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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.
*/
#include <ql/time/daycounters/simpledaycounter.hpp>
#include <ql/time/daycounters/thirty360.hpp>
namespace QuantLib {
namespace { DayCounter fallback = Thirty360(); }
Date::serial_type SimpleDayCounter::Impl::dayCount(const Date& d1,
const Date& d2) const {
return fallback.dayCount(d1,d2);
}
Time SimpleDayCounter::Impl::yearFraction(const Date& d1,
const Date& d2,
const Date&,
const Date&) const {
Day dm1 = d1.dayOfMonth(),
dm2 = d2.dayOfMonth();
if (dm1 == dm2 ||
// e.g., Aug 30 -> Feb 28 ?
(dm1 > dm2 && Date::isEndOfMonth(d2)) ||
// e.g., Feb 28 -> Aug 30 ?
(dm1 < dm2 && Date::isEndOfMonth(d1))) {
return (d2.year()-d1.year()) +
(Integer(d2.month())-Integer(d1.month()))/12.0;
} else {
return fallback.yearFraction(d1,d2);
}
}
}
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