bbldc_perioddaterangedaycountadapter.h

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/// @file bbldc_perioddaterangedaycountadapter.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_perioddaterangedaycountadapter.h                             -*-C++-*-
#ifndef INCLUDED_BBLDC_PERIODDATERANGEDAYCOUNTADAPTER
#define INCLUDED_BBLDC_PERIODDATERANGEDAYCOUNTADAPTER
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_perioddaterangedaycountadapter bbldc_perioddaterangedaycountadapter
/// @brief  Provide a parameterized day-count convention implementation.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_perioddaterangedaycountadapter
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_perioddaterangedaycountadapter-purpose"> Purpose</a>
/// * <a href="#bbldc_perioddaterangedaycountadapter-classes"> Classes </a>
/// * <a href="#bbldc_perioddaterangedaycountadapter-description"> Description </a>
///   * <a href="#bbldc_perioddaterangedaycountadapter-usage"> Usage </a>
///     * <a href="#bbldc_perioddaterangedaycountadapter-example-1-adapting-bbldc-periodicmaactualactual"> Example 1: Adapting bbldc::PeriodIcmaActualActual </a>
///
/// # Purpose {#bbldc_perioddaterangedaycountadapter-purpose}
/// Provide a parameterized day-count convention implementation.
///
/// # Classes {#bbldc_perioddaterangedaycountadapter-classes}
///
/// -  bbldc::PeriodDateRangeDayCountAdapter: `bbldc::DateRangeDayCount` adapter
///
/// # Description {#bbldc_perioddaterangedaycountadapter-description}
/// This component provides a parameterized (template)
/// implementation, `bbldc::PeriodDateRangeDayCountAdapter`, of the
/// `bbldc::DateRangeDayCount` protocol.  The template argument can be any type
/// supporting the following two class methods.
/// @code
/// int daysDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate);
///
/// double yearsDiff(const bdlt::Date&              beginDate,
///                  const bdlt::Date&              endDate,
///                  const bsl::vector<bdlt::Date>& periodDate,
///                  double                         periodYearDiff);
/// @endcode
/// The template class `bbldc::PeriodDateRangeDayCountAdapter` provides
/// convenient support for run-time polymorphic choice of day-count conventions
/// (via conventional use of a base-class pointer or reference) without having
/// to implement each derived type explicitly.  In this sense,
/// `bbldc::PeriodDateRangeDayCountAdapter` adapts the various concrete
/// period-based day-count convention classes (e.g.,
/// `bbldc::PeriodIcmaActualActual`) to a run-time binding mechanism.
///
/// The `bbldc::DateRangeDayCount` 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.  For "period" day-count implementations, the valid date range
/// is from the first to the last period date.
///
/// ## Usage {#bbldc_perioddaterangedaycountadapter-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Adapting bbldc::PeriodIcmaActualActual {#bbldc_perioddaterangedaycountadapter-example-1-adapting-bbldc-periodicmaactualactual}
///
///
/// This example shows the procedure for using
/// `bbldc::PeriodDateRangeDayCountAdapter` to adapt the
/// `bbldc::PeriodIcmaActualActual` day-count convention to the
/// `bbldc::DateRangeDayCount` protocol, and then the use of the day-count
/// methods.  First, we create a schedule of period dates, `sched`,
/// corresponding to a quarterly payment (`periodYearDiff == 0.25`):
/// @code
/// bsl::vector<bdlt::Date> sched;
/// sched.push_back(bdlt::Date(2003, 10, 1));
/// sched.push_back(bdlt::Date(2004,  1, 1));
/// @endcode
/// Then, we define an instance of the adapted day-count convention and obtain a
/// reference to the `bbldc::DateRangeDayCount`:
/// @code
/// const bbldc::PeriodDateRangeDayCountAdapter<bbldc::PeriodIcmaActualActual>
///                                                                myDcc(sched,
///                                                                      0.25);
/// const bbldc::DateRangeDayCount&                                dcc = myDcc;
/// @endcode
/// Next, create two `bdlt::Date` variables, `d1` and `d2`, with which to use
/// the day-count convention methods:
/// @code
/// const bdlt::Date d1(2003, 10, 19);
/// const bdlt::Date d2(2003, 12, 31);
/// @endcode
/// Now, use the base-class reference to compute the day count between the two
/// dates:
/// @code
/// const int daysDiff = dcc.daysDiff(d1, d2);
/// assert(73 == daysDiff);
/// @endcode
/// Finally, use the base-class reference to 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(yearsDiff > 0.1983 && yearsDiff < 0.1985);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_perioddaterangedaycountadapter
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bbldc_daterangedaycount.h>
 
#include <bdlt_date.h>
 
#include <bslma_allocator.h>
#include <bslma_usesbslmaallocator.h>
 
#include <bslmf_integralconstant.h>
 
#include <bsls_assert.h>
#include <bsls_keyword.h>
#include <bsls_libraryfeatures.h>
#include <bsls_review.h>
 
#include <bsl_iterator.h>
#include <bsl_vector.h>
 
#include <vector>
 
 
namespace bbldc {
 
                   // ====================================
                   // class PeriodDateRangeDayCountAdapter
                   // ====================================
 
/// This `class` provides an "adapter" from the specified `CONVENTION`, that
/// requires a set of periods to compute the year fraction, to the
/// `bbldc::DateRangeDayCount` protocol that can be used for determining
/// values based on dates according to the day-count `CONVENTION`.
///
/// See @ref bbldc_perioddaterangedaycountadapter 
template <class CONVENTION>
class PeriodDateRangeDayCountAdapter : public DateRangeDayCount {
 
    // DATA
    bsl::vector<bdlt::Date> d_periodDate;      // period starting dates
 
    double                  d_periodYearDiff;  // years for each period
 
  private:
    // PRIVATE ACCESSORS
 
    /// Return `true` if all values contained in the specified `periodDate`
    /// are unique and sorted from minimum to maximum value, and `false`
    /// otherwise.
    bool isSortedAndUnique(const bsl::vector<bdlt::Date>& periodDate) const;
 
  private:
    // NOT IMPLEMENTED
    PeriodDateRangeDayCountAdapter(const PeriodDateRangeDayCountAdapter&);
    PeriodDateRangeDayCountAdapter& operator=(
                                        const PeriodDateRangeDayCountAdapter&);
 
  public:
    // CREATORS
    PeriodDateRangeDayCountAdapter(
                      const bsl::vector<bdlt::Date>&       periodDate,
                      double                               periodYearDiff,
                      bslma::Allocator                    *basicAllocator = 0);
    PeriodDateRangeDayCountAdapter(
                      const std::vector<bdlt::Date>&       periodDate,
                      double                               periodYearDiff,
                      bslma::Allocator                    *basicAllocator = 0);
#ifdef BSLS_LIBRARYFEATURES_HAS_CPP17_PMR
    PeriodDateRangeDayCountAdapter(
                      const std::pmr::vector<bdlt::Date>&  periodDate,
                      double                               periodYearDiff,
                      bslma::Allocator                    *basicAllocator = 0);
#endif
        // Create a day-count adapter that uses the specified 'periodDate' and
        // 'periodYearDiff' during invocations of 'yearsDiff'.  'periodDate'
        // provides the period starting dates and 'periodYearDiff' defines the
        // duration of each period (e.g., 0.25 for quarterly periods).
        // Optionally specify a 'basicAllocator' used to supply memory.  If
        // 'basicAllocator' is 0, the currently installed default allocator is
        // used.  The behavior is undefined unless 'periodDate.size() >= 2' and
        // the values contained in 'periodDate' are unique and sorted from
        // minimum to maximum.
 
    /// Destroy this object.
    ~PeriodDateRangeDayCountAdapter() BSLS_KEYWORD_OVERRIDE;
 
    // ACCESSORS
    int daysDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate) const
                                                         BSLS_KEYWORD_OVERRIDE;
        // Return the (signed) number of days between the specified 'beginDate'
        // and 'endDate' as per the 'CONVENTION' template policy.  If
        // 'beginDate <= endDate', then the result is non-negative.  Note that
        // reversing the order of 'beginDate' and 'endDate' negates the result.
 
    /// Return a reference providing non-modifiable access to
    /// `periodDate.front()` for the `periodDate` provided at construction.
    /// Note that this value is the earliest date in the valid range of this
    /// day-count convention adaptation.
    const bdlt::Date& firstDate() const BSLS_KEYWORD_OVERRIDE;
 
    /// Return a reference providing non-modifiable access to
    /// `periodDate.back()` for the `periodDate` provided at construction.
    /// Note that this value is the latest date in the valid range of this
    /// day-count convention adaptation.
    const bdlt::Date& lastDate() const BSLS_KEYWORD_OVERRIDE;
 
    /// Return the (signed fractional) number of years between the specified
    /// `beginDate` and `endDate` as per the `CONVENTION` template policy.
    /// If `beginDate <= endDate`, then the result is non-negative.  The
    /// behavior is undefined unless, for the `periodDate` provided at
    /// construction, `periodDate.front() <= beginDate <= periodDate.back()`
    /// and `periodDate.front() <= endDate <= periodDate.back()`.  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`.
    double yearsDiff(const bdlt::Date& beginDate,
                     const bdlt::Date& endDate) const BSLS_KEYWORD_OVERRIDE;
 
                                  // Aspects
 
    /// Return the allocator used by this adapter to supply memory.
    bslma::Allocator *allocator() const;
};
 
// ============================================================================
//                             INLINE DEFINITIONS
// ============================================================================
 
                   // ------------------------------------
                   // class PeriodDateRangeDayCountAdapter
                   // ------------------------------------
 
// PRIVATE ACCESSORS
template <class CONVENTION>
bool PeriodDateRangeDayCountAdapter<CONVENTION>::isSortedAndUnique(
                               const bsl::vector<bdlt::Date>& periodDate) const
{
    bsl::vector<bdlt::Date>::const_iterator begin = periodDate.begin();
    bsl::vector<bdlt::Date>::const_iterator end   = periodDate.end();
 
    if (begin == end) {
        return true;                                                  // RETURN
    }
 
    bsl::vector<bdlt::Date>::const_iterator prev = begin;
    bsl::vector<bdlt::Date>::const_iterator at   = begin + 1;
 
    while (at != end) {
        if (*prev >= *at) {
            return false;                                             // RETURN
        }
        prev = at++;
    }
 
    return true;
}
 
// CREATORS
template <class CONVENTION>
inline
PeriodDateRangeDayCountAdapter<CONVENTION>::PeriodDateRangeDayCountAdapter(
                                const bsl::vector<bdlt::Date>&  periodDate,
                                double                          periodYearDiff,
                                bslma::Allocator               *basicAllocator)
: d_periodDate(periodDate, basicAllocator)
, d_periodYearDiff(periodYearDiff)
{
    BSLS_ASSERT(d_periodDate.size() >= 2);
 
    BSLS_ASSERT_SAFE(isSortedAndUnique(d_periodDate));
}
 
template <class CONVENTION>
inline
PeriodDateRangeDayCountAdapter<CONVENTION>::PeriodDateRangeDayCountAdapter(
                                const std::vector<bdlt::Date>&  periodDate,
                                double                          periodYearDiff,
                                bslma::Allocator               *basicAllocator)
: d_periodDate(periodDate.begin(), periodDate.end(), basicAllocator)
, d_periodYearDiff(periodYearDiff)
{
    BSLS_ASSERT(d_periodDate.size() >= 2);
 
    BSLS_ASSERT_SAFE(isSortedAndUnique(d_periodDate));
}
 
#ifdef BSLS_LIBRARYFEATURES_HAS_CPP17_PMR
template <class CONVENTION>
inline
PeriodDateRangeDayCountAdapter<CONVENTION>::PeriodDateRangeDayCountAdapter(
                           const std::pmr::vector<bdlt::Date>&  periodDate,
                           double                               periodYearDiff,
                           bslma::Allocator                    *basicAllocator)
: d_periodDate(periodDate.begin(), periodDate.end(), basicAllocator)
, d_periodYearDiff(periodYearDiff)
{
    BSLS_ASSERT(d_periodDate.size() >= 2);
 
    BSLS_ASSERT_SAFE(isSortedAndUnique(d_periodDate));
}
#endif
 
template <class CONVENTION>
inline
PeriodDateRangeDayCountAdapter<CONVENTION>::~PeriodDateRangeDayCountAdapter()
{
}
 
// ACCESSORS
template <class CONVENTION>
inline
int PeriodDateRangeDayCountAdapter<CONVENTION>::daysDiff(
                                               const bdlt::Date& beginDate,
                                               const bdlt::Date& endDate) const
{
    return CONVENTION::daysDiff(beginDate, endDate);
}
 
template <class CONVENTION>
inline
const bdlt::Date& PeriodDateRangeDayCountAdapter<CONVENTION>::firstDate() const
{
    return d_periodDate.front();
}
 
template <class CONVENTION>
inline
const bdlt::Date& PeriodDateRangeDayCountAdapter<CONVENTION>::lastDate() const
{
    return d_periodDate.back();
}
 
template <class CONVENTION>
inline
double PeriodDateRangeDayCountAdapter<CONVENTION>::yearsDiff(
                                               const bdlt::Date& beginDate,
                                               const bdlt::Date& endDate) const
{
    BSLS_ASSERT(d_periodDate.front() <= beginDate);
    BSLS_ASSERT(                        beginDate <= d_periodDate.back());
    BSLS_ASSERT(d_periodDate.front() <= endDate);
    BSLS_ASSERT(                        endDate   <= d_periodDate.back());
 
    return CONVENTION::yearsDiff(beginDate,
                                 endDate,
                                 d_periodDate,
                                 d_periodYearDiff);
}
 
                                  // Aspects
 
template <class CONVENTION>
inline
bslma::Allocator *PeriodDateRangeDayCountAdapter<CONVENTION>::allocator() const
{
    return d_periodDate.get_allocator().mechanism();
}
 
}  // close package namespace
 
 
// TRAITS
 
 
namespace bslma {
 
template <class CONVENTION>
struct UsesBslmaAllocator<bbldc::PeriodDateRangeDayCountAdapter<CONVENTION> >
                                                           : bsl::true_type {};
 
}  // close namespace bslma
 
 
#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 ----------------------------------
 
/** @} */
/** @} */
/** @} */