1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
|
/*
Copyright (C) 2000, 2001, 2002 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 ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
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.
*/
// $Id: DayCounters.i,v 1.22 2002/02/18 14:11:33 nando Exp $
#ifndef quantlib_day_counters_i
#define quantlib_day_counters_i
%include Date.i
%include Types.i
%include String.i
%{
using QuantLib::DayCounter;
using QuantLib::DayCounters::Actual360;
using QuantLib::DayCounters::Actual365;
using QuantLib::DayCounters::ActualActual;
using QuantLib::DayCounters::Thirty360;
%}
class DayCounter {
public:
// constructor redefined below as string-based factory
~DayCounter();
int dayCount(const Date& d1, const Date& d2);
Time yearFraction(const Date& d1, const Date& d2,
const Date& startRef, const Date& endRef);
};
// replicate the DayCounter interface
%addmethods DayCounter {
DayCounter(const String& name) {
String s = StringFormatter::toLowercase(name);
if (s == "act365" || s == "act/365")
return new Actual365;
else if (s == "act360" || s == "act/360")
return new Actual360;
else if (s == "actacte" || s == "act/act(e)" || s == "act/act(Euro)")
return new ActualActual(ActualActual::Euro);
else if (s == "30/360" || s == "30/360us")
return new Thirty360(Thirty360::USA);
else if (s == "30e/360" || s == "30/360e" || s == "30/360eu")
return new Thirty360(Thirty360::European);
else if (s == "30/360i" || s == "30/360it")
return new Thirty360(Thirty360::Italian);
else if (s == "actact" || s == "act/act" || s == "act/act(b)" || s == "act/act (Bond)")
return new ActualActual(ActualActual::Bond);
else if (s == "actacth" || s == "act/act(h)" || s == "act/act (ISDA)")
return new ActualActual(ActualActual::Historical);
else
throw Error("Unknown day counter: " + name);
QL_DUMMY_RETURN((DayCounter*)(0));
}
String __str__() {
return self->name()+" day counter";
}
String __repr__() {
return "DayCounter('"+self->name()+"')";
}
int __cmp__(const DayCounter& other) {
return ((*self) == other ? 0 : 1);
}
}
#endif
|
