1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 Ferdinando Ametrano
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 one.hpp
21 \brief 1/1 day counter
22*/
23
24#ifndef quantlib_one_day_counter_h
25#define quantlib_one_day_counter_h
26
27#include <ql/time/daycounter.hpp>
28
29namespace QuantLib {
30
31 //! 1/1 day count convention
32 /*! \ingroup daycounters */
33 class OneDayCounter : public DayCounter {
34 private:
35 class Impl final : public DayCounter::Impl {
36 public:
37 std::string name() const override { return std::string("1/1"); }
38 Date::serial_type dayCount(const Date& d1, const Date& d2) const override {
39 // the sign is all we need
40 return (d2 >= d1 ? 1 : -1);
41 };
42 Time
43 yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override {
44 return Time(dayCount(d1, d2));
45 }
46 };
47 public:
48 OneDayCounter()
49 : DayCounter(ext::shared_ptr<DayCounter::Impl>(
50 new OneDayCounter::Impl)) {}
51 };
52
53}
54
55#endif
56

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