/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2013 BGC Partners L.P.

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/time/daycounters/actual365fixed.hpp>

#include <cmath>

namespace QuantLib {

    ext::shared_ptr<DayCounter::Impl>

    Actual365Fixed::implementation(Actual365Fixed::Convention c) {

        switch (c) {

          case Standard:

            return ext::shared_ptr<DayCounter::Impl>(new Impl);

          case Canadian:

            return ext::shared_ptr<DayCounter::Impl>(new CA_Impl);

          case NoLeap:

            return ext::shared_ptr<DayCounter::Impl>(new NL_Impl);

          default:

            QL_FAIL("unknown Actual/365 (Fixed) convention");

        }

    }

    Time Actual365Fixed::CA_Impl::yearFraction(const Date& d1,

                                               const Date& d2,

                                               const Date& refPeriodStart,

                                               const Date& refPeriodEnd) const {

        if (d1 == d2)

            return 0.0;

        // We need the period to calculate the frequency

        QL_REQUIRE(refPeriodStart != Date(), "invalid refPeriodStart");

        QL_REQUIRE(refPeriodEnd != Date(), "invalid refPeriodEnd");

        Time dcs = daysBetween(d1,d2);

        Time dcc = daysBetween(refPeriodStart,refPeriodEnd);

        auto months = Integer(std::lround(12 * dcc / 365));

        QL_REQUIRE(months != 0,

                   "invalid reference period for Act/365 Canadian; "

                   "must be longer than a month");

        auto frequency = Integer(12 / months);

        QL_REQUIRE(frequency != 0,

                   "invalid reference period for Act/365 Canadian; "

                   "must not be longer than a year");

        if (dcs < Integer(365/frequency))

            return dcs/365.0;

        return 1./frequency - (dcc-dcs)/365.0;

    }

    Date::serial_type Actual365Fixed::NL_Impl::dayCount(const Date& d1,

                                                        const Date& d2) const {

        static const Integer MonthOffset[] = {

            0,  31,  59,  90, 120, 151,  // Jan - Jun

            181, 212, 243, 273, 304, 334   // Jun - Dec

        };

        Date::serial_type s1 = d1.dayOfMonth()

                             + MonthOffset[d1.month()-1] + (d1.year() * 365);

        Date::serial_type s2 = d2.dayOfMonth()

                             + MonthOffset[d2.month()-1] + (d2.year() * 365);

        if (d1.month() == Feb && d1.dayOfMonth() == 29) {

            --s1;

        }

        if (d2.month() == Feb && d2.dayOfMonth() == 29) {

            --s2;

        }

        return s2 - s1;

    }

    Time Actual365Fixed::NL_Impl::yearFraction(const Date& d1,

                                               const Date& d2,

                                               const Date& d3,

                                               const Date& d4) const {

        return dayCount(d1, d2)/365.0;

    }

}