Coverage Report

Created: 2026-10-31 06:47

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/src/quantlib/ql/time/daycounters/actual365fixed.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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 Copyright (C) 2004 Ferdinando Ametrano
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 Copyright (C) 2013 BGC Partners L.P.
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file actual365fixed.hpp
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    \brief Actual/365 (Fixed) day counter
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*/
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#ifndef quantlib_actual365fixed_day_counter_h
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#define quantlib_actual365fixed_day_counter_h
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#include <ql/time/daycounter.hpp>
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namespace QuantLib {
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    //! Actual/365 (Fixed) day count convention
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    /*! "Actual/365 (Fixed)" day count convention, also know as
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        "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".
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        \warning According to ISDA, "Actual/365" (without "Fixed") is
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                 an alias for "Actual/Actual (ISDA)" (see
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                 ActualActual.)  If Actual/365 is not explicitly
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                 specified as fixed in an instrument specification,
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                 you might want to double-check its meaning.
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        \ingroup daycounters
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    */
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    class Actual365Fixed : public DayCounter {
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      public:
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        enum Convention { Standard, Canadian, NoLeap };
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        explicit Actual365Fixed(Convention c = Actual365Fixed::Standard)
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5.59k
        : DayCounter(implementation(c)) {}
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      private:
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        class Impl final : public DayCounter::Impl {
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          public:
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            std::string name() const override { return std::string("Actual/365 (Fixed)"); }
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            Time
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            yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override {
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                return daysBetween(d1,d2)/365.0;
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            }
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        };
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        class CA_Impl final : public DayCounter::Impl {
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          public:
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            std::string name() const override {
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                return std::string("Actual/365 (Fixed) Canadian Bond");
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            }
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            Time yearFraction(const Date& d1,
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                              const Date& d2,
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                              const Date& refPeriodStart,
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                              const Date& refPeriodEnd) const override;
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        };
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        class NL_Impl final : public DayCounter::Impl {
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          public:
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            std::string name() const override { return std::string("Actual/365 (No Leap)"); }
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            Date::serial_type dayCount(const Date& d1, const Date& d2) const override;
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            Time yearFraction(const Date& d1,
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                              const Date& d2,
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                              const Date& refPeriodStart,
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                              const Date& refPeriodEnd) const override;
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        };
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        static ext::shared_ptr<DayCounter::Impl> implementation(Convention);
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    };
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}
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#endif