/usr/include/ql/time/daycounter.hpp is in libquantlib0-dev 1.4-2+b1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file daycounter.hpp
\brief day counter class
*/
#ifndef quantlib_day_counter_hpp
#define quantlib_day_counter_hpp
#include <ql/time/date.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
//! day counter class
/*! This class provides methods for determining the length of a time
period according to given market convention, both as a number
of days and as a year fraction.
The Bridge pattern is used to provide the base behavior of the
day counter.
\ingroup datetime
*/
class DayCounter {
protected:
//! abstract base class for day counter implementations
class Impl {
public:
virtual ~Impl() {}
virtual std::string name() const = 0;
//! to be overloaded by more complex day counters
virtual BigInteger dayCount(const Date& d1,
const Date& d2) const {
return (d2-d1);
}
virtual Time yearFraction(const Date& d1,
const Date& d2,
const Date& refPeriodStart,
const Date& refPeriodEnd) const = 0;
};
boost::shared_ptr<Impl> impl_;
/*! This constructor can be invoked by derived classes which
define a given implementation.
*/
DayCounter(const boost::shared_ptr<Impl>& impl) : impl_(impl) {}
public:
/*! The default constructor returns a day counter with a null
implementation, which is therefore unusable except as a
placeholder.
*/
DayCounter() {}
//! \name DayCounter interface
//@{
//! Returns whether or not the day counter is initialized
bool empty() const;
//! Returns the name of the day counter.
/*! \warning This method is used for output and comparison between
day counters. It is <b>not</b> meant to be used for writing
switch-on-type code.
*/
std::string name() const;
//! Returns the number of days between two dates.
BigInteger dayCount(const Date&,
const Date&) const;
//! Returns the period between two dates as a fraction of year.
Time yearFraction(const Date&, const Date&,
const Date& refPeriodStart = Date(),
const Date& refPeriodEnd = Date()) const;
//@}
};
// comparison based on name
/*! Returns <tt>true</tt> iff the two day counters belong to the same
derived class.
\relates DayCounter
*/
bool operator==(const DayCounter&,
const DayCounter&);
/*! \relates DayCounter */
bool operator!=(const DayCounter&,
const DayCounter&);
/*! \relates DayCounter */
std::ostream& operator<<(std::ostream&,
const DayCounter&);
// inline definitions
inline bool DayCounter::empty() const {
return !impl_;
}
inline std::string DayCounter::name() const {
QL_REQUIRE(impl_, "no implementation provided");
return impl_->name();
}
inline BigInteger DayCounter::dayCount(const Date& d1,
const Date& d2) const {
QL_REQUIRE(impl_, "no implementation provided");
return impl_->dayCount(d1,d2);
}
inline Time DayCounter::yearFraction(const Date& d1, const Date& d2,
const Date& refPeriodStart, const Date& refPeriodEnd) const {
QL_REQUIRE(impl_, "no implementation provided");
return impl_->yearFraction(d1,d2,refPeriodStart,refPeriodEnd);
}
inline bool operator==(const DayCounter& d1, const DayCounter& d2) {
return (d1.empty() && d2.empty())
|| (!d1.empty() && !d2.empty() && d1.name() == d2.name());
}
inline bool operator!=(const DayCounter& d1, const DayCounter& d2) {
return !(d1 == d2);
}
inline std::ostream& operator<<(std::ostream& out, const DayCounter &d) {
return out << d.name();
}
}
#endif
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