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Public Member Functions

bbldc::DateRangeDayCount Class Reference

#include <bbldc_daterangedaycount.h>

Inheritance diagram for bbldc::DateRangeDayCount:
bbldc::BasicDateRangeDayCountAdapter< CONVENTION > bbldc::CalendarDateRangeDayCountAdapter< CONVENTION > bbldc::PeriodDateRangeDayCountAdapter< CONVENTION > bbldc::TerminatedDateRangeDayCountAdapter< CONVENTION >

List of all members.

Public Member Functions

virtual ~DateRangeDayCount ()
virtual int daysDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate) const =0
virtual const bdlt::DatefirstDate () const =0
virtual const bdlt::DatelastDate () const =0
virtual double yearsDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate) const =0

Detailed Description

This class provides a protocol for determining values based on dates according to derived implementations of specific day-count conventions. The methods firstDate and lastDate define a date range for which calculations are valid, to reflect the valid range of, say, a calendar required for the computations.

See Component bbldc_daterangedaycount


Constructor & Destructor Documentation

virtual bbldc::DateRangeDayCount::~DateRangeDayCount (  )  [virtual]

Destroy this object.


Member Function Documentation

virtual int bbldc::DateRangeDayCount::daysDiff ( const bdlt::Date beginDate,
const bdlt::Date endDate 
) const [pure virtual]

Return the (signed) number of days between the specified beginDate and endDate. If beginDate <= endDate, then the result is non-negative. The behavior is undefined unless firstDate() <= beginDate <= lastDate() and firstDate() <= endDate <= lastDate(). Note that reversing the order of beginDate and endDate negates the result.

Implemented in bbldc::BasicDateRangeDayCountAdapter< CONVENTION >, bbldc::CalendarDateRangeDayCountAdapter< CONVENTION >, bbldc::PeriodDateRangeDayCountAdapter< CONVENTION >, and bbldc::TerminatedDateRangeDayCountAdapter< CONVENTION >.

virtual const bdlt::Date& bbldc::DateRangeDayCount::firstDate (  )  const [pure virtual]

Return a reference providing non-modifiable access to the earliest date in the valid range of this day-count convention.

Implemented in bbldc::BasicDateRangeDayCountAdapter< CONVENTION >, bbldc::CalendarDateRangeDayCountAdapter< CONVENTION >, bbldc::PeriodDateRangeDayCountAdapter< CONVENTION >, and bbldc::TerminatedDateRangeDayCountAdapter< CONVENTION >.

virtual const bdlt::Date& bbldc::DateRangeDayCount::lastDate (  )  const [pure virtual]

Return a reference providing non-modifiable access to the latest date in the valid range of this day-count convention.

Implemented in bbldc::BasicDateRangeDayCountAdapter< CONVENTION >, bbldc::CalendarDateRangeDayCountAdapter< CONVENTION >, bbldc::PeriodDateRangeDayCountAdapter< CONVENTION >, and bbldc::TerminatedDateRangeDayCountAdapter< CONVENTION >.

virtual double bbldc::DateRangeDayCount::yearsDiff ( const bdlt::Date beginDate,
const bdlt::Date endDate 
) const [pure virtual]

Return the (signed fractional) number of years between the specified beginDate and endDate. If beginDate <= endDate, then the result is non-negative. The behavior is undefined unless firstDate() <= beginDate <= lastDate() and firstDate() <= endDate <= lastDate(). 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.

Implemented in bbldc::BasicDateRangeDayCountAdapter< CONVENTION >, bbldc::CalendarDateRangeDayCountAdapter< CONVENTION >, bbldc::PeriodDateRangeDayCountAdapter< CONVENTION >, and bbldc::TerminatedDateRangeDayCountAdapter< CONVENTION >.


The documentation for this class was generated from the following file: