bbldc_terminateddaterangedaycountadapter.h

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/// @file bbldc_terminateddaterangedaycountadapter.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_terminateddaterangedaycountadapter.h                         -*-C++-*-
#ifndef INCLUDED_BBLDC_TERMINATEDDATERANGEDAYCOUNTADAPTER
#define INCLUDED_BBLDC_TERMINATEDDATERANGEDAYCOUNTADAPTER
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_terminateddaterangedaycountadapter bbldc_terminateddaterangedaycountadapter
/// @brief  Provide a parameterized day-count convention implementation.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_terminateddaterangedaycountadapter
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_terminateddaterangedaycountadapter-purpose"> Purpose</a>
/// * <a href="#bbldc_terminateddaterangedaycountadapter-classes"> Classes </a>
/// * <a href="#bbldc_terminateddaterangedaycountadapter-description"> Description </a>
///   * <a href="#bbldc_terminateddaterangedaycountadapter-usage"> Usage </a>
///     * <a href="#bbldc_terminateddaterangedaycountadapter-example-1-adapting-bbldc-terminatedisda30360eom"> Example 1: Adapting bbldc::TerminatedIsda30360Eom </a>
///
/// # Purpose {#bbldc_terminateddaterangedaycountadapter-purpose}
/// Provide a parameterized day-count convention implementation.
///
/// # Classes {#bbldc_terminateddaterangedaycountadapter-classes}
///
/// -  bbldc::TerminatedDateRangeDayCountAdapter:
/// -                                          `bbldc::DateRangeDayCount` adapter
///
/// # Description {#bbldc_terminateddaterangedaycountadapter-description}
/// This component provides a parameterized (template)
/// implementation, `bbldc::TerminatedDateRangeDayCountAdapter`, of the
/// `bbldc::DateRangeDayCount` 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::TerminatedDateRangeDayCountAdapter` 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::TerminatedDateRangeDayCountAdapter` adapts the various concrete
/// "terminated" day-count convention classes (e.g.,
/// `bbldc::TerminatedIsda30360Eom`) 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 "terminated" day-count implementations, the valid date
/// range is identical to the range of `bdlt::Date`.
///
/// ## Usage {#bbldc_terminateddaterangedaycountadapter-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Adapting bbldc::TerminatedIsda30360Eom {#bbldc_terminateddaterangedaycountadapter-example-1-adapting-bbldc-terminatedisda30360eom}
///
///
/// This example shows the procedure for using
/// `bbldc::TerminatedDateRangeDayCountAdapter` to adapt the
/// `bbldc::TerminatedIsda30360Eom` day-count convention to the
/// `bbldc::DateRangeDayCount` 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::DateRangeDayCount`:
/// @code
/// const bbldc::TerminatedDateRangeDayCountAdapter<
///                                              bbldc::TerminatedIsda30360Eom>
///                                             myDcc(bdlt::Date(2004, 2, 29));
///
/// const bbldc::DateRangeDayCount& 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_terminateddaterangedaycountadapter
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bbldc_daterangedaycount.h>
 
#include <bdlt_date.h>
 
#include <bsls_keyword.h>
 
 
namespace bbldc {
 
                 // ========================================
                 // class TerminatedDateRangeDayCountAdapter
                 // ========================================
 
/// This `class` provides an "adapter" from the specified `CONVENTION` to
/// the `bbldc::DateRangeDayCount` protocol that can be used for determining
/// values based on dates according to the day-count `CONVENTION`.
///
/// See @ref bbldc_terminateddaterangedaycountadapter 
template <class CONVENTION>
class TerminatedDateRangeDayCountAdapter : public DateRangeDayCount {
 
    // DATA
    bdlt::Date d_terminationDate;  // termination date used in all calculations
 
  private:
    // NOT IMPLEMENTED
    TerminatedDateRangeDayCountAdapter(
                                    const TerminatedDateRangeDayCountAdapter&);
    TerminatedDateRangeDayCountAdapter& operator=(
                                    const TerminatedDateRangeDayCountAdapter&);
 
  public:
    // CREATORS
 
    /// Create a day-count adapter that uses the specified `terminationDate`
    /// during.
    TerminatedDateRangeDayCountAdapter(const bdlt::Date& terminationDate);
 
    /// Destroy this object.
    ~TerminatedDateRangeDayCountAdapter() 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 a `bdlt::Date`
    /// with the value 1/1/1.  Note that this value is the earliest date in
    /// the valid range of the adapted day-count convention.
    const bdlt::Date& firstDate() const BSLS_KEYWORD_OVERRIDE;
 
    /// Return a reference providing non-modifiable access to a `bdlt::Date`
    /// with the value 9999/12/31.  Note that this value is the latest date
    /// in the valid range of the adapted day-count convention.
    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.  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 TerminatedDateRangeDayCountAdapter
                 // ----------------------------------------
 
// CREATORS
template <class CONVENTION>
inline
TerminatedDateRangeDayCountAdapter<CONVENTION>::
          TerminatedDateRangeDayCountAdapter(const bdlt::Date& terminationDate)
: d_terminationDate(terminationDate)
{
}
 
template <class CONVENTION>
inline
TerminatedDateRangeDayCountAdapter<CONVENTION>::
                                          ~TerminatedDateRangeDayCountAdapter()
{
}
 
// ACCESSORS
template <class CONVENTION>
inline
int TerminatedDateRangeDayCountAdapter<CONVENTION>::daysDiff(
                                               const bdlt::Date& beginDate,
                                               const bdlt::Date& endDate) const
{
    return CONVENTION::daysDiff(beginDate, endDate, d_terminationDate);
}
 
template <class CONVENTION>
inline
const bdlt::Date& TerminatedDateRangeDayCountAdapter<CONVENTION>::
                                                              firstDate() const
{
    static bdlt::Date firstDate(1, 1, 1);
    return firstDate;
}
 
template <class CONVENTION>
inline
const bdlt::Date& TerminatedDateRangeDayCountAdapter<CONVENTION>::
                                                               lastDate() const
{
    static bdlt::Date lastDate(9999, 12, 31);
    return lastDate;
}
 
template <class CONVENTION>
inline
double TerminatedDateRangeDayCountAdapter<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 ----------------------------------
 
/** @} */
/** @} */
/** @} */