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