bbldc::PeriodDayCountUtil Struct Reference

#include <bbldc_perioddaycountutil.h>

List of all members.

Static Public Member Functions
static int	daysDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, DayCountConvention::Enum convention)
static bool	isSupported (DayCountConvention::Enum convention)
static double	yearsDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, const bsl::vector< bdlt::Date > &periodDate, double periodYearDiff, DayCountConvention::Enum convention)
static double	yearsDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, const std::vector< bdlt::Date > &periodDate, double periodYearDiff, DayCountConvention::Enum convention)

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Detailed Description

This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day-count conventions.

See Component bbldc_perioddaycountutil

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Member Function Documentation

static int bbldc::PeriodDayCountUtil::daysDiff	(	const bdlt::Date &	beginDate,
		const bdlt::Date &	endDate,
		DayCountConvention::Enum	convention
	)			[static]

Return the (signed) number of days between the specified beginDate and endDate according to the specified day-count convention. 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.

static bool bbldc::PeriodDayCountUtil::isSupported

(

DayCountConvention::Enum

convention

)

[static]

Return true if the specified convention is valid for use in daysDiff and yearsDiff, and false otherwise.

static double bbldc::PeriodDayCountUtil::yearsDiff	(	const bdlt::Date &	beginDate,
		const bdlt::Date &	endDate,
		const bsl::vector< bdlt::Date > &	periodDate,
		double	periodYearDiff,
		DayCountConvention::Enum	convention
	)			[static]

static double bbldc::PeriodDayCountUtil::yearsDiff	(	const bdlt::Date &	beginDate,
		const bdlt::Date &	endDate,
		const std::vector< bdlt::Date > &	periodDate,
		double	periodYearDiff,
		DayCountConvention::Enum	convention
	)			[static]

Return the (signed fractional) number of years between the specified beginDate and endDate according to the specified day-count convention with periods starting on the specified periodDate values and each period having a duration of the specified periodYearDiff years (e.g., 0.25 for quarterly periods). If beginDate <= endDate then the result is non-negative. The behavior is undefined unless periodDate.size() >= 2, the values contained in periodDate are unique and sorted from minimum to maximum, min(beginDate, endDate) >= periodDate.front(), max(beginDate, endDate) <= periodDate.back(), and isSupported(convention). Note that reversing the order of beginDate and endDate negates the result; specifically, |yearsDiff(b,e,pd,pyd,c) + yearsDiff(e,b,pd,pyd,c)| <= 1.0e-15 for all dates b and e, periods pd, and year fraction per period pyd.

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

• bbldc_perioddaycountutil.h