58,5 +56,3 @@ namespace QuantLib {
 
     }
 
-}
-