// bbldc_basicactual365fixed.h -*-C++-*- #ifndef INCLUDED_BBLDC_BASICACTUAL365FIXED #define INCLUDED_BBLDC_BASICACTUAL365FIXED #include <bsls_ident.h> BSLS_IDENT("$Id: $") //@PURPOSE: Provide stateless functions for the Actual/365 (fixed) convention. // //@CLASSES: // bbldc::BasicActual365Fixed: Actual/365 fixed convention stateless functions // //@DESCRIPTION: This component provides a 'struct', // 'bbldc::BasicActual365Fixed', 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 (fixed) 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. // Note that this means the number of years between January 1, 2004 and January // 1, 2005 comes out to about 1.00274. No end-of-month rule adjustments are // made. Given 'beginDate' and 'endDate': //.. // yearsDiff ::= sign(endDate - beginDate) * // (days between beginDate and endDate) / 365.0 //.. // ///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::BasicActual365Fixed' 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::BasicActual365Fixed::daysDiff(dA, dB); // assert( 29 == daysDiff); // daysDiff = bbldc::BasicActual365Fixed::daysDiff(dA, dC); // assert( 90 == daysDiff); // daysDiff = bbldc::BasicActual365Fixed::daysDiff(dA, dD); // assert(366 == daysDiff); // daysDiff = bbldc::BasicActual365Fixed::daysDiff(dB, dC); // assert( 61 == daysDiff); //.. // Finally, compute the year fraction between some of the dates: //.. // double yearsDiff; // yearsDiff = bbldc::BasicActual365Fixed::yearsDiff(dA, dC); // // Need fuzzy comparison since 'yearsDiff' is a 'double'. // assert(yearsDiff > 0.2465 && yearsDiff < 0.2466); // yearsDiff = bbldc::BasicActual365Fixed::yearsDiff(dA, dD); // assert(yearsDiff > 1.0027 && yearsDiff < 1.0028); //.. #include <bblscm_version.h> #include <bdlt_date.h> namespace BloombergLP { namespace bbldc { // ========================== // struct BasicActual365Fixed // ========================== struct BasicActual365Fixed { // This 'struct' provides a namespace for a suite of pure functions that // compute values based on dates according to the Actual/365 fixed // 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 fixed 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 fixed // 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 BasicActual365Fixed // -------------------------- // CLASS METHODS inline int BasicActual365Fixed::daysDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate) { return endDate - beginDate; } } // close package namespace } // close enterprise namespace #endif // ---------------------------------------------------------------------------- // Copyright 2015 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 ----------------------------------