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.

Synopsis

Declared in <bbldc_daterangedaycount.h>

class DateRangeDayCount;

Member Functions

Name

Description

~DateRangeDayCount [destructor] [virtual]

Destroy this object.

daysDiff [virtual]

Return the (signed) number of days between the specified beginDate and endDate. If beginDate <= endDate, then the result is non‐negative. The behavior is undefined unless firstDate() <= beginDate <= lastDate() and firstDate() <= endDate <= lastDate(). Note that reversing the order of beginDate and endDate negates the result.

firstDate [virtual]

Return a reference providing non‐modifiable access to the earliest date in the valid range of this day‐count convention.

lastDate [virtual]

Return a reference providing non‐modifiable access to the latest date in the valid range of this day‐count convention.

yearsDiff [virtual]

Return the (signed fractional) number of years between the specified beginDate and endDate. If beginDate <= endDate, then the result is non‐negative. The behavior is undefined unless firstDate() <= beginDate <= lastDate() and firstDate() <= endDate <= lastDate(). Note that reversing the order of beginDate and endDate negates the result; specifically, |yearsDiff(b, e) + yearsDiff(e, b)| <= 1.0e‐15 for all dates b and e.

Derived Classes

Name

Description

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.

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.

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.

TerminatedDateRangeDayCountAdapter

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.

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