Component bbldc_calendardaterangedaycountadapter [Package bbldc]

Provide a parameterized day-count convention implementation. More...

Namespaces
namespace	bbldc

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Detailed Description

Outline

• Purpose
• Classes
• Description
  • Usage
    • Example 1: Adapting bbldc::CalendarBus252

Purpose:

Provide a parameterized day-count convention implementation.

Classes:

bbldc::CalendarDateRangeDayCountAdapter

bbldc::DateRangeDayCount adapter

Description:

This component provides a parameterized (template) implementation, bbldc::CalendarDateRangeDayCountAdapter, of the bbldc::DateRangeDayCount protocol. 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::Calendar& calendar);

  double yearsDiff(const bdlt::Date&     beginDate,
                   const bdlt::Date&     endDate,
                   const bdlt::Calendar& calendar);

The template class bbldc::CalendarDateRangeDayCountAdapter 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::CalendarDateRangeDayCountAdapter adapts the various concrete calendar-based day-count convention classes (e.g., bbldc::CalendarBus252) 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 "calendar" day-count implementations, the valid date range is the valid range of the calendar.

Usage:

This section illustrates intended use of this component.

Example 1: Adapting bbldc::CalendarBus252:

This example shows the procedure for using bbldc::CalendarDateRangeDayCountAdapter to adapt the bbldc::CalendarBus252 day-count convention to the bbldc::DateRangeDayCount protocol, and then the use of the day-count methods. First, we create a calendar with a valid range spanning 2003 and typical weekend days:

  bdlt::Calendar calendar;
  calendar.setValidRange(bdlt::Date(2003, 1, 1), bdlt::Date(2003, 12, 31));
  calendar.addWeekendDay(bdlt::DayOfWeek::e_SUN);
  calendar.addWeekendDay(bdlt::DayOfWeek::e_SAT);

Then, we define an instance of the adapted day-count convention and obtain a reference to the bbldc::DateRangeDayCount:

  const bbldc::CalendarDateRangeDayCountAdapter<bbldc::CalendarBus252>
                                                             myDcc(calendar);
  const bbldc::DateRangeDayCount&                            dcc = myDcc;

Next, create two bdlt::Date variables, d1 and d2, with which to use the day-count convention methods:

  const bdlt::Date d1(2003, 10, 19);
  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(52 == 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(yearsDiff > 0.2063 && yearsDiff < 0.2064);