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actual365fixed.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2004 Ferdinando Ametrano
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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 actual365fixed.hpp
    \brief Actual/365 (Fixed) day counter
*/

#ifndef quantlib_actual365fixed_day_counter_h
#define quantlib_actual365fixed_day_counter_h

#include <ql/time/daycounter.hpp>

namespace QuantLib {

    //! Actual/365 (Fixed) day count convention
    /*! "Actual/365 (Fixed)" day count convention, also know as
        "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".

        \warning According to ISDA, "Actual/365" (without "Fixed") is
                 an alias for "Actual/Actual (ISDA)" (see
                 ActualActual.)  If Actual/365 is not explicitly
                 specified as fixed in an instrument specification,
                 you might want to double-check its meaning.

        \ingroup daycounters
    */
00044     class Actual365Fixed : public DayCounter {
      private:
00046         class Impl : public DayCounter::Impl {
          public:
            std::string name() const { return std::string("Actual/365 (Fixed)"); }
            Time yearFraction(const Date& d1,
                              const Date& d2,
                              const Date&,
                              const Date&) const {
                return dayCount(d1,d2)/365.0;
            }
        };
      public:
        Actual365Fixed()
        : DayCounter(boost::shared_ptr<DayCounter::Impl>(
                                                 new Actual365Fixed::Impl)) {}
    };

}

#endif

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