Actual/Actual day count. More...
#include <ql/time/daycounters/actualactual.hpp>
Inheritance diagram for ActualActual:Public Types | |
| enum | Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro } |
Public Member Functions | |
| ActualActual (Convention c=ActualActual::ISDA) | |
Public Member Functions inherited from DayCounter | |
| DayCounter () | |
| bool | empty () const |
| Returns whether or not the day counter is initialized. | |
| std::string | name () const |
| Returns the name of the day counter. More... | |
| BigInteger | dayCount (const Date &, const Date &) const |
| Returns the number of days between two dates. | |
| Time | yearFraction (const Date &, const Date &, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) const |
| Returns the period between two dates as a fraction of year. | |
Additional Inherited Members | |
Protected Member Functions inherited from DayCounter | |
| DayCounter (const boost::shared_ptr< Impl > &impl) | |
Protected Attributes inherited from DayCounter | |
| boost::shared_ptr< Impl > | impl_ |
Related Functions inherited from DayCounter | |
| bool | operator== (const DayCounter &, const DayCounter &) |
| bool | operator!= (const DayCounter &, const DayCounter &) |
| std::ostream & | operator<< (std::ostream &, const DayCounter &) |
Actual/Actual day count.
The day count can be calculated according to:
For more details, refer to http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf