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
|
/* -*- 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 override { return std::string("1/1"); }
Date::serial_type dayCount(const Date& d1, const Date& d2) const override {
// the sign is all we need
return (d2 >= d1 ? 1 : -1);
};
Time
yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override {
return Time(dayCount(d1, d2));
}
};
public:
OneDayCounter()
: DayCounter(ext::shared_ptr<DayCounter::Impl>(
new OneDayCounter::Impl)) {}
};
}
#endif
|
