| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2003 RiskMap srl |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | #include <ql/time/daycounters/simpledaycounter.hpp> |
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| 21 | #include <ql/time/daycounters/thirty360.hpp> |
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| 22 | |
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| 23 | namespace QuantLib { |
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| 24 | |
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| 25 | namespace { DayCounter fallback = Thirty360(Thirty360::BondBasis); } |
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| 26 | |
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| 27 | Date::serial_type SimpleDayCounter::Impl::dayCount(const Date& d1, |
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| 28 | const Date& d2) const { |
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| 29 | return fallback.dayCount(d1,d2); |
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| 30 | } |
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| 31 | |
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| 32 | Time SimpleDayCounter::Impl::yearFraction(const Date& d1, |
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| 33 | const Date& d2, |
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| 34 | const Date&, |
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| 35 | const Date&) const { |
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| 36 | Day dm1 = d1.dayOfMonth(), |
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| 37 | dm2 = d2.dayOfMonth(); |
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| 38 | |
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| 39 | if (dm1 == dm2 || |
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| 40 | // e.g., Aug 30 -> Feb 28 ? |
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| 41 | (dm1 > dm2 && Date::isEndOfMonth(d: d2)) || |
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| 42 | // e.g., Feb 28 -> Aug 30 ? |
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| 43 | (dm1 < dm2 && Date::isEndOfMonth(d: d1))) { |
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| 44 | |
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| 45 | return (d2.year()-d1.year()) + |
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| 46 | (Integer(d2.month())-Integer(d1.month()))/12.0; |
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| 47 | |
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| 48 | } else { |
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| 49 | return fallback.yearFraction(d1,d2); |
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| 50 | } |
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| 51 | } |
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| 52 | |
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| 53 | } |
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| 54 | |
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| 55 | |
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