bbldc_terminateddaycountutil.h

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/// @file bbldc_terminateddaycountutil.h
///
/// The content of this file has been pre-processed for Doxygen.
///
 
 
// bbldc_terminateddaycountutil.h                                     -*-C++-*-
#ifndef INCLUDED_BBLDC_TERMINATEDDAYCOUNTUTIL
#define INCLUDED_BBLDC_TERMINATEDDAYCOUNTUTIL
 
#include <bsls_ident.h>
BSLS_IDENT("$Id: $")
 
/// @defgroup bbldc_terminateddaycountutil bbldc_terminateddaycountutil
/// @brief  Support for day-count calculations of `enum`-specified conventions.
/// @addtogroup bbl
/// @{
/// @addtogroup bbldc
/// @{
/// @addtogroup bbldc_terminateddaycountutil
/// @{
///
/// <h1> Outline </h1>
/// * <a href="#bbldc_terminateddaycountutil-purpose"> Purpose</a>
/// * <a href="#bbldc_terminateddaycountutil-classes"> Classes </a>
/// * <a href="#bbldc_terminateddaycountutil-description"> Description </a>
///   * <a href="#bbldc_terminateddaycountutil-usage"> Usage </a>
///     * <a href="#bbldc_terminateddaycountutil-example-1-computing-day-count-and-year-fraction"> Example 1: Computing Day Count and Year Fraction </a>
///
/// # Purpose {#bbldc_terminateddaycountutil-purpose}
/// Support for day-count calculations of `enum`-specified conventions.
///
/// # Classes {#bbldc_terminateddaycountutil-classes}
///
/// -  bbldc::TerminatedDayCountUtil: `enum`-specified day-count calculations
///
/// @see  bbldc_daycountconvention, bbldc_terminatedbus252
///
/// # Description {#bbldc_terminateddaycountutil-description}
/// This component provides a `struct`,
/// `bbldc::TerminatedDayCountUtil`, that defines a suite of date-related
/// functions used to compute the day count and the year fraction between two
/// dates, with potential special handling of a termination date (e.g., maturity
/// date), as prescribed by an enumerated day-count convention.  Specifically,
/// the `daysDiff` and `yearsDiff` methods defined in
/// `bbldc::TerminatedDayCountUtil` take a trailing `DayCountConvention::Enum`
/// argument indicating which particular day-count convention to apply.
///
/// ## Usage {#bbldc_terminateddaycountutil-usage}
///
///
/// This section illustrates intended use of this component.
///
/// ### Example 1: Computing Day Count and Year Fraction {#bbldc_terminateddaycountutil-example-1-computing-day-count-and-year-fraction}
///
///
/// The following snippets of code illustrate how to use
/// `bbldc::TerminatedDayCountUtil` methods.  First, create three `bdlt::Date`
/// variables, `d1`, `d2`, and `dt`:
/// @code
/// const bdlt::Date d1(2003, 10, 18);
/// const bdlt::Date d2(2003, 12, 31);
/// const bdlt::Date dt(2004,  2, 29);
/// @endcode
/// Then, compute the day count between `d1` and `d2` according to the ISDA
/// 30/360 EOM day-count convention with termination date `dt`:
/// @code
/// const int daysDiff = bbldc::TerminatedDayCountUtil::daysDiff(
///                              d1,
///                              d2,
///                              dt,
///                              bbldc::DayCountConvention::e_ISDA_30_360_EOM);
/// assert(72 == daysDiff);
/// @endcode
/// Finally, compute the year fraction between the two dates according to the
/// ISDA 30/360 EOM day-count convention with termination date `dt`:
/// @code
/// const double yearsDiff = bbldc::TerminatedDayCountUtil::yearsDiff(
///                              d1,
///                              d2,
///                              dt,
///                              bbldc::DayCountConvention::e_ISDA_30_360_EOM);
///
/// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
/// assert(0.1999 < yearsDiff && 0.2001 > yearsDiff);
/// @endcode
/// @}
/** @} */
/** @} */
 
/** @addtogroup bbl
 * @{
 */
/** @addtogroup bbldc
 * @{
 */
/** @addtogroup bbldc_terminateddaycountutil
 * @{
 */
 
#include <bblscm_version.h>
 
#include <bbldc_daycountconvention.h>
 
#include <bdlt_date.h>
 
 
namespace bbldc {
 
                      // =============================
                      // struct TerminatedDayCountUtil
                      // =============================
 
/// This `struct` provides a namespace for a suite of pure functions that
/// compute values based on dates according to enumerated day-count
/// conventions.
struct TerminatedDayCountUtil {
 
    // CLASS METHODS
 
    /// Return the (signed) number of days between the specified `beginDate`
    /// and `endDate` according to the specified day-count `convention` with
    /// the specified `terminationDate`.  If `beginDate <= endDate` then the
    /// result is non-negative.  The behavior is undefined unless
    /// `isSupported(convention)`.  Note that reversing the order of
    /// `beginDate` and `endDate` negates the result and that the result is
    /// 0 when `beginDate == endDate`.
    static int daysDiff(const bdlt::Date&        beginDate,
                        const bdlt::Date&        endDate,
                        const bdlt::Date&        terminationDate,
                        DayCountConvention::Enum convention);
 
    /// Return `true` if the specified `convention` is valid for use in
    /// `daysDiff` and `yearsDiff`, and `false` otherwise.
    static bool isSupported(DayCountConvention::Enum convention);
 
    /// Return the (signed fractional) number of years between the specified
    /// `beginDate` and `endDate` according to the specified day-count
    /// `convention` with the specified `terminationDate`.  If
    /// `beginDate <= endDate` then the result is non-negative.  The
    /// behavior is undefined unless `isSupported(convention)`.  Note that
    /// reversing the order of `beginDate` and `endDate` negates the result;
    /// specifically,
    /// `|yearsDiff(b, e, t, c) + yearsDiff(e, b, t, c)| <= 1.0e-15` for all
    /// valid dates `b`, `e`, and `t`, and day-count conventions `c`.
    static double yearsDiff(const bdlt::Date&        beginDate,
                            const bdlt::Date&        endDate,
                            const bdlt::Date&        terminationDate,
                            DayCountConvention::Enum convention);
};
 
}  // 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 ----------------------------------
 
/** @} */
/** @} */
/** @} */