/src/quantlib/ql/time/daycounters/thirty365.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2015 StatPro Italia 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 | | <https://www.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 thirty365.hpp |
21 | | \brief 30/365 day counters |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_thirty_365_day_counter_hpp |
25 | | #define quantlib_thirty_365_day_counter_hpp |
26 | | |
27 | | #include <ql/time/daycounter.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! 30/365 day count convention |
32 | | /*! \ingroup daycounters */ |
33 | | class Thirty365 : public DayCounter { |
34 | | private: |
35 | | class Impl final : public DayCounter::Impl { |
36 | | public: |
37 | 0 | std::string name() const override { return std::string("30/365"); } |
38 | | Date::serial_type dayCount(const Date& d1, const Date& d2) const override; |
39 | | Time |
40 | 0 | yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override { |
41 | 0 | return dayCount(d1,d2)/365.0; |
42 | 0 | } |
43 | | }; |
44 | | public: |
45 | | Thirty365(); |
46 | | }; |
47 | | |
48 | | } |
49 | | |
50 | | #endif |