void DayCounterTest::testIntraday() {
#ifdef QL_HIGH_RESOLUTION_DATE
BOOST_TEST_MESSAGE("Testing intraday behavior of day counter ...");
const Date d1(12, February, 2015);
const Date d2(14, February, 2015, 12, 34, 17, 1, 230298);
const Time tol = 100*QL_EPSILON;
const DayCounter dayCounters[]
= { ActualActual(), Actual365Fixed(), Actual360() };
for (Size i=0; i < LENGTH(dayCounters); ++i) {
const DayCounter dc = dayCounters[i];
const Time expected = ((12*60 + 34)*60 + 17 + 0.231298)
* dc.yearFraction(d1, d1+1)/86400
+ dc.yearFraction(d1, d1+2);
BOOST_CHECK_MESSAGE(
std::fabs(dc.yearFraction(d1, d2) - expected) < tol,
"can not reproduce result for day counter " << dc.name());
BOOST_CHECK_MESSAGE(
std::fabs(dc.yearFraction(d2, d1) + expected) < tol,
"can not reproduce result for day counter " << dc.name());
}
#endif
}
inline bool operator==(const DayCounter& d1, const DayCounter& d2) {
return (d1.empty() && d2.empty())
|| (!d1.empty() && !d2.empty() && d1.name() == d2.name());
}
