BloombergLP::bbldc

Package namespace for day‐count convention components.

Types

Name

Description

BasicActual360

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/360 day‐count convention.

BasicActual36525

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/365.25 day‐count convention.

BasicActual365Fixed

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/365 fixed day‐count convention.

BasicBasicDayCountAdapter

This class provides an "adapter" from the specified CONVENTION to the bbldc::BasicDayCount protocol that can be used for determining values based on dates according to the day‐count CONVENTION.

BasicDateRangeDayCountAdapter

This class provides an "adapter" from the specified CONVENTION to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day‐count CONVENTION.

BasicDayCount

This class provides a protocol for determining values based on dates according to derived implementations of specific day‐count conventions.

BasicDayCountUtil

This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day‐count conventions.

BasicIsda11

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA 1/1 day‐count convention.

BasicIsdaActualActual

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA Actual/Actual day‐count convention.

BasicIsma30360

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISMA 30/360 day‐count convention.

BasicNl365

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the NL/365 day‐count convention.

BasicPsa30360Eom

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the PSA 30/360 end‐of‐month day‐count convention.

BasicSia30360Eom

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the SIA 30/360 end‐of‐month day‐count convention.

BasicSia30360Neom

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the SIA‐30/360‐neom day‐count convention.

CalendarBus252

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the BUS‐252 day‐count convention.

CalendarDateRangeDayCountAdapter

This class provides an "adapter" from the specified CONVENTION, that requires a calendar to compute the day count and the year fraction, to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day‐count CONVENTION.

CalendarDayCountUtil

This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day‐count conventions.

DateRangeDayCount

This class provides a protocol for determining values based on dates according to derived implementations of specific day‐count conventions. The methods firstDate and lastDate define a date range for which calculations are valid, to reflect the valid range of, say, a calendar required for the computations.

DayCountConvention

This struct provides a namespace for enumerating the set of day‐count conventions supported within bbldc. See Enum in the TYPES sub‐section for details.

PeriodDateRangeDayCountAdapter

This class provides an "adapter" from the specified CONVENTION, that requires a set of periods to compute the year fraction, to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day‐count CONVENTION.

PeriodDayCountUtil

This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day‐count conventions.

PeriodIcmaActualActual

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ICMA Actual/Actual day‐count convention.

TerminatedBasicDayCountAdapter

TerminatedDateRangeDayCountAdapter

TerminatedDayCountUtil

This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day‐count conventions.

TerminatedIsda30360Eom

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA 30/360 end‐of‐month day‐count convention.

Functions

Name

Description

bdexStreamIn

Load into the specified variable the DayCountConvention::Enum value read from the specified input stream using the specified version format, and return a reference to stream. If stream is initially invalid, this operation has no effect. If version is not supported by DayCountConvention, variable is unaltered and stream is invalidated, but otherwise unmodified. If version is supported by DayCountConvention but stream becomes invalid during this operation, variable has an undefined, but valid, state. The behavior is undefined unless STREAM is BDEX‐compliant. Note that no version is read from stream. See the bslx package‐level documentation for more information on BDEX streaming of value‐semantic types and containers.

bdexStreamOut

Write the specified value, using the specified version format, to the specified output stream, and return a reference to stream. If stream is initially invalid, this operation has no effect. If version is not supported by DayCountConvention, stream is invalidated, but otherwise unmodified. The behavior is undefined unless STREAM is BDEX‐compliant. Note that version is not written to stream. See the bslx package‐level documentation for more information on BDEX streaming of value‐semantic types and containers.

maxSupportedBdexVersion

Return the maximum valid BDEX format version, as indicated by the specified versionSelector, to be passed to the bdexStreamOut method while streaming an object of the type DayCountConvention::Enum. Note that it is highly recommended that versionSelector be formatted as "YYYYMMDD", a date representation. Also note that versionSelector should be a compile‐time‐chosen value that selects a format version supported by both externalizer and unexternalizer. See the bslx package‐level documentation for more information on BDEX streaming of value‐semantic types and containers.

operator<<

Write the string representation of the specified enumeration value to the specified output stream in a single‐line format, and return a reference to stream. See toAscii for what constitutes the string representation of a bbldc::DayCountConvention::Enum value. Note that this method has the same behavior as ` bbldc::DayCountConvention::print(stream, value, 0, ‐1); `

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