/*
 Copyright (C) 2007 Richard Gomes

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 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.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

package org.jquantlib.daycounters;

import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.time.Date;

/**
 * 30/360 day count convention
 * 

 * The 30/360 day count can be calculated according to US, European, or Italian
 * conventions.
 * 

 * US (NASD) convention: if the starting date is the 31st of a month, it becomes
 * equal to the 30th of the same month. If the ending date is the 31st of a
 * month and the starting date is earlier than the 30th of a month, the ending
 * date becomes equal to the 1st of the next month, otherwise the ending date
 * becomes equal to the 30th of the same month. Also known as "30/360",
 * "360/360", or "Bond Basis"
 * 

 * European convention: starting dates or ending dates that occur on the 31st of
 * a month become equal to the 30th of the same month. Also known as "30E/360",
 * or "Eurobond Basis"
 * 

 * Italian convention: starting dates or ending dates that occur on February and
 * are grater than 27 become equal to 30 for computational sake.
 *
 * @see Day count convention
 *
 * @author Srinivas Hasti
 * @author Richard Gomes
 */
@QualityAssurance(quality=Quality.Q4_UNIT, version=Version.V097, reviewers="Richard Gomes")
public class Thirty360 extends DayCounter {

    /**
     * 30/360 Calendar Conventions
     */
    public enum Convention {
        USA, BondBasis,
        European, EurobondBasis,
        Italian;
    }


    //
    // public constructors
    //

    public Thirty360() {
        this(Convention.BondBasis);
    }

    public Thirty360(final Thirty360.Convention c) {
        switch (c) {
            case USA:
            case BondBasis:
                super.impl = new Impl_US();
                break;
            case European:
            case EurobondBasis:
                super.impl = new Impl_EU();
                break;
            case Italian:
                super.impl = new Impl_IT();
                break;
            default:
                throw new LibraryException("unknown 30/360 convention"); // TODO: message
        }
    }


    //
    // private inner classes
    //

    /**
     * Implementation of Thirty360 class abstraction according to US convention
     *
     * @see Bridge pattern
     *
     * @author Richard Gomes
     */
    private final class Impl_US extends DayCounter.Impl {

        @Override
        public final String name() /* @ReadOnly */{
            return "30/360 (Bond Basis)";
        }

        @Override
        protected long dayCount(final Date d1, final Date d2) /* @ReadOnly */ {
            final int dd1 = d1.dayOfMonth();
            int dd2 = d2.dayOfMonth();
            final int mm1 = d1.month().value();
            int mm2 = d2.month().value();
            final int yy1 = d1.year();
            final int yy2 = d2.year();

            if (dd2 == 31 && dd1 < 30) { dd2 = 1; mm2++; }

            return 360*(yy2-yy1) + 30*(mm2-mm1-1) + Math.max(0, 30-dd1) + Math.min(30, dd2);
        }

        @Override
        public /*@Time*/ final double yearFraction(
                final Date dateStart, final Date dateEnd,
                final Date refPeriodStart, final Date refPeriodEnd) /* @ReadOnly */{
            return /*@Time*/ dayCount(dateStart, dateEnd) / 360.0;
        }

    }

    /**
     * Implementation of Thirty360 class abstraction according to European convention
     *
     * @see Bridge pattern
     *
     * @author Richard Gomes
     */
    private final class Impl_EU extends DayCounter.Impl {

        @Override
        public final String name() /* @ReadOnly */{
            return "30E/360 (Eurobond Basis)";
        }

        @Override
        public /*@Time*/ final double yearFraction(
                final Date dateStart, final Date dateEnd,
                final Date refPeriodStart, final Date refPeriodEnd) /* @ReadOnly */{
            return /*@Time*/ dayCount(dateStart, dateEnd) / 360.0;
        }

        @Override
        protected long dayCount(final Date d1, final Date d2) /* @ReadOnly */ {
            final int dd1 = d1.dayOfMonth();
            final int dd2 = d2.dayOfMonth();
            final int mm1 = d1.month().value();
            final int mm2 = d2.month().value();
            final int yy1 = d1.year();
            final int yy2 = d2.year();

            return 360*(yy2-yy1) + 30*(mm2-mm1-1) + Math.max(0, 30-dd1) + Math.min(30, dd2);
        }

    }

    /**
     * Implementation of Thirty360 class abstraction according to Italian convention
     *
     * @see Bridge pattern
     *
     * @author Richard Gomes
     */
    private final class Impl_IT extends DayCounter.Impl {

        @Override
        protected final String name() /* @ReadOnly */{
            return "30/360 (Italian)";
        }

        @Override
        public /*@Time*/ final double yearFraction(
                final Date dateStart, final Date dateEnd,
                final Date refPeriodStart, final Date refPeriodEnd) /* @ReadOnly */{
            return /*@Time*/ dayCount(dateStart, dateEnd) / 360.0;
        }

        @Override
        protected long dayCount(final Date d1, final Date d2) /* @ReadOnly */ {
            int dd1 = d1.dayOfMonth();
            int dd2 = d2.dayOfMonth();
            final int mm1 = d1.month().value();
            final int mm2 = d2.month().value();
            final int yy1 = d1.year();
            final int yy2 = d2.year();

            if (mm1 == 2 && dd1 > 27) {
                dd1 = 30;
            }
            if (mm2 == 2 && dd2 > 27) {
                dd2 = 30;
            }

            return 360*(yy2-yy1) + 30*(mm2-mm1-1) + Math.max(0, 30-dd1) + Math.min(30, dd2);
        }

    }

}