bbldc_daterangedaycount.h

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/// @file bbldc_daterangedaycount.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_daterangedaycount.h                                          -*-C++-*-
#ifndef INCLUDED_BBLDC_DATERANGEDAYCOUNT
#define INCLUDED_BBLDC_DATERANGEDAYCOUNT
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_daterangedaycount bbldc_daterangedaycount
/// @brief  Provide a protocol for date-range limited day-count calculations.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_daterangedaycount
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_daterangedaycount-purpose"> Purpose</a>
/// * <a href="#bbldc_daterangedaycount-classes"> Classes </a>
/// * <a href="#bbldc_daterangedaycount-description"> Description </a>
///   * <a href="#bbldc_daterangedaycount-usage"> Usage </a>
///     * <a href="#bbldc_daterangedaycount-example-1-definition-and-use-of-a-concrete-day-count-convention"> Example 1: Definition and Use of a Concrete Day-Count Convention </a>
///
/// # Purpose {#bbldc_daterangedaycount-purpose}
/// Provide a protocol for date-range limited day-count calculations.
///
/// # Classes {#bbldc_daterangedaycount-classes}
///
/// -  bbldc::DateRangeDayCount: protocol for date-range limited day-counts
///
/// @see  bbldc_basicdaterangedaycountadapter,
///           bbldc_perioddaterangedaycountadapter
///
/// # Description {#bbldc_daterangedaycount-description}
/// This component provides a protocol, `bbldc::DateRangeDayCount`,
/// for implementing an arbitrary day-count convention.  Concrete
/// implementations of this protocol may implement, say, the BUS-252 day-count
/// convention, or a custom day-count convention appropriate for some niche
/// market.
///
/// Several of the components in `bbldc` provide individual day-count convention
/// support through interfaces that are functionally identical to the abstract
/// interface provided by this component, except that they do not inherit from
/// `bbldc::DateRangeDayCount`.  In conjunction with the adapter components
/// (e.g., @ref bbldc_basicdaterangedaycountadapter ), `bbldc::DateRangeDayCount` is
/// intended to allow run-time binding of these and other similar day-count
/// implementations.
///
/// This protocol requires two methods, `firstDate` and `lastDate`, that define
/// a date range for which calculations are valid, to reflect the valid range
/// of, say, a calendar required for the computations.
///
/// ## Usage {#bbldc_daterangedaycount-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Definition and Use of a Concrete Day-Count Convention {#bbldc_daterangedaycount-example-1-definition-and-use-of-a-concrete-day-count-convention}
///
///
/// This example shows the definition and use of a simple concrete day-count
/// convention.  This functionality suffices to demonstrate the requisite steps
/// for having a working day-count convention:
/// * Define a concrete day-count type derived from `bbldc::DateRangeDayCount`.
/// * Implement the four pure virtual methods.
/// * Instantiate and use an object of the concrete type.
///
/// First, define the (derived) `my_DayCountConvention` class and implement its
/// constructor inline (for convenience, directly within the derived-class
/// definition):
/// @code
/// // my_daycountconvention.h
///
/// class my_DayCountConvention : public bbldc::DateRangeDayCount {
///     bdlt::Date d_firstDate;
///     bdlt::Date d_lastDate;
///   public:
///     my_DayCountConvention()
///                        : d_firstDate(1, 1, 1), d_lastDate(9999, 12, 31) { }
///     virtual ~my_DayCountConvention();
///     virtual int daysDiff(const bdlt::Date& beginDate,
///                          const bdlt::Date& endDate) const;
///         // Return the (signed) number of days between the specified ...
///     virtual const bdlt::Date& firstDate() const;
///         // Return a reference providing non-modifiable access to the ...
///     virtual const bdlt::Date& lastDate() const;
///         // Return a reference providing non-modifiable access to the ...
///     virtual double yearsDiff(const bdlt::Date& beginDate,
///                              const bdlt::Date& endDate) const;
///         // Return the (signed fractional) number of years between the ...
/// };
/// @endcode
/// Then, implement the destructor.  Note, however, that we always implement a
/// virtual destructor (non-inline) in the .cpp file (to indicate the *unique*
/// location of the class's virtual table):
/// @code
/// // my_daycountconvention.cpp
///
/// // ...
///
/// my_DayCountConvention::~my_DayCountConvention() { }
/// @endcode
/// Next, we implement the (virtual) `daysDiff`, `firstDate`, `lastDate`, and
/// `yearsDiff` methods, which incorporate the "policy" of what it means for
/// this day-count convention to calculate day count, year fraction, and the
/// valid range of the convention instance:
/// @code
/// int my_DayCountConvention::daysDiff(const bdlt::Date& beginDate,
///                                     const bdlt::Date& endDate) const
/// {
///     return endDate - beginDate;
/// }
///
/// const bdlt::Date& my_DayCountConvention::firstDate() const
/// {
///     return d_firstDate;
/// }
///
/// const bdlt::Date& my_DayCountConvention::lastDate() const
/// {
///     return d_lastDate;
/// }
///
/// double my_DayCountConvention::yearsDiff(const bdlt::Date& beginDate,
///                                         const bdlt::Date& endDate) const
/// {
///     return static_cast<double>(endDate - beginDate) / 365.0;
/// }
/// @endcode
/// Then, create two `bdlt::Date` variables, `d1` and `d2`, to use with the
/// `my_DayCountConvention` object and its day-count convention methods:
/// @code
/// const bdlt::Date d1(2003, 10, 19);
/// const bdlt::Date d2(2003, 12, 31);
/// @endcode
/// Next, we obtain a `bbldc::DateRangeDayCount` reference from an instantiated
/// `my_DayCountConvention`:
/// @code
/// my_DayCountConvention           myDcc;
/// const bbldc::DateRangeDayCount& dcc = myDcc;
/// @endcode
/// Now, we compute the day count between the two dates:
/// @code
/// const int daysDiff = dcc.daysDiff(d1, d2);
/// assert(73 == daysDiff);
/// @endcode
/// Finally, we compute the year fraction between the two dates:
/// @code
/// const double yearsDiff = dcc.yearsDiff(d1, d2);
/// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
/// assert(0.1999 < yearsDiff && 0.2001 > yearsDiff);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_daterangedaycount
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bdlt_date.h>
 
 
namespace bbldc {
 
                         // =======================
                         // class DateRangeDayCount
                         // =======================
 
/// This `class` provides a protocol for determining values based on dates
/// according to derived implementations of specific day-count conventions.
/// The methods `firstDate` and `lastDate` define a date range for which
/// calculations are valid, to reflect the valid range of, say, a calendar
/// required for the computations.
///
/// See @ref bbldc_daterangedaycount 
class DateRangeDayCount {
 
  public:
    // CREATORS
 
    /// Destroy this object.
    virtual ~DateRangeDayCount();
 
    // ACCESSORS
 
    /// Return the (signed) number of days between the specified `beginDate`
    /// and `endDate`.  If `beginDate <= endDate`, then the result is
    /// non-negative.  The behavior is undefined unless
    /// `firstDate() <= beginDate <= lastDate()` and
    /// `firstDate() <= endDate <= lastDate()`.  Note that reversing the
    /// order of `beginDate` and `endDate` negates the result.
    virtual int daysDiff(const bdlt::Date& beginDate,
                         const bdlt::Date& endDate) const = 0;
 
    /// Return a reference providing non-modifiable access to the earliest
    /// date in the valid range of this day-count convention.
    virtual const bdlt::Date& firstDate() const = 0;
 
    /// Return a reference providing non-modifiable access to the latest
    /// date in the valid range of this day-count convention.
    virtual const bdlt::Date& lastDate() const = 0;
 
    /// Return the (signed fractional) number of years between the specified
    /// `beginDate` and `endDate`.  If `beginDate <= endDate`, then the
    /// result is non-negative.  The behavior is undefined unless
    /// `firstDate() <= beginDate <= lastDate()` and
    /// `firstDate() <= endDate <= lastDate()`.  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`.
    virtual double yearsDiff(const bdlt::Date& beginDate,
                             const bdlt::Date& endDate) const = 0;
};
 
}  // 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 ----------------------------------
 
/** @} */
/** @} */
/** @} */