/src/quantlib/ql/time/daycounters/simpledaycounter.cpp
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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 | | <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 | | #include <ql/time/daycounters/simpledaycounter.hpp> |
21 | | #include <ql/time/daycounters/thirty360.hpp> |
22 | | |
23 | | namespace QuantLib { |
24 | | |
25 | | namespace { DayCounter fallback = Thirty360(Thirty360::BondBasis); } |
26 | | |
27 | | Date::serial_type SimpleDayCounter::Impl::dayCount(const Date& d1, |
28 | 0 | const Date& d2) const { |
29 | 0 | return fallback.dayCount(d1,d2); |
30 | 0 | } |
31 | | |
32 | | Time SimpleDayCounter::Impl::yearFraction(const Date& d1, |
33 | | const Date& d2, |
34 | | const Date&, |
35 | 0 | const Date&) const { |
36 | 0 | Day dm1 = d1.dayOfMonth(), |
37 | 0 | dm2 = d2.dayOfMonth(); |
38 | |
|
39 | 0 | if (dm1 == dm2 || |
40 | | // e.g., Aug 30 -> Feb 28 ? |
41 | 0 | (dm1 > dm2 && Date::isEndOfMonth(d2)) || |
42 | | // e.g., Feb 28 -> Aug 30 ? |
43 | 0 | (dm1 < dm2 && Date::isEndOfMonth(d1))) { |
44 | |
|
45 | 0 | return (d2.year()-d1.year()) + |
46 | 0 | (Integer(d2.month())-Integer(d1.month()))/12.0; |
47 | |
|
48 | 0 | } else { |
49 | 0 | return fallback.yearFraction(d1,d2); |
50 | 0 | } |
51 | 0 | } |
52 | | |
53 | | } |
54 | | |