Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / financial-0.4.0 / yeardays.m

diff --git a/octave_packages/financial-0.4.0/yeardays.m b/octave_packages/financial-0.4.0/yeardays.m
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+## Copyright (C) 2008 Bill Denney <bill@denney.ws>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## 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 GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{d} =} yeardays (@var{y})
+## @deftypefnx {Function File} {@var{d} =} yeardays (@var{y}, @var{b})
+## Return the number of days in the year @var{y} with an optional basis
+## @var{b}.
+##
+## Valid bases
+## @itemize @bullet
+## @item 0
+##   actual/actual (default)
+## @item 1
+##   30/360 (SIA)
+## @item 2
+##   actual/360
+## @item 3
+##   actual/365
+## @item 4
+##   30/360 (PSA)
+## @item 5
+##   30/360 (IDSA)
+## @item 6
+##   30/360 (European)
+## @item 7
+##   actual/365 (Japanese)
+## @item 8
+##   actual/actual (ISMA)
+## @item 9
+##   actual/360 (ISMA)
+## @item 10
+##   actual/365 (ISMA)
+## @item 11
+##   30/360E (ISMA)
+## @end itemize
+## @seealso{days365, days360, daysact, daysdif}
+## @end deftypefn
+
+function d = yeardays (y, basis)
+
+  if (nargin == 1)
+       basis = 0;
+  elseif (nargin != 2)
+    print_usage ();
+  endif
+
+  if isscalar (y)
+       d = zeros (size (basis));
+  elseif isscalar (basis)
+       ## the rest of the code is much simpler if you can be sure that
+       ## basis is a matrix if y is a matrix
+       basis = basis * ones (size (y));
+       d = zeros (size (y));
+  else
+       if ndims (y) == ndims (basis)
+         if ~ all (size (y) == size (basis))
+               error ("year and basis must be the same size or one must be a scalar");
+         else
+               d = zeros (size (y));
+         endif
+       else
+         error ("year and basis must be the same size or one must be a scalar.")
+       endif
+  endif
+
+  bact = ismember (basis(:), [0 8]);
+  b360 = ismember (basis(:), [1 2 4 5 6 9 11]);
+  b365 = ismember (basis(:), [3 7 10]);
+
+  badbasismask = ~ (bact | b360 | b365);
+  if any (badbasismask)
+       badbasis = unique (basis(badbasismask));
+       error ("Unsupported basis: %g\n", badbasis)
+  endif
+
+  d(bact) = 365 + (eomday(y(bact), 2) == 29);
+  d(b360) = 360;
+  d(b365) = 365;
+
+endfunction
+
+## Tests
+%!assert(yeardays(2000), 366)
+%!assert(yeardays(2001), 365)
+%!assert(yeardays(2000:2004), [366 365 365 365 366])
+%!assert(yeardays(2000, 0), 366)
+%!assert(yeardays(2000, 1), 360)
+%!assert(yeardays(2000, 2), 360)
+%!assert(yeardays(2000, 3), 365)
+%!assert(yeardays(2000, 4), 360)
+%!assert(yeardays(2000, 5), 360)
+%!assert(yeardays(2000, 6), 360)
+%!assert(yeardays(2000, 7), 365)
+%!assert(yeardays(2000, 8), 366)
+%!assert(yeardays(2000, 9), 360)
+%!assert(yeardays(2000, 10), 365)
+%!assert(yeardays(2000, 11), 360)
+