Is there a programatic and convenient way to convert from C++11 or Boost's Chorno to Quantlib's date class format?
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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.
Howard Hinnant
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1this is genius by the way – pyCthon Sep 11 '13 at 21:36
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Day 0 for Excel and COM's Variant Date is 1899-12-30. The original Day 0 of 1899-12-31 had to be revised because the Microsoft code worked with 1900 as a leap year (oops!). So Excel/COM dates are QuantLib dates plus 1. – arayq2 Mar 11 '22 at 01:17
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Thanks, I've updated the numbers accordingly. – Howard Hinnant Mar 11 '22 at 02:21