/usr/include/ql/time/daycounters/business252.hpp is in libquantlib0-dev 1.4-2.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006 Piter Dias
Copyright (C) 2011 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 business252.hpp
\brief business/252 day counter
*/
#ifndef quantlib_business252_day_counter_hpp
#define quantlib_business252_day_counter_hpp
#include <ql/time/daycounter.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/calendars/brazil.hpp>
namespace QuantLib {
//! Business/252 day count convention
/*! \ingroup daycounters */
class Business252 : public DayCounter {
private:
class Impl : public DayCounter::Impl {
private:
Calendar calendar_;
public:
std::string name() const;
BigInteger dayCount(const Date& d1,
const Date& d2) const;
Time yearFraction(const Date& d1,
const Date& d2,
const Date&,
const Date&) const;
Impl(Calendar c) { calendar_ = c; }
};
public:
Business252(Calendar c = Brazil())
: DayCounter(boost::shared_ptr<DayCounter::Impl>(
new Business252::Impl(c))) {}
};
}
#endif
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