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/*
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.
*/
/*! \file thirty360.cpp
\brief 30/360 day counters
\fullpath
ql/DayCounters/%thirty360.cpp
*/
// $Id: thirty360.cpp,v 1.8 2002/01/16 14:43:35 nando Exp $
#include <ql/DayCounters/thirty360.hpp>
namespace QuantLib {
namespace DayCounters {
Handle<DayCounter::DayCounterImpl>
Thirty360::implementation(Thirty360::Convention c) {
switch (c) {
case USA:
return Handle<DayCounterImpl>(new Thirty360USImpl);
case European:
return Handle<DayCounterImpl>(new Thirty360EuImpl);
case Italian:
return Handle<DayCounterImpl>(new Thirty360ItImpl);
default:
throw Error("Unknown 30/360 convention");
}
}
int Thirty360::Thirty360USImpl::dayCount(
const Date& d1, const Date& d2) const {
int dd1 = d1.dayOfMonth(), dd2 = d2.dayOfMonth();
int mm1 = d1.month(), mm2 = d2.month();
int yy1 = d1.year(), yy2 = d2.year();
if (dd2 == 31 && dd1 < 30) { dd2 = 1; mm2++; }
return 360*(yy2-yy1) + 30*(mm2-mm1-1) +
QL_MAX(0,30-dd1) + QL_MIN(30,dd2);
}
int Thirty360::Thirty360EuImpl::dayCount(
const Date& d1, const Date& d2) const {
int dd1 = d1.dayOfMonth(), dd2 = d2.dayOfMonth();
int mm1 = d1.month(), mm2 = d2.month();
int yy1 = d1.year(), yy2 = d2.year();
return 360*(yy2-yy1) + 30*(mm2-mm1-1) +
QL_MAX(0,30-dd1) + QL_MIN(30,dd2);
}
int Thirty360::Thirty360ItImpl::dayCount(
const Date& d1, const Date& d2) const {
int dd1 = d1.dayOfMonth(), dd2 = d2.dayOfMonth();
int mm1 = d1.month(), mm2 = d2.month();
int yy1 = d1.year(), yy2 = d2.year();
if (mm1 == 2 && dd1 > 27) dd1 = 30;
if (mm2 == 2 && dd2 > 27) dd2 = 30;
return 360*(yy2-yy1) + 30*(mm2-mm1-1) +
QL_MAX(0,30-dd1) + QL_MIN(30,dd2);
}
}
}
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