/* -*- 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. */ /*! \file simpledaycounter.hpp \brief Simple day counter for reproducing theoretical calculations */ #ifndef quantlib_simple_day_counter_hpp #define quantlib_simple_day_counter_hpp #include namespace QuantLib { //! Simple day counter for reproducing theoretical calculations. /*! This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth. \warning this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is not guaranteed to work with any other calendar. \ingroup daycounters \test the correctness of the results is checked against known good values. */ class SimpleDayCounter : public DayCounter { private: class Impl : public DayCounter::Impl { public: std::string name() const { return "Simple"; } BigInteger dayCount(const Date& d1, const Date& d2) const; Time yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const; }; public: SimpleDayCounter() : DayCounter(boost::shared_ptr( new SimpleDayCounter::Impl())) {} }; } #endif