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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Ferdinando Ametrano
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 one.hpp
\brief 1/1 day counter
*/
#ifndef quantlib_one_day_counter_h
#define quantlib_one_day_counter_h
#include <ql/time/daycounter.hpp>
namespace QuantLib {
//! 1/1 day count convention
/*! \ingroup daycounters */
class OneDayCounter : public DayCounter {
private:
class Impl : public DayCounter::Impl {
public:
std::string name() const { return std::string("1/1"); }
BigInteger dayCount(const Date& d1, const Date& d2) const {
// the sign is all we need
return (d2 >= d1 ? 1 : -1);
};
Time yearFraction(const Date& d1,
const Date& d2,
const Date&,
const Date&) const {
return Time(dayCount(d1, d2));
}
};
public:
OneDayCounter()
: DayCounter(boost::shared_ptr<DayCounter::Impl>(
new OneDayCounter::Impl)) {}
};
}
#endif
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