/* -*- 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 . The license is also available online at . 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 #include namespace QuantLib { namespace { DayCounter fallback = Thirty360(); } BigInteger 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); } } }