ECB: updated hard-coded known dates; simplified/improved implementation; completed test coverage #1865
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lballabio
reviewed
Dec 21, 2023
ql/time/ecb.cpp
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154
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160
| char upperMonthCode[3]; | ||
| to_upper_copy(upperMonthCode, boost::string_view(ecbCode.data(), 3)); | ||
| const auto it = std::find(MONTHS.begin(), MONTHS.end(), boost::string_view(upperMonthCode, 3)); | ||
| QL_ASSERT(it != MONTHS.end() ,"not an ECB month (and it should have been). code: " + ecbCode); | ||
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| // QuantLib::Month is 1-based! | ||
| const Month m = static_cast<QuantLib::Month>(std::distance(MONTHS.begin(), it) + 1); |
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I'm not sure, this is shorter than the switch but not simpler.
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The known maintenance dates were updated for 2018..2024.
The implementation of ECB functions were simplified (e.g. large switch blocks replaced) and optimized for memory allocations (e.g. temporary strings were replaced by string_views).
The test coverage is also completed for ECB functions.