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.
Declared in <bbldc_daterangedaycount.h>
class DateRangeDayCount;| 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. |
| 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. |