simpledaycounter.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2003 RiskMap srl
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
/*! \file simpledaycounter.hpp
     \brief Simple day counter for reproducing theoretical calculations
*/
 
#ifndef quantlib_simple_day_counter_hpp
#define quantlib_simple_day_counter_hpp
 
#include <ql/time/daycounter.hpp>
 
namespace QuantLib {
 
    //! Simple day counter for reproducing theoretical calculations.
    /*! This day counter tries to ensure that whole-month distances
        are returned as a simple fraction, i.e., 1 year = 1.0,
        6 months = 0.5, 3 months = 0.25 and so forth.
 
        \warning this day counter should be used together with
                 NullCalendar, which ensures that dates at whole-month
                 distances share the same day of month. It is <b>not</b>
                 guaranteed to work with any other calendar.
 
        \ingroup daycounters
 
        \test the correctness of the results is checked against known
              good values.
    */
    class SimpleDayCounter : public DayCounter {
      private:
        class Impl final : public DayCounter::Impl {
          public:
            std::string name() const override { return "Simple"; }
            Date::serial_type dayCount(const Date& d1, const Date& d2) const override;
            Time
            yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override;
        };
      public:
        SimpleDayCounter()
        : DayCounter(ext::shared_ptr<DayCounter::Impl>(
                                             new SimpleDayCounter::Impl())) {}
    };
 
}
 
#endif