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.
Declared in <bbldc_calendardaterangedaycountadapter.h>
template<class CONVENTION>
class CalendarDateRangeDayCountAdapter
: public DateRangeDayCount| Name | Description |
|---|---|
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. |
| Name | Description |
|---|---|
CalendarDateRangeDayCountAdapter [constructor] | Create a day-count adapter that uses the specified calendar during invocations of daysDiff and yearsDiff. Optionally specify a basicAllocator used to supply memory. If basicAllocator is 0, the currently installed default allocator is used. |
~CalendarDateRangeDayCountAdapter [destructor] [virtual] | Destroy this object. |
allocator | Return the allocator used by this adapter to supply memory. |
daysDiff [virtual] | Return the (signed) number of days between the specified beginDate and endDate as per the CONVENTION template policy. If beginDate <= endDate, then the result is non-negative. The behavior is undefined unless, for the calendar provided at construction, calendar.firstDate() <= beginDate <= calendar.lastDate() and calendar.firstDate() <= endDate <= calendar.lastDate(). Note that reversing the order of beginDate and endDate negates the result. |
firstDate [virtual] | Return a reference providing non-modifiable access to calendar.firstDate() for the calendar provided at construction. Note that this value is the earliest date in the valid range of this day-count convention adaptation. |
lastDate [virtual] | Return a reference providing non-modifiable access to calendar.lastDate() for the calendar provided at construction. Note that this value is the latest date in the valid range of this day-count convention adaptation. |
yearsDiff [virtual] | Return the (signed fractional) number of years between the specified beginDate and endDate as per the CONVENTION template policy. If beginDate <= endDate, then the result is non-negative. The behavior is undefined unless, for the calendar provided at construction, calendar.firstDate() <= beginDate <= calendar.lastDate() and calendar.firstDate() <= endDate <= calendar.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. |