// bbldc_calendarbus252.h -*-C++-*-
#ifndef INCLUDED_BBLDC_CALENDARBUS252
#define INCLUDED_BBLDC_CALENDARBUS252
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
//@PURPOSE: Provide stateless functions for calendar-based BUS-252.
//
//@CLASSES:
// bbldc::CalendarBus252: BUS-252 convention stateless functions
//
//@DESCRIPTION: This component provides a 'struct', 'bbldc::CalendarBus252',
// 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 BUS-252 day-count convention. In this day-count convention, the day
// count between two ordered dates, 'beginDate' and 'endDate' where
// 'beginDate < endDate', is exactly the number of *business* days occurring in
// the time period '[beginDate .. endDate)'. Reversing the order of the dates
// negates the result. When the two dates have the same value, the day count
// is 0. The year fraction is the day count divided by 252.
//
///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::CalendarBus252'
// methods. First, create two 'bdlt::Date' variables, 'd1' and 'd2':
//..
// const bdlt::Date d1(2003, 10, 19);
// const bdlt::Date d2(2003, 12, 31);
//..
// Then, create a 'calendar' with a valid range spanning 2003 and typical
// weekend days:
//..
// bdlt::Calendar calendar;
// calendar.setValidRange(bdlt::Date(2003, 1, 1), bdlt::Date(2003, 12, 31));
// calendar.addWeekendDay(bdlt::DayOfWeek::e_SUN);
// calendar.addWeekendDay(bdlt::DayOfWeek::e_SAT);
//..
// Next, compute the day count between 'd1' and 'd2':
//..
// const int daysDiff = bbldc::CalendarBus252::daysDiff(d1, d2, calendar);
// assert(52 == daysDiff);
//..
// Finally, compute the year fraction between the two dates:
//..
// const double yearsDiff = bbldc::CalendarBus252::yearsDiff(d1,
// d2,
// calendar);
// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
// assert(yearsDiff > 0.2063 && yearsDiff < 0.2064);
//..
#include <bblscm_version.h>
#include <bdlt_calendar.h>
#include <bdlt_date.h>
#include <bsls_assert.h>
#include <bsls_platform.h>
namespace BloombergLP {
namespace bbldc {
// =====================
// struct CalendarBus252
// =====================
struct CalendarBus252 {
// This 'struct' provides a namespace for a suite of pure functions that
// compute values based on dates according to the BUS-252 day-count
// convention.
// CLASS METHODS
static int daysDiff(const bdlt::Date& beginDate,
const bdlt::Date& endDate,
const bdlt::Calendar& calendar);
// Return the (signed) number of days between the specified 'beginDate'
// and 'endDate' according to the BUS-252 day-count convention with the
// specified 'calendar' providing the definition of business days. If
// 'beginDate <= endDate', then the result is non-negative. The
// behavior is undefined unless 'calendar.isInRange(beginDate)' and
// 'calendar.isInRange(endDate)'. Note that reversing the order of
// 'beginDate' and 'endDate' negates the result and that the result is
// 0 when 'beginDate == endDate'.
static double yearsDiff(const bdlt::Date& beginDate,
const bdlt::Date& endDate,
const bdlt::Calendar& calendar);
// Return the (signed fractional) number of years between the specified
// 'beginDate' and 'endDate' according to the BUS-252 day-count
// convention with the specified 'calendar' providing the definition of
// business days. If 'beginDate <= endDate', then the result is
// non-negative. The behavior is undefined unless
// 'calendar.isInRange(beginDate)' and 'calendar.isInRange(endDate)'.
// Note that reversing the order of 'beginDate' and 'endDate' negates
// the result; specifically,
// '|yearsDiff(b, e, c) + yearsDiff(e, b, c)| <= 1.0e-15' for all
// calendars 'c' and valid dates 'b' and 'e'.
};
// ============================================================================
// INLINE DEFINITIONS
// ============================================================================
// ---------------------
// struct CalendarBus252
// ---------------------
// CLASS METHODS
inline
int CalendarBus252::daysDiff(const bdlt::Date& beginDate,
const bdlt::Date& endDate,
const bdlt::Calendar& calendar)
{
BSLS_ASSERT_SAFE(calendar.isInRange(beginDate));
BSLS_ASSERT_SAFE(calendar.isInRange(endDate));
if (beginDate < endDate) {
return calendar.numBusinessDays(beginDate, endDate - 1); // RETURN
}
else if (beginDate > endDate) {
return -calendar.numBusinessDays(endDate, beginDate - 1); // RETURN
}
return 0;
}
inline
double CalendarBus252::yearsDiff(const bdlt::Date& beginDate,
const bdlt::Date& endDate,
const bdlt::Calendar& calendar)
{
#if defined(BSLS_PLATFORM_CMP_GNU) && (BSLS_PLATFORM_CMP_VERSION >= 50301)
// Storing the result value in a 'volatile double' removes extra-precision
// available in floating-point registers.
const volatile double rv =
#else
const double rv =
#endif
static_cast<double>(daysDiff(beginDate, endDate, calendar)) / 252.0;
return rv;
}
} // close package namespace
} // close enterprise namespace
#endif
// ----------------------------------------------------------------------------
// Copyright 2017 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 ----------------------------------