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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005 StatPro Italia srl
Copyright (C) 2005 Johan Witters
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.
*/
#ifndef quantlib_day_counters_i
#define quantlib_day_counters_i
%include common.i
%include date.i
%include types.i
%include stl.i
%include null.i
%{
using QuantLib::DayCounter;
%}
class DayCounter {
#if defined(SWIGMZSCHEME) || defined(SWIGGUILE)
%rename("day-count") dayCount;
%rename("year-fraction") yearFraction;
#endif
protected:
DayCounter();
public:
BigInteger dayCount(const Date& d1, const Date& d2);
Time yearFraction(const Date& d1, const Date& d2,
const Date& startRef = Date(),
const Date& endRef = Date());
%extend {
std::string __str__() {
return self->name()+" day counter";
}
#if defined(SWIGPYTHON) || defined(SWIGRUBY) || defined(SWIGJAVA)
bool __eq__(const DayCounter& other) {
return (*self) == other;
}
#if defined(SWIGPYTHON) || defined(SWIGJAVA)
bool __ne__(const DayCounter& other) {
return (*self) != other;
}
#endif
#endif
}
};
#if defined(SWIGMZSCHEME) || defined(SWIGGUILE)
%rename("DayCounter=?") DayCounter_equal;
%inline %{
bool DayCounter_equal(const DayCounter& d1, const DayCounter& d2) {
return d1 == d2;
}
%}
#endif
namespace QuantLib {
class Actual360 : public DayCounter {};
class Actual365Fixed : public DayCounter {};
class Thirty360 : public DayCounter {
public:
enum Convention { USA, BondBasis, European, EurobondBasis, Italian };
Thirty360(Convention c = USA);
};
class ActualActual : public DayCounter {
public:
enum Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro };
ActualActual(Convention c = ISDA);
};
class OneDayCounter : public DayCounter {};
class SimpleDayCounter : public DayCounter {};
}
#endif
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