1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2022 Ignacio Anguita
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file actual36525.hpp
21 \brief act/365.25 day counter
22*/
23
24#ifndef quantlib_actual365_25_day_counter_h
25#define quantlib_actual365_25_day_counter_h
26
27#include <ql/time/daycounter.hpp>
28
29namespace QuantLib {
30
31 //! Actual/365.25 day count convention
32
33 /*! Actual/365.25 day count convention, also known as "Act/365.25", or "A/365.25".
34 \ingroup daycounters
35 */
36 class Actual36525 : public DayCounter {
37 private:
38 class Impl final : public DayCounter::Impl {
39 private:
40 bool includeLastDay_;
41 public:
42 explicit Impl(const bool includeLastDay)
43 : includeLastDay_(includeLastDay) {}
44 std::string name() const override {
45 return includeLastDay_ ?
46 std::string("Actual/365.25 (inc)")
47 : std::string("Actual/365.25");
48 }
49 Date::serial_type dayCount(const Date& d1, const Date& d2) const override {
50 return (d2-d1) + (includeLastDay_ ? 1 : 0);
51 }
52 Time
53 yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override {
54 return (daysBetween(d1,d2)
55 + (includeLastDay_ ? 1.0 : 0.0))/365.25;
56 }
57 };
58 public:
59 explicit Actual36525(const bool includeLastDay = false)
60 : DayCounter(ext::shared_ptr<DayCounter::Impl>(
61 new Actual36525::Impl(includeLastDay))) {}
62 };
63
64}
65
66#endif
67

source code of quantlib/ql/time/daycounters/actual36525.hpp