/usr/include/ql/time/daycounters/actual365nl.hpp is in libquantlib0-dev 1.4-2.
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) 2013 BGC Partners L.P.
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 actual365nl.hpp
\brief Actual/365 (No Leap) day counter
*/
#ifndef quantlib_actual365nl_h
#define quantlib_actual365nl_h
#include <ql/time/daycounter.hpp>
namespace QuantLib {
//! Actual/365 (No Leap) day count convention
/*! "Actual/365 (No Leap)" day count convention, also known as
"Act/365 (NL)", "NL/365", or "Actual/365 (JGB)".
\ingroup daycounters
*/
class Actual365NoLeap : public DayCounter {
private:
class Impl : public DayCounter::Impl {
public:
std::string name() const { return std::string("Actual/365 (NL)"); }
// Returns the exact number of days between 2 dates, excluding leap days
BigInteger dayCount(const Date& d1,
const Date& d2) const {
static const Integer MonthOffset[] = {
0, 31, 59, 90, 120, 151, // Jan - Jun
181, 212, 243, 273, 304, 334 // Jun - Dec
};
BigInteger s1, s2;
s1 = d1.dayOfMonth() + MonthOffset[d1.month()-1] + (d1.year() * 365);
s2 = d2.dayOfMonth() + MonthOffset[d2.month()-1] + (d2.year() * 365);
if (d1.month() == Feb && d1.dayOfMonth() == 29)
{
--s1;
}
if (d2.month() == Feb && d2.dayOfMonth() == 29)
{
--s2;
}
return s2 - s1;
}
QuantLib::Time yearFraction(const Date& d1,
const Date& d2,
const Date& d3,
const Date& d4) const {
return dayCount(d1, d2)/365.0;
}
};
public:
Actual365NoLeap()
: DayCounter(boost::shared_ptr<DayCounter::Impl>(
new Actual365NoLeap::Impl)) {}
};
}
#endif
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