bbldc_calendarbus252.h

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/// @file bbldc_calendarbus252.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_calendarbus252.h                                             -*-C++-*-
#ifndef INCLUDED_BBLDC_CALENDARBUS252
#define INCLUDED_BBLDC_CALENDARBUS252
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_calendarbus252 bbldc_calendarbus252
/// @brief  Provide stateless functions for calendar-based BUS-252.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_calendarbus252
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_calendarbus252-purpose"> Purpose</a>
/// * <a href="#bbldc_calendarbus252-classes"> Classes </a>
/// * <a href="#bbldc_calendarbus252-description"> Description </a>
///   * <a href="#bbldc_calendarbus252-usage"> Usage </a>
///     * <a href="#bbldc_calendarbus252-example-1-computing-day-count-and-year-fraction"> Example 1: Computing Day Count and Year Fraction </a>
///
/// # Purpose {#bbldc_calendarbus252-purpose}
/// Provide stateless functions for calendar-based BUS-252.
///
/// # Classes {#bbldc_calendarbus252-classes}
///
/// -  bbldc::CalendarBus252: BUS-252 convention stateless functions
///
/// # Description {#bbldc_calendarbus252-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 {#bbldc_calendarbus252-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Computing Day Count and Year Fraction {#bbldc_calendarbus252-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`:
/// @code
/// const bdlt::Date d1(2003, 10, 19);
/// const bdlt::Date d2(2003, 12, 31);
/// @endcode
/// Then, create a `calendar` with a valid range spanning 2003 and typical
/// weekend days:
/// @code
/// 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);
/// @endcode
/// Next, compute the day count between `d1` and `d2`:
/// @code
/// const int daysDiff = bbldc::CalendarBus252::daysDiff(d1, d2, calendar);
/// assert(52 == daysDiff);
/// @endcode
/// Finally, compute the year fraction between the two dates:
/// @code
/// const double yearsDiff = bbldc::CalendarBus252::yearsDiff(d1,
///                                                           d2,
///                                                           calendar);
/// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
/// assert(yearsDiff > 0.2063 && yearsDiff < 0.2064);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_calendarbus252
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bdlt_calendar.h>
#include <bdlt_date.h>
 
#include <bsls_assert.h>
#include <bsls_platform.h>
 
 
namespace bbldc {
 
                          // =====================
                          // 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.
struct CalendarBus252 {
 
    // CLASS METHODS
 
    /// 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 int daysDiff(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`.
    static double yearsDiff(const bdlt::Date&     beginDate,
                            const bdlt::Date&     endDate,
                            const bdlt::Calendar& calendar);
};
 
// ============================================================================
//                             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
 
 
#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 ----------------------------------
 
/** @} */
/** @} */
/** @} */