com::ftlabs::fisa::DayCountBasis_30_360 Class Reference

Implementation of the 30/360 Day Count Basis. More...

#include <DayCountBasis.h>

Inheritance diagram for com::ftlabs::fisa::DayCountBasis_30_360:

List of all members.

Public Member Functions
double	calculateDaysInPeriod (const FISADate &previousCouponDate, const FISADate &nextCouponDate, int interestFrequency, bool eomAdjust) const
	Calculate the total number of days in a coupon period. This implementation returns 360/interestFrequency.
double	calculateDaysAccrued (const FISADate &previousCouponDate, const FISADate &nextCouponDate, const FISADate &settlementDate, int interestFrequency, bool eomAdjust) const
	Calculate the number of days accrued within a coupon period using the 30/360 day count method.
double	calculateDaysRemaining (const FISADate &previousCouponDate, const FISADate &nextCouponDate, const FISADate &settlementDate, int interestFrequency, bool eomAdjust) const
	Calculate the number of days remaining in a coupon period. This implementation returns daysInPeriod - daysAccrued.
double	calculateDays (const FISADate &earlierDate, const FISADate &laterDate, int interestFrequency, bool eomAdjust) const
	Calculate the number of days between two dates using the 30/360 Day Count method.
int	getDaysInYear (const FISADate &date) const
	Calculate the number of days for a given year.
const std::string &	getName (void) const
Private Member Functions
	DayCountBasis_30_360 (void)
	~DayCountBasis_30_360 (void)
Static Private Attributes
static const std::string	name
Friends
class	DayCountBasis

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Detailed Description

Implementation of the 30/360 Day Count Basis.

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Constructor & Destructor Documentation

com::ftlabs::fisa::DayCountBasis_30_360::DayCountBasis_30_360

(

void

)

[private]

com::ftlabs::fisa::DayCountBasis_30_360::~DayCountBasis_30_360

(

void

)

[private]

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Member Function Documentation

double com::ftlabs::fisa::DayCountBasis_30_360::calculateDaysInPeriod	(	const FISADate &	previousCouponDate,
		const FISADate &	nextCouponDate,
		int	interestFrequency,
		bool	eomAdjust
	)			const [virtual]

Calculate the total number of days in a coupon period. This implementation returns 360/interestFrequency.

Parameters:

	previousCouponDate	the previous coupon date.
	nextCouponDate	the next coupon date.
	interestFrequency	the interestFrequency.
	eomAdjust	determines whether the end of month adjustment rule is used.

Returns:

the number of days within the given period.

Implements com::ftlabs::fisa::DayCountBasis.

double com::ftlabs::fisa::DayCountBasis_30_360::calculateDaysAccrued	(	const FISADate &	previousCouponDate,
		const FISADate &	nextCouponDate,
		const FISADate &	settlementDate,
		int	interestFrequency,
		bool	eomAdjust
	)			const [virtual]

Calculate the number of days accrued within a coupon period using the 30/360 day count method.

Parameters:

	previousCouponDate	the previous coupon date.
	nextCouponDate	the next coupon date.
	settlementDate	the date on which settlement occurs.
	interestFrequency	the interestFrequency.
	eomAdjust	determines whether the end of month adjustment rule is used.

Returns:

the number of days accrued within the given period.

Implements com::ftlabs::fisa::DayCountBasis.

double com::ftlabs::fisa::DayCountBasis_30_360::calculateDaysRemaining	(	const FISADate &	previousCouponDate,
		const FISADate &	nextCouponDate,
		const FISADate &	settlementDate,
		int	interestFrequency,
		bool	eomAdjust
	)			const [virtual]

Calculate the number of days remaining in a coupon period. This implementation returns daysInPeriod - daysAccrued.

Parameters:

	previousCouponDate	the previous coupon date.
	nextCouponDate	the next coupon date.
	settlementDate	the date on which settlement occurs.
	interestFrequency	the interestFrequency.
	eomAdjust	determines whether the end of month adjustment rule is used.

Returns:

the number of days remaining in the given period.

Implements com::ftlabs::fisa::DayCountBasis.

double com::ftlabs::fisa::DayCountBasis_30_360::calculateDays	(	const FISADate &	earlierDate,
		const FISADate &	laterDate,
		int	interestFrequency,
		bool	eomAdjust
	)			const [virtual]

Calculate the number of days between two dates using the 30/360 Day Count method.

Parameters:

	earlierDate	The starting date of the period.
	laterDate	The ending date of the period.
	interestFrequency	the interestFrequency.
	eomAdjust	determines whether the end of month adjustment rule is used.

Returns:

the number of days within the specified period.

Implements com::ftlabs::fisa::DayCountBasis.

int com::ftlabs::fisa::DayCountBasis_30_360::getDaysInYear

(

const FISADate &

date

)

const [virtual]

Calculate the number of days for a given year.

Parameters:

date

The date for which the number of days per year will be returned.

Returns:

360. For 30/360, every year is considered to have 360 days.

Implements com::ftlabs::fisa::DayCountBasis.

const std::string& com::ftlabs::fisa::DayCountBasis_30_360::getName

(

void

)

const [virtual]

Return 30/360 for this implementation.

Implements com::ftlabs::fisa::DayCountBasis.

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Friends And Related Function Documentation

friend class DayCountBasis [friend]

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Member Data Documentation

const std::string com::ftlabs::fisa::DayCountBasis_30_360::name [static, private]

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The documentation for this class was generated from the following file:

• C:/Development/FTL/c++/FISA/FISA/DayCountBasis.h

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