bbldc::TerminatedDayCountUtil Struct Reference

#include <bbldc_terminateddaycountutil.h>

List of all members.

Static Public Member Functions
static int	daysDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, const bdlt::Date &terminationDate, DayCountConvention::Enum convention)
static bool	isSupported (DayCountConvention::Enum convention)
static double	yearsDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, const bdlt::Date &terminationDate, 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_terminateddaycountutil

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Member Function Documentation

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

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 bool bbldc::TerminatedDayCountUtil::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::TerminatedDayCountUtil::yearsDiff	(	const bdlt::Date &	beginDate,
		const bdlt::Date &	endDate,
		const bdlt::Date &	terminationDate,
		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 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.

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

• bbldc_terminateddaycountutil.h