bbldc_basicisdaactualactual.h

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/// @file bbldc_basicisdaactualactual.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_basicisdaactualactual.h                                      -*-C++-*-
#ifndef INCLUDED_BBLDC_BASICISDAACTUALACTUAL
#define INCLUDED_BBLDC_BASICISDAACTUALACTUAL
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_basicisdaactualactual bbldc_basicisdaactualactual
/// @brief  Provide stateless functions for the ISDA Actual/Actual convention.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_basicisdaactualactual
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_basicisdaactualactual-purpose"> Purpose</a>
/// * <a href="#bbldc_basicisdaactualactual-classes"> Classes </a>
/// * <a href="#bbldc_basicisdaactualactual-description"> Description </a>
///   * <a href="#bbldc_basicisdaactualactual-usage"> Usage </a>
///     * <a href="#bbldc_basicisdaactualactual-example-1-computing-day-count-and-year-fraction"> Example 1: Computing Day Count and Year Fraction </a>
///
/// # Purpose {#bbldc_basicisdaactualactual-purpose}
/// Provide stateless functions for the ISDA Actual/Actual convention.
///
/// # Classes {#bbldc_basicisdaactualactual-classes}
///
/// -  bbldc::BasicIsdaActualActual: ISDA Actual/Actual stateless functions
///
/// # Description {#bbldc_basicisdaactualactual-description}
/// This component provides a `struct`,
/// `bbldc::BasicIsdaActualActual`, that serves as a namespace for defining a
/// suite of date-related functions used to compute the day count and the year
/// fraction between two dates as per the ISDA Actual/Actual day-count
/// convention.  In this day-count convention, the day count between two dates
/// is exactly the number of days occurring in the time period and the year
/// fraction between two dates is the number of full calendar years between the
/// dates plus front-stub and back-stub adjustments.
///
/// ## Usage {#bbldc_basicisdaactualactual-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Computing Day Count and Year Fraction {#bbldc_basicisdaactualactual-example-1-computing-day-count-and-year-fraction}
///
///
/// The following snippets of code illustrate how to use
/// `bbldc::BasicIsdaActualActual` methods.  First, create two `bdlt::Date`
/// variables, `d1` and `d2`:
/// @code
/// const bdlt::Date d1(2003, 10, 19);
/// const bdlt::Date d2(2003, 12, 31);
/// @endcode
/// Then, compute the day count between the two dates:
/// @code
/// const int daysDiff = bbldc::BasicIsdaActualActual::daysDiff(d1, d2);
/// assert(73 == daysDiff);
/// @endcode
/// Finally, compute the year fraction between the two dates:
/// @code
/// const double yearsDiff = bbldc::BasicIsdaActualActual::yearsDiff(d1, d2);
/// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
/// assert(yearsDiff > 0.1999 && yearsDiff < 0.2001);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_basicisdaactualactual
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bdlt_date.h>
 
 
namespace bbldc {
 
                       // ============================
                       // struct BasicIsdaActualActual
                       // ============================
 
/// This `struct` provides a namespace for a suite of pure functions that
/// compute values based on dates according to the ISDA Actual/Actual
/// day-count convention.
struct BasicIsdaActualActual {
 
    // CLASS METHODS
 
    /// Return the (signed) number of days between the specified `beginDate`
    /// and `endDate` according to the ISDA Actual/Actual 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 int daysDiff(const bdlt::Date& beginDate,
                        const bdlt::Date& endDate);
 
    /// Return the (signed fractional) number of years between the specified
    /// `beginDate` and `endDate` according to the ISDA Actual/Actual
    /// 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`.
    static double yearsDiff(const bdlt::Date& beginDate,
                            const bdlt::Date& endDate);
};
 
// ============================================================================
//                             INLINE DEFINITIONS
// ============================================================================
 
                         // -----------------------
                         // struct IsdaActualActual
                         // -----------------------
 
// CLASS METHODS
inline
int BasicIsdaActualActual::daysDiff(const bdlt::Date& beginDate,
                                    const bdlt::Date& endDate)
{
    return endDate - beginDate;
}
 
}  // close package 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 ----------------------------------
 
/** @} */
/** @} */
/** @} */