Date format strings
FIA can parse a wide range of date formats. Date formats are constructed by appending a number of format specifiers, corresponding to the day, month and year fields of the supplied date, together with the field delimiters.
Formats correspond to those used by the C strptime function. The following formats are allowable:
|%d||Day of month (1-31)||15|
|%m||Month number (1-12)||2|
|%b||Month in abbreviated or full form||February, Feb|
|%y||The year without century data (0-99). When a century is not otherwise specified, values in the range 69-99 refer to years in the twentieth century (1969-1999); values in the range 00-68 refer to years in the twenty-first century (2000-2068)||45|
|%Y||The year, including century||2015|
Date format strings are constructed by aggregating the above format strings with the date delimiter. For instance, if your dates are in the dd-mm-yy format, set the format string to %d-%m-%y, using a hyphen as the delimiter.
The following table lists some example date format strings.
Initially, all date formats have the default value %Y-%m-%d. This can be overridden as follows:
FIA allows you to specify a date format to be used for all files, a specific date format for each file, or any combination of the two. Formats are applied using the following schema:
- Any formats supplied in SecurityDateFormat, PortfolioDateFormat, YieldCurveDateFormat, FXDateFormat are applied first to the corresponding files;
- Next, format DateFormat is applied to any files that have not had a custom format applied;
- If DateFormat has not been supplied, the default format is applied to any remaining files.
|Example 1||No date format strings set||All dates from all files will be read using the default format string %Y-%m-%d|
|Example 2||DateFormat is set to DEMO_STRING
No other format strings set
|All dates in all files will be read and parsed using DEMO_STRING|
|Example 3||DateFormat is set to DEMO_STRING1, SecurityDateFormat is set to DEMO_STRING2.||All dates in the security file will be read and parsed using DEMO_STRING2
All dates in other files will be read and parsed using DEMO_STRING1
|Example 4||DateFormat is not set
SecurityDateFormat is set to DEMO_STRING1
|All dates in the security file will be read and parsed using DEMO_STRING1
All other dates will be read and parsed according to the default format string %Y-%m-%d