Component bbldc_daycountconvention [Package bbldc]

Provide an enumeration of bbldc day-count conventions. More...

Namespaces
namespace	bbldc

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Detailed Description

Outline

• Purpose
• Classes
• Description
  • Enumerators
  • Usage
    • Example 1: Basic Syntax

Purpose:

Provide an enumeration of bbldc day-count conventions.

Classes:

bbldc::DayCountConvention

namespace for day-count convention enumeration

Description:

This component provides a namespace, bbldc::DayCountConvention, for the enum type bbldc::DayCountConvention::Enum, that enumerates the list of day-count conventions supported by the bbldc package.

Enumerators:

  Name                         Description
  ---------------------------  ----------------------------------------------
  e_ACTUAL_360                 Convention is Actual/360.
  e_ACTUAL_365_25              Convention is Actual/365.25.
  e_ACTUAL_365_FIXED           Convention is Actual/365 (fixed).
  e_ISDA_ACTUAL_ACTUAL         Convention is ISDA Actual/Actual.
  e_ISMA_30_360                Convention is ISMA 30/360.
  e_PSA_30_360_EOM             Convention is PSA 30/360 end-of-month.
  e_SIA_30_360_EOM             Convention is SIA 30/360 end-of-month.
  e_SIA_30_360_NEOM            Convention is SIA 30/360 no-end-of-month.
  e_PERIOD_ICMA_ACTUAL_ACTUAL  Convention is period-based ICMA Actual/Actual.
  e_CALENDAR_BUS_252           Convention is calendar-based BUS-252.
  e_ISDA_30_360_EOM            Convention is ISDA 30/360 end-of-month.
  e_NL_365                     Convention is NL/365.

Usage:

This section illustrates intended use of this component.

Example 1: Basic Syntax:

The following snippets of code provide a simple illustration of using bbldc::DayCountConvention.

First, we create a variable convention of type bbldc::DayCountConvention::Enum and initialize it to the value bbldc::DayCountConvention::e_ISMA_30_360:

  bbldc::DayCountConvention::Enum convention =
                                    bbldc::DayCountConvention::e_ISMA_30_360;

Now, we store the address of its ASCII representation in a pointer variable, asciiValue, of type const char *:

  const char *asciiValue = bbldc::DayCountConvention::toAscii(convention);
  assert(0 == bsl::strcmp(asciiValue, "ISMA_30_360"));

Finally, we print convention to bsl::cout;

  bsl::cout << convention << bsl::endl;

This statement produces the following output on stdout:

  ISMA_30_360