QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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thirty365.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2015 StatPro Italia srl
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
21
22namespace QuantLib {
23
25 const Date& d2) const {
26 Day dd1 = d1.dayOfMonth(), dd2 = d2.dayOfMonth();
27 Integer mm1 = d1.month(), mm2 = d2.month();
28 Year yy1 = d1.year(), yy2 = d2.year();
29
30 return 360*(yy2-yy1) + 30*(mm2-mm1) + (dd2-dd1);
31 }
32
34 : DayCounter(ext::shared_ptr<DayCounter::Impl>(new Thirty365::Impl)) {}
35
36}
Concrete date class.
Definition: date.hpp:125
Month month() const
Definition: date.cpp:82
Year year() const
Definition: date.cpp:93
Day dayOfMonth() const
Definition: date.hpp:400
std::int_fast32_t serial_type
serial number type
Definition: date.hpp:128
day counter class
Definition: daycounter.hpp:44
Date::serial_type dayCount(const Date &d1, const Date &d2) const override
to be overloaded by more complex day counters
Definition: thirty365.cpp:24
30/365 day count convention
Definition: thirty365.hpp:33
Integer Year
Year number.
Definition: date.hpp:87
Integer Day
Day number.
Definition: date.hpp:53
QL_INTEGER Integer
integer number
Definition: types.hpp:35
Definition: any.hpp:35
30/365 day counters