// bbldc_terminateddaterangedaycountadapter.h -*-C++-*-
#ifndef INCLUDED_BBLDC_TERMINATEDDATERANGEDAYCOUNTADAPTER
#define INCLUDED_BBLDC_TERMINATEDDATERANGEDAYCOUNTADAPTER
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
//@PURPOSE: Provide a parameterized day-count convention implementation.
//
//@CLASSES:
// bbldc::TerminatedDateRangeDayCountAdapter:
// 'bbldc::DateRangeDayCount' adapter
//
//@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.
//..
// 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);
//..
// 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
///-----
// This section illustrates intended use of this component.
//
///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':
//..
// const bbldc::TerminatedDateRangeDayCountAdapter<
// bbldc::TerminatedIsda30360Eom>
// myDcc(bdlt::Date(2004, 2, 29));
//
// const bbldc::DateRangeDayCount& dcc = myDcc;
//..
// Then, create two 'bdlt::Date' variables, 'd1' and 'd2', with which to use
// the day-count convention methods:
//..
// const bdlt::Date d1(2003, 10, 18);
// const bdlt::Date d2(2003, 12, 31);
//..
// Now, use the base-class reference to compute the day count between the two
// dates:
//..
// const int daysDiff = dcc.daysDiff(d1, d2);
// assert(72 == daysDiff);
//..
// Finally, use the base-class reference to compute the year fraction between
// the two dates:
//..
// const double yearsDiff = dcc.yearsDiff(d1, d2);
// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
// assert(0.1999 < yearsDiff && 0.2001 > yearsDiff);
//..
#include <bblscm_version.h>
#include <bbldc_daterangedaycount.h>
#include <bdlt_date.h>
namespace BloombergLP {
namespace bbldc {
// ========================================
// class TerminatedDateRangeDayCountAdapter
// ========================================
template <class CONVENTION>
class TerminatedDateRangeDayCountAdapter : public DateRangeDayCount {
// 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'.
// DATA
bdlt::Date d_terminationDate; // termination date used in all calculations
private:
// NOT IMPLEMENTED
TerminatedDateRangeDayCountAdapter(
const TerminatedDateRangeDayCountAdapter&);
TerminatedDateRangeDayCountAdapter& operator=(
const TerminatedDateRangeDayCountAdapter&);
public:
// CREATORS
TerminatedDateRangeDayCountAdapter(const bdlt::Date& terminationDate);
// Create a day-count adapter that uses the specified 'terminationDate'
// during.
virtual ~TerminatedDateRangeDayCountAdapter();
// Destroy this object.
// ACCESSORS
int daysDiff(const bdlt::Date& beginDate, const bdlt::Date& endDate) const;
// 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.
const bdlt::Date& firstDate() const;
// 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& lastDate() const;
// 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.
double yearsDiff(const bdlt::Date& beginDate,
const bdlt::Date& endDate) const;
// 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'.
};
// ============================================================================
// 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
} // close enterprise 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 ----------------------------------