bbldc_calendardaycountutil.h

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/// @file bbldc_calendardaycountutil.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_calendardaycountutil.h                                       -*-C++-*-
#ifndef INCLUDED_BBLDC_CALENDARDAYCOUNTUTIL
#define INCLUDED_BBLDC_CALENDARDAYCOUNTUTIL
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_calendardaycountutil bbldc_calendardaycountutil
/// @brief  Support for day-count calculations of `enum`-specified conventions.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_calendardaycountutil
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_calendardaycountutil-purpose"> Purpose</a>
/// * <a href="#bbldc_calendardaycountutil-classes"> Classes </a>
/// * <a href="#bbldc_calendardaycountutil-description"> Description </a>
///   * <a href="#bbldc_calendardaycountutil-usage"> Usage </a>
///     * <a href="#bbldc_calendardaycountutil-example-1-computing-day-count-and-year-fraction"> Example 1: Computing Day Count and Year Fraction </a>
///
/// # Purpose {#bbldc_calendardaycountutil-purpose}
/// Support for day-count calculations of `enum`-specified conventions.
///
/// # Classes {#bbldc_calendardaycountutil-classes}
///
/// -  bbldc::CalendarDayCountUtil: `enum`-specified day-count calculations
///
/// @see  bbldc_daycountconvention, bbldc_calendarbus252
///
/// # Description {#bbldc_calendardaycountutil-description}
/// This component provides a `struct`,
/// `bbldc::CalendarDayCountUtil`, that defines a suite of date-related
/// functions used to compute the day count and the year fraction between two
/// dates as prescribed by an enumerated day-count convention.  Specifically,
/// the `daysDiff` and `yearsDiff` methods defined in
/// `bbldc::CalendarDayCountUtil` take a trailing `DayCountConvention::Enum`
/// argument indicating which particular day-count convention to apply.
///
/// ## Usage {#bbldc_calendardaycountutil-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Computing Day Count and Year Fraction {#bbldc_calendardaycountutil-example-1-computing-day-count-and-year-fraction}
///
///
/// The following snippets of code illustrate how to use
/// `bbldc::CalendarDayCountUtil` 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
/// Now, compute the day count between `d1` and `d2` according to the BUS-252
/// day-count convention:
/// @code
/// const int daysDiff = bbldc::CalendarDayCountUtil::daysDiff(
///                             d1,
///                             d2,
///                             calendar,
///                             bbldc::DayCountConvention::e_CALENDAR_BUS_252);
/// assert(52 == daysDiff);
/// @endcode
/// Finally, compute the year fraction between the two dates according to the
/// BUS-252 day-count convention:
/// @code
/// const double yearsDiff = bbldc::CalendarDayCountUtil::yearsDiff(
///                             d1,
///                             d2,
///                             calendar,
///                             bbldc::DayCountConvention::e_CALENDAR_BUS_252);
/// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
/// assert(0.2063 < yearsDiff && 0.2064 > yearsDiff);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_calendardaycountutil
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bbldc_daycountconvention.h>
 
#include <bdlt_calendar.h>
#include <bdlt_date.h>
 
 
namespace bbldc {
 
                       // ===========================
                       // struct CalendarDayCountUtil
                       // ===========================
 
/// This `struct` provides a namespace for a suite of pure functions that
/// compute values based on dates according to enumerated day-count
/// conventions.
struct CalendarDayCountUtil {
 
    // CLASS METHODS
 
    /// Return the (signed) number of days between the specified `beginDate`
    /// and `endDate` according to the specified 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 `isSupported(convention)`,
    /// `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,
                        DayCountConvention::Enum convention);
 
    /// Return `true` if the specified `convention` is valid for use in
    /// `daysDiff` and `yearsDiff`, and `false` otherwise.
    static bool isSupported(DayCountConvention::Enum convention);
 
    /// Return the (signed fractional) number of years between the specified
    /// `beginDate` and `endDate` according to the specified 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
    /// `isSupported(convention)`, `calendar.isInRange(beginDate)`, and
    /// `calendar.isInRange(endDate)`.  Note that reversing the order of
    /// `beginDate` and `endDate` negates the result; specifically,
    /// `|yearsDiff(b, e, cal, c) + yearsDiff(e, b, cal, c)| <= 1.0e-15` for
    /// all calendars `cal`, valid dates `b` and `e`, and day-count
    /// conventions `c`.
    static double yearsDiff(const bdlt::Date&        beginDate,
                            const bdlt::Date&        endDate,
                            const bdlt::Calendar&    calendar,
                            DayCountConvention::Enum convention);
};
 
}  // 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 ----------------------------------
 
/** @} */
/** @} */
/** @} */