// bbldc_basicactual36525.h -*-C++-*- #ifndef INCLUDED_BBLDC_BASICACTUAL36525 #define INCLUDED_BBLDC_BASICACTUAL36525 #include <bsls_ident.h> BSLS_IDENT("$Id: $") //@PURPOSE: Provide stateless functions for the Actual/365.25 convention. // //@CLASSES: // bbldc::BasicActual36525: Actual/365.25 convention stateless functions // //@DESCRIPTION: This component provides a 'struct', 'bbldc::BasicActual36525', // that serves as a namespace for defining a suite of date-related functions // used to compute the day count and year fraction between two dates as per the // Actual/365.25 day-count convention. In this day-count convention, we simply // measure the number of days occurring in a time period, and to calculate // years, divide that by 365.25. Note that this means the number of years // between January 1, 2004 and January 1, 2005 comes out to about 1.00205. No // end-of-month rule adjustments are made. Given 'beginDate' and 'endDate': //.. // yearsDiff ::= sign(endDate - beginDate) * // (days between beginDate and endDate) / 365.25 //.. // ///Usage ///----- // This section illustrates intended use of this component. // ///Example 1: Computing Day Count and Year Fraction /// - - - - - - - - - - - - - - - - - - - - - - - - // The following snippets of code illustrate how to use // 'bbldc::BasicActual36525' methods. First, create four 'bdlt::Date' // variables: //.. // const bdlt::Date dA(2004, 2, 1); // const bdlt::Date dB(2004, 3, 1); // const bdlt::Date dC(2004, 5, 1); // const bdlt::Date dD(2005, 2, 1); //.. // Then, compute the day count between some pairs of these dates: //.. // int daysDiff; // daysDiff = bbldc::BasicActual36525::daysDiff(dA, dB); // assert( 29 == daysDiff); // daysDiff = bbldc::BasicActual36525::daysDiff(dA, dC); // assert( 90 == daysDiff); // daysDiff = bbldc::BasicActual36525::daysDiff(dA, dD); // assert(366 == daysDiff); // daysDiff = bbldc::BasicActual36525::daysDiff(dB, dC); // assert( 61 == daysDiff); //.. // Finally, compute the year fraction between some of the dates: //.. // double yearsDiff; // yearsDiff = bbldc::BasicActual36525::yearsDiff(dA, dC); // // Need fuzzy comparison since 'yearsDiff' is a 'double'. // assert(yearsDiff > 0.2464 && yearsDiff < 0.2465); // yearsDiff = bbldc::BasicActual36525::yearsDiff(dA, dD); // assert(yearsDiff > 1.0020 && yearsDiff < 1.0021); //.. #include <bblscm_version.h> #include <bdlt_date.h> namespace BloombergLP { namespace bbldc { // ======================= // struct BasicActual36525 // ======================= struct BasicActual36525 { // This 'struct' provides a namespace for a suite of pure functions that // compute values based on dates according to the Actual/365.25 day-count // convention. // CLASS METHODS static int daysDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate); // Return the (signed) number of days between the specified 'beginDate' // and 'endDate' according to the Actual/365.25 day-count convention. // If 'beginDate <= endDate', then the result is non-negative. Note // that reversing the order of 'beginDate' and 'endDate' negates the // result. static double yearsDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate); // Return the (signed fractional) number of years between the specified // 'beginDate' and 'endDate' according to the Actual/365.25 day-count // convention. If 'beginDate <= endDate', then the result is // non-negative. Note that reversing the order of 'beginDate' and // 'endDate' negates the result; specifically, // '|yearsDiff(b, e) + yearsDiff(e, b)| <= 1.0e-15' for all dates 'b' // and 'e'. }; // ============================================================================ // INLINE DEFINITIONS // ============================================================================ // ----------------------- // struct BasicActual36525 // ----------------------- // CLASS METHODS inline int BasicActual36525::daysDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate) { return endDate - beginDate; } } // close package namespace } // close enterprise namespace #endif // ---------------------------------------------------------------------------- // Copyright 2023 Bloomberg Finance L.P. // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // ----------------------------- END-OF-FILE ----------------------------------