bbldc_terminatedbasicdaycountadapter.h

Go to the documentation of this file.

/// @file bbldc_terminatedbasicdaycountadapter.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_terminatedbasicdaycountadapter.h                             -*-C++-*-
#ifndef INCLUDED_BBLDC_TERMINATEDBASICDAYCOUNTADAPTER
#define INCLUDED_BBLDC_TERMINATEDBASICDAYCOUNTADAPTER
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_terminatedbasicdaycountadapter bbldc_terminatedbasicdaycountadapter
/// @brief  Provide a parameterized day-count convention implementation.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_terminatedbasicdaycountadapter
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_terminatedbasicdaycountadapter-purpose"> Purpose</a>
/// * <a href="#bbldc_terminatedbasicdaycountadapter-classes"> Classes </a>
/// * <a href="#bbldc_terminatedbasicdaycountadapter-description"> Description </a>
///   * <a href="#bbldc_terminatedbasicdaycountadapter-usage"> Usage </a>
///     * <a href="#bbldc_terminatedbasicdaycountadapter-example-1-adapting-bbldc-terminatedisda30360eom"> Example 1: Adapting bbldc::TerminatedIsda30360Eom </a>
///
/// # Purpose {#bbldc_terminatedbasicdaycountadapter-purpose}
/// Provide a parameterized day-count convention implementation.
///
/// # Classes {#bbldc_terminatedbasicdaycountadapter-classes}
///
/// -  bbldc::TerminatedBasicDayCountAdapter: `bbldc::BasicDayCount` realization
///
/// # Description {#bbldc_terminatedbasicdaycountadapter-description}
/// This component provides a parameterized (template)
/// implementation, `bbldc::TerminatedBasicDayCountAdapter`, of the
/// `bbldc::BasicDayCount` protocol that allows for special handling of a
/// termination date (e.g., maturity date).  The template argument can be any
/// type supporting the following two class methods.
/// @code
/// int daysDiff(const bdlt::Date& beginDate,
///              const bdlt::Date& endDate,
///              const bdlt::Date& terminationDate);
///
/// double yearsDiff(const bdlt::Date& beginDate,
///                  const bdlt::Date& endDate,
///                  const bdlt::Date& terminationDate);
/// @endcode
/// The template class `bbldc::TerminatedBasicDayCountAdapter` 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::TerminatedBasicDayCountAdapter` adapts the various concrete
/// "terminated" day-count convention classes (e.g.,
/// `bbldc::TerminatedIsda30360Eom`) to a run-time binding mechanism.
///
/// ## Usage {#bbldc_terminatedbasicdaycountadapter-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Adapting bbldc::TerminatedIsda30360Eom {#bbldc_terminatedbasicdaycountadapter-example-1-adapting-bbldc-terminatedisda30360eom}
///
///
/// This example shows the procedure for using
/// `bbldc::TerminatedBasicDayCountAdapter` to adapt the
/// `bbldc::TerminatedIsda30360Eom` day-count convention to the
/// `bbldc::BasicDayCount` protocol, and then the use of the day-count methods.
///
/// First, we define an instance of the adapted `bbldc::TerminatedIsda30360Eom`
/// day-count convention and obtain a reference to the `bbldc::BasicDayCount`:
/// @code
/// const bbldc::TerminatedBasicDayCountAdapter<bbldc::TerminatedIsda30360Eom>
///                                             myDcc(bdlt::Date(2004, 2, 29));
/// const bbldc::BasicDayCount& dcc = myDcc;
/// @endcode
/// Then, create two `bdlt::Date` variables, `d1` and `d2`, with which to use
/// the day-count convention methods:
/// @code
/// const bdlt::Date d1(2003, 10, 18);
/// 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(72 == 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(0.1999 < yearsDiff && 0.2001 > yearsDiff);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_terminatedbasicdaycountadapter
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bbldc_basicdaycount.h>
 
#include <bdlt_date.h>
 
#include <bsls_keyword.h>
 
 
namespace bbldc {
 
                   // ====================================
                   // class TerminatedBasicDayCountAdapter
                   // ====================================
 
/// This `class` provides an "adapter" from the specified `CONVENTION` to
/// the `bbldc::BasicDayCount` protocol that can be used for determining
/// values based on dates according to the day-count `CONVENTION`.
///
/// See @ref bbldc_terminatedbasicdaycountadapter 
template <class CONVENTION>
class TerminatedBasicDayCountAdapter : public BasicDayCount {
 
    // DATA
    bdlt::Date d_terminationDate;  // termination date used in all calculations
 
  private:
    // NOT IMPLEMENTED
    TerminatedBasicDayCountAdapter(const TerminatedBasicDayCountAdapter&);
    TerminatedBasicDayCountAdapter& operator=(
                                        const TerminatedBasicDayCountAdapter&);
 
  public:
    // CREATORS
 
    /// Create a day-count adapter that uses the specified `terminationDate`
    /// during.
    TerminatedBasicDayCountAdapter(const bdlt::Date& terminationDate);
 
    /// Destroy this object.
    ~TerminatedBasicDayCountAdapter() 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 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.  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;
};
 
// ============================================================================
//                             INLINE DEFINITIONS
// ============================================================================
 
                   // ------------------------------------
                   // class TerminatedBasicDayCountAdapter
                   // ------------------------------------
 
// CREATORS
template <class CONVENTION>
inline
TerminatedBasicDayCountAdapter<CONVENTION>::
              TerminatedBasicDayCountAdapter(const bdlt::Date& terminationDate)
: d_terminationDate(terminationDate)
{
}
 
template <class CONVENTION>
inline
TerminatedBasicDayCountAdapter<CONVENTION>::~TerminatedBasicDayCountAdapter()
{
}
 
// ACCESSORS
template <class CONVENTION>
inline
int TerminatedBasicDayCountAdapter<CONVENTION>::daysDiff(
                                               const bdlt::Date& beginDate,
                                               const bdlt::Date& endDate) const
{
    return CONVENTION::daysDiff(beginDate, endDate, d_terminationDate);
}
 
template <class CONVENTION>
inline
double
TerminatedBasicDayCountAdapter<CONVENTION>::yearsDiff(
                                               const bdlt::Date& beginDate,
                                               const bdlt::Date& endDate) const
{
    return CONVENTION::yearsDiff(beginDate, endDate, d_terminationDate);
}
 
}  // close package namespace
 
 
#endif
 
// ----------------------------------------------------------------------------
// Copyright 2016 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 ----------------------------------
 
/** @} */
/** @} */
/** @} */