// bbldc_basicisdaactualactual.h                                      -*-C++-*-
#ifndef INCLUDED_BBLDC_BASICISDAACTUALACTUAL
#define INCLUDED_BBLDC_BASICISDAACTUALACTUAL

#include <bsls_ident.h>
BSLS_IDENT("$Id: $")

//@PURPOSE: Provide stateless functions for the ISDA Actual/Actual convention.
//
//@CLASSES:
//  bbldc::BasicIsdaActualActual: ISDA Actual/Actual stateless functions
//
//@DESCRIPTION: This component provides a `struct`,
// `bbldc::BasicIsdaActualActual`, that serves as a namespace for defining a
// suite of date-related functions used to compute the day count and the year
// fraction between two dates as per the ISDA Actual/Actual day-count
// convention.  In this day-count convention, the day count between two dates
// is exactly the number of days occurring in the time period and the year
// fraction between two dates is the number of full calendar years between the
// dates plus front-stub and back-stub adjustments.
//
///Usage
///-----
// This section illustrates intended use of this component.
//
///Example 1: Computing Day Count and Year Fraction
/// - - - - - - - - - - - - - - - - - - - - - - - -
// The following snippets of code illustrate how to use
// `bbldc::BasicIsdaActualActual` methods.  First, create two `bdlt::Date`
// variables, `d1` and `d2`:
// ```
// const bdlt::Date d1(2003, 10, 19);
// const bdlt::Date d2(2003, 12, 31);
// ```
// Then, compute the day count between the two dates:
// ```
// const int daysDiff = bbldc::BasicIsdaActualActual::daysDiff(d1, d2);
// assert(73 == daysDiff);
// ```
// Finally, compute the year fraction between the two dates:
// ```
// const double yearsDiff = bbldc::BasicIsdaActualActual::yearsDiff(d1, d2);
// // Need fuzzy comparison since 'yearsDiff' is a 'double'.
// assert(yearsDiff > 0.1999 && yearsDiff < 0.2001);
// ```

#include <bblscm_version.h>

#include <bdlt_date.h>

namespace BloombergLP {
namespace bbldc {

                       // ============================
                       // struct BasicIsdaActualActual
                       // ============================

/// This `struct` provides a namespace for a suite of pure functions that
/// compute values based on dates according to the ISDA Actual/Actual
/// day-count convention.
struct BasicIsdaActualActual {

    // CLASS METHODS

    /// Return the (signed) number of days between the specified `beginDate`
    /// and `endDate` according to the ISDA Actual/Actual day-count
    /// convention.  If `beginDate <= endDate`, then the result is
    /// non-negative.  Note that reversing the order of `beginDate` and
    /// `endDate` negates the result.
    static int daysDiff(const bdlt::Date& beginDate,
                        const bdlt::Date& endDate);

    /// Return the (signed fractional) number of years between the specified
    /// `beginDate` and `endDate` according to the ISDA Actual/Actual
    /// day-count convention.  If `beginDate <= endDate`, then the result is
    /// non-negative.  Note that reversing the order of `beginDate` and
    /// `endDate` negates the result; specifically,
    /// `|yearsDiff(b, e) + yearsDiff(e, b)| <= 1.0e-15` for all dates `b`
    /// and `e`.
    static double yearsDiff(const bdlt::Date& beginDate,
                            const bdlt::Date& endDate);
};

// ============================================================================
//                             INLINE DEFINITIONS
// ============================================================================

                         // -----------------------
                         // struct IsdaActualActual
                         // -----------------------

// CLASS METHODS
inline
int BasicIsdaActualActual::daysDiff(const bdlt::Date& beginDate,
                                    const bdlt::Date& endDate)
{
    return endDate - beginDate;
}

}  // close package namespace
}  // close enterprise namespace

#endif

// ----------------------------------------------------------------------------
// Copyright 2015 Bloomberg Finance L.P.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// ----------------------------- END-OF-FILE ----------------------------------
