YearCounter::Impl Class Reference

Inheritance diagram for YearCounter::Impl:

Collaboration diagram for YearCounter::Impl:

Public Member Functions
std::string	name () const override
QuantLib::Date::serial_type	dayCount (const QuantLib::Date &d1, const QuantLib::Date &d2) const override
QuantLib::Time	yearFraction (const QuantLib::Date &d1, const QuantLib::Date &d2, const QuantLib::Date &, const QuantLib::Date &) const override

Detailed Description

Definition at line 42 of file yearcounter.hpp.

Member Function Documentation

name()

std::string name ( ) const

override

Definition at line 44 of file yearcounter.hpp.

{ return "Year"; }

dayCount()

Date::serial_type dayCount ( const QuantLib::Date &  d1, const QuantLib::Date &  d2  ) const

override

Definition at line 32 of file yearcounter.cpp.

                                                                              {
    return underlyingDCF.dayCount(d1, d2);
}

yearFraction()

Time yearFraction ( const QuantLib::Date &  d1, const QuantLib::Date &  d2, const QuantLib::Date &  , const QuantLib::Date &    ) const

override

Definition at line 36 of file yearcounter.cpp.

                                                                                                 {
    Time t = underlyingDCF.yearFraction(d1, d2);
 
    return std::floor(0.5 + t); // rounding to the nearest integer
}