/src/quantlib/ql/time/daycounters/simpledaycounter.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2003 RiskMap srl |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <http://quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | /*! \file simpledaycounter.hpp |
21 | | \brief Simple day counter for reproducing theoretical calculations |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_simple_day_counter_hpp |
25 | | #define quantlib_simple_day_counter_hpp |
26 | | |
27 | | #include <ql/time/daycounter.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! Simple day counter for reproducing theoretical calculations. |
32 | | /*! This day counter tries to ensure that whole-month distances |
33 | | are returned as a simple fraction, i.e., 1 year = 1.0, |
34 | | 6 months = 0.5, 3 months = 0.25 and so forth. |
35 | | |
36 | | \warning this day counter should be used together with |
37 | | NullCalendar, which ensures that dates at whole-month |
38 | | distances share the same day of month. It is <b>not</b> |
39 | | guaranteed to work with any other calendar. |
40 | | |
41 | | \ingroup daycounters |
42 | | |
43 | | \test the correctness of the results is checked against known |
44 | | good values. |
45 | | */ |
46 | | class SimpleDayCounter : public DayCounter { |
47 | | private: |
48 | | class Impl final : public DayCounter::Impl { |
49 | | public: |
50 | 0 | std::string name() const override { return "Simple"; } |
51 | | Date::serial_type dayCount(const Date& d1, const Date& d2) const override; |
52 | | Time |
53 | | yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override; |
54 | | }; |
55 | | public: |
56 | | SimpleDayCounter() |
57 | | : DayCounter(ext::shared_ptr<DayCounter::Impl>( |
58 | 0 | new SimpleDayCounter::Impl())) {} |
59 | | }; |
60 | | |
61 | | } |
62 | | |
63 | | #endif |