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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2015 StatPro Italia 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
<https://www.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/thirty365.hpp>
namespace QuantLib {
Date::serial_type Thirty365::Impl::dayCount(const Date& d1,
const Date& d2) const {
Day dd1 = d1.dayOfMonth(), dd2 = d2.dayOfMonth();
Integer mm1 = d1.month(), mm2 = d2.month();
Year yy1 = d1.year(), yy2 = d2.year();
// date adjustment rules as in ISO 20022
// see https://www.iso20022.org/15022/uhb/mt565-16-field-22f.htm
if (dd1 == 31) { dd1 = 30; }
if (dd2 == 31) { dd2 = 30; }
return 360*(yy2-yy1) + 30*(mm2-mm1) + (dd2-dd1);
}
Thirty365::Thirty365()
: DayCounter(ext::shared_ptr<DayCounter::Impl>(new Thirty365::Impl)) {}
}
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