com::ftlabs::fisa::DayCountBasis_Actual Class Reference

Implementation of the Actual/Actual Day Count Basis. More...

#include <DayCountBasis.h>

Inheritance diagram for com::ftlabs::fisa::DayCountBasis_Actual:


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 `calculateDays( previousCouponDate, nextCouponDate, security );`.
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. This implementation returns `calculateDays( previousCouponDate, settlementDate, security );`.
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 `calculateDays( settlementDate, nextCouponDate, security );`.
double	calculateDays (const FISADate &earlierDate, const FISADate &laterDate, int interestFrequency, bool eomAdjust) const
	Calculates the number of days in a given period using the using an actual day count. If excludeLeapDays is true, then leap days are ignored.
int	getDaysInYear (const FISADate &date) const
	Calculate the number of days for a given year.
const std::string &	getName (void) const
	Get the name of this DayCountBasis implementation.
Private Member Functions
	DayCountBasis_Actual (void)
	DayCountBasis_Actual (int daysInYear)
	DayCountBasis_Actual (int daysInYear, bool excludeLeapDays)
	~DayCountBasis_Actual (void)
void	init (void)
Private Attributes
const int	daysInYear
const bool	excludeLeapDays
std::string	name
Friends
class	DayCountBasis

Detailed Description

Implementation of the Actual/Actual Day Count Basis.

Constructor & Destructor Documentation

com::ftlabs::fisa::DayCountBasis_Actual::DayCountBasis_Actual ( void ) [private]

com::ftlabs::fisa::DayCountBasis_Actual::DayCountBasis_Actual ( int daysInYear ) [private]

com::ftlabs::fisa::DayCountBasis_Actual::DayCountBasis_Actual	(	int	daysInYear,
		bool	excludeLeapDays
	)			`[private]`

com::ftlabs::fisa::DayCountBasis_Actual::~DayCountBasis_Actual ( void ) [private]

Member Function Documentation

void com::ftlabs::fisa::DayCountBasis_Actual::init ( void ) [private]

double com::ftlabs::fisa::DayCountBasis_Actual::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 calculateDays( previousCouponDate, nextCouponDate, security );.

Parameters:

	previousCouponDate	the previous coupon date.
	nextCouponDate	the next coupon date.
	interestFrequency	the interestFrequency. This implementation ignores this parameter.
	eomAdjust	determines whether the end of month adjustment rule is used. This implementation ignores this parameter.

Returns:: the number of days within the given period.

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

double com::ftlabs::fisa::DayCountBasis_Actual::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. This implementation returns calculateDays( previousCouponDate, settlementDate, security );.

Parameters:

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

Returns:: the number of days accrued within the given period.

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

double com::ftlabs::fisa::DayCountBasis_Actual::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 calculateDays( settlementDate, nextCouponDate, security );.

Parameters:

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

Returns:: the number of days remaining in the given period.

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

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

Calculates the number of days in a given period using the using an actual day count. If excludeLeapDays is true, then leap days are ignored.

Parameters:

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

Returns:: the number of days within the specified period.

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

int com::ftlabs::fisa::DayCountBasis_Actual::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:: the actual number of days in the given year if daysInYear is less than or equal to zero, otherwise returns the value of daysInYear which would usually be 360 or 365.

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

const std::string& com::ftlabs::fisa::DayCountBasis_Actual::getName ( void ) const [virtual]

Get the name of this DayCountBasis implementation.