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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.
*/
/*! \file thirty365.hpp
\brief 30/365 day counters
*/
#ifndef quantlib_thirty_365_day_counter_hpp
#define quantlib_thirty_365_day_counter_hpp
#include <ql/time/daycounter.hpp>
namespace QuantLib {
//! 30/365 day count convention
/*! \ingroup daycounters */
class Thirty365 : public DayCounter {
private:
class Impl final : public DayCounter::Impl {
public:
std::string name() const override { return std::string("30/365"); }
Date::serial_type dayCount(const Date& d1, const Date& d2) const override;
Time
yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override {
return dayCount(d1,d2)/365.0;
}
};
public:
Thirty365();
};
}
#endif
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