BloombergLP::bbldc::TerminatedDayCountUtil

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

Synopsis

Declared in <bbldc_terminateddaycountutil.h>

struct TerminatedDayCountUtil;

Static Member Functions

NameDescription
daysDiff Return the (signed) number of days between the specified beginDate and endDate according to the specified day-count convention with the specified terminationDate. If beginDate <= endDate then the result is non-negative. The behavior is undefined unless isSupported(convention). Note that reversing the order of beginDate and endDate negates the result and that the result is 0 when beginDate == endDate.
isSupported Return true if the specified convention is valid for use in daysDiff and yearsDiff, and false otherwise.
yearsDiff Return the (signed fractional) number of years between the specified beginDate and endDate according to the specified day-count convention with the specified terminationDate. If beginDate <= endDate then the result is non-negative. The behavior is undefined unless isSupported(convention). Note that reversing the order of beginDate and endDate negates the result; specifically, |yearsDiff(b, e, t, c) + yearsDiff(e, b, t, c)| <= 1.0e-15 for all valid dates b, e, and t, and day-count conventions c.